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Deep Fictitious Play for Finding Markovian Nash Equilibrium in Multi-Agent Games
16 references·0 citing·34 second hop
Deep Fictitious Play for Finding Markovian Nash Equilibrium in Multi-Agent Games (2019)Deep Fictitious Play for Finding Markovia…Mean Field Games and systemic risk (2015)Mean Field Games and systemic…A class of non-zero-sum stochastic differential investment and reinsurance games (2014)A class of non-zero-sum stoch…Probabilistic Analysis of Mean-Field Games (2013)Probabilistic Analysis of Mea…Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria (2007)Large-Population Cost-Coupled…Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle (2006)Large population stochastic d…Backward stochastic differential equations and quasilinear parabolic partial differential equations (2005)Backward stochastic different…Competitive Advertising Under Uncertainty: A Stochastic Differential Game Approach (2004)Competitive Advertising Under…On the Global Convergence of Stochastic Fictitious Play (2002)On the Global Convergence of …Differential Games in Economics and Management Science (2000)Differential Games in Economi…Forward-backward stochastic differential equations and quasilinear parabolic PDEs (1999)Forward-backward stochastic d…Backward Stochastic Differential Equations in Finance (1997)Backward Stochastic Different…Fictitious Play Property for Games with Identical Interests (1996)Fictitious Play Property for …Three Problems in Learning Mixed-Strategy Nash Equilibria (1993)Three Problems in Learning Mi…Adaptive and sophisticated learning in normal form games (1991)Adaptive and sophisticated le…1. Some Topics in Two-Person Games (1964)1. Some Topics in Two-Person …An Iterative Method of Solving a Game (1951)An Iterative Method of Solvin…Stochastic controls : Hamiltonian systems and HJB equations (1999)Mean field games (2007)Mean Field Games Models—A Brief Survey (2013)Forward–backward stochastic differential equations and controlled McKean–Vlasov dynamics (2015)Dynamic noncooperative game theory (1995)The Theory of Learning in Games (1998)Brownian Motion and Stochastic Calculus (1988)Adapted solution of a backward stochastic differential equation (1990)Solving forward-backward stochastic differential equations explicitly — a four step scheme (1994)Reflected solutions of backward SDE's, and related obstacle problems for PDE's (1997)Backward stochastic differential equations and partial differential equations with quadratic growth (2000)Brownian Motion and Stochastic Calculus (2007)Dynamic Noncooperative Game Theory (1982)Games with Incomplete Information Played by “Bayesian” Players, I–III: Part I. The Basic Model (2004)A Maximum Principle for SDEs of Mean-Field Type (2010)Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations (2013)Econometric Models of Probabilistic Choice (1981)Discrete Choice Theory of Product Differentiation (1992)Uncoupled Dynamics Do Not Lead to Nash Equilibrium (2003)Stochastic Approximations and Differential Inclusions (2005)Autonomous Vehicle-Target Assignment: A Game-Theoretical Formulation (2007)The Economy as an Evolving Complex System II (2018)Equilibrium Points in Nonzero-Sum n -Person Submodular Games (1979)Theory of Games and Economic Behavior (2006)Introduction to Multi-Armed Bandits (2019)The Pricing of Options and Corporate Liabilities (1973)Theory of rational option pricing (2005)Partial Differential Equations (2010)Evolutionary game theory (1994)Evolutionary game dynamics (2003)Collective Reputation and Quality (2005)Planning Marketing-Mix Strategies in the Presence of Interaction Effects (2005)Lock‐in situations in supply chains: A social exchange theoretic study of sourcing arrangements in buyer–supplier relationships (2008)Dynamic fictitious play, dynamic gradient play, and distributed convergence to Nash equilibria (2005)
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References

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  • 2006Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle1,574 cited
  • 2000Differential Games in Economics and Management Science1,559 cited
  • 2007Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria1,092 cited
  • 1951An Iterative Method of Solving a Game867 cited
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  • 19641. Some Topics in Two-Person Games553 cited
  • 1996Fictitious Play Property for Games with Identical Interests442 cited
  • 2013Probabilistic Analysis of Mean-Field Games435 cited
  • 2002On the Global Convergence of Stochastic Fictitious Play407 cited
  • 1991Adaptive and sophisticated learning in normal form games334 cited
  • 1999Forward-backward stochastic differential equations and quasilinear parabolic PDEs329 cited
  • 2015Mean Field Games and systemic risk244 cited
  • 2004Competitive Advertising Under Uncertainty: A Stochastic Differential Game Approach184 cited
  • 1993Three Problems in Learning Mixed-Strategy Nash Equilibria

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182 cited
  • 2014A class of non-zero-sum stochastic differential investment and reinsurance games156 cited
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