Fictitious Play for Mixed Strategy Equilibria in Mean Field Games: Mixed Strategy Equilibrium | HackerNoon
Briefly

from Hackernoon5 months ago
In analyzing Mean Field Games with Optimal Stopping, mixed strategy equilibria permit agents to randomize strategies, moving away from uniform decision-making constraints.
Hackernoonhttps://hackernoon.com/fictitious-play-for-mixed-strategy-equilibria-in-mean-field-games-mixed-strategy-equilibrium
The PDE system governing mixed strategy equilibrium is dependent solely on the crowd distribution m, showcasing the equilibrium's flexibility compared to pure strategies.
Hackernoonhttps://hackernoon.com/fictitious-play-for-mixed-strategy-equilibria-in-mean-field-games-mixed-strategy-equilibrium
Read at Hackernoon
#mean-field-games #optimal-stopping #mixed-strategy-equilibrium #stochastic-calculus #numerical-analysis
[
|
]