{"id":16845,"date":"2022-03-03T02:12:54","date_gmt":"2022-03-02T23:12:54","guid":{"rendered":"https:\/\/w3.bilkent.edu.tr\/en\/?p=16845"},"modified":"2022-03-07T22:23:59","modified_gmt":"2022-03-07T19:23:59","slug":"math-seminar-learning-in-discounted-cost-and-average-cost-mean-field-games-naci-saldi-600pm-march-3-en","status":"publish","type":"post","link":"https:\/\/w3.bilkent.edu.tr\/en\/math-seminar-learning-in-discounted-cost-and-average-cost-mean-field-games-naci-saldi-600pm-march-3-en\/","title":{"rendered":"MATH Seminar: \u201cLearning in Discounted-cost and Average-cost Mean-field Games\u201d, Naci Sald\u0131, 6:00PM March 3 (EN)"},"content":{"rendered":"<p>You are cordially invited to the Analysis Seminar organized by the Department of Mathematics.<\/p>\n<p>Speaker: Naci Sald\u0131 (Bilkent)<br \/>\n\u201cLearning in Discounted-cost and Average-cost Mean-field Games\u201d<\/p>\n<p>Abstract: In this talk, we consider learning approximate Nash equilibria for discrete-time mean-field games with nonlinear stochastic state dynamics subject to both average and discounted costs. To this end, we introduce a mean-field equilibrium (MFE) operator, whose fixed point is a mean-field equilibrium (i.e. equilibrium in the infinite population limit). We first prove that this operator is a contraction, and propose a learning algorithm to compute an approximate mean-field equilibrium by approximating the MFE operator with a random one. Moreover, using the contraction property of the MFE operator, we establish the error analysis of the proposed learning algorithm. We then show that the learned mean-field equilibrium constitutes an approximate Nash equilibrium for finite-agent games.<\/p>\n<p>Date: Thursday, March 3, 2022<br \/>\nTime: 18:00-19:00, GMT+3.<\/p>\n<p>This is an online seminar. To request the event link, please send a message to goncha@fen.bilkent.edu.tr<\/p>\n","protected":false},"excerpt":{"rendered":"<p>You are cordially invited to the Analysis Seminar organized by the Department of Mathematics. Speaker: Naci Sald\u0131 (Bilkent) \u201cLearning in Discounted-cost and Average-cost Mean-field Games\u201d Abstract: In this talk, we consider learning approximate Nash equilibria for discrete-time mean-field games with nonlinear stochastic state dynamics subject to both average and discounted [\u2026] <\/p>\n<div class=\"clear\"><\/div>\n<p><a class=\"more_link clearfix\" href=\"https:\/\/w3.bilkent.edu.tr\/en\/math-seminar-learning-in-discounted-cost-and-average-cost-mean-field-games-naci-saldi-600pm-march-3-en\/\" rel=\"nofollow\">Read More<\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[12],"tags":[],"class_list":["post-16845","post","type-post","status-publish","format-standard","hentry","category-oldposts"],"_links":{"self":[{"href":"https:\/\/w3.bilkent.edu.tr\/en\/wp-json\/wp\/v2\/posts\/16845","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/w3.bilkent.edu.tr\/en\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/w3.bilkent.edu.tr\/en\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/w3.bilkent.edu.tr\/en\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/w3.bilkent.edu.tr\/en\/wp-json\/wp\/v2\/comments?post=16845"}],"version-history":[{"count":1,"href":"https:\/\/w3.bilkent.edu.tr\/en\/wp-json\/wp\/v2\/posts\/16845\/revisions"}],"predecessor-version":[{"id":16846,"href":"https:\/\/w3.bilkent.edu.tr\/en\/wp-json\/wp\/v2\/posts\/16845\/revisions\/16846"}],"wp:attachment":[{"href":"https:\/\/w3.bilkent.edu.tr\/en\/wp-json\/wp\/v2\/media?parent=16845"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/w3.bilkent.edu.tr\/en\/wp-json\/wp\/v2\/categories?post=16845"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/w3.bilkent.edu.tr\/en\/wp-json\/wp\/v2\/tags?post=16845"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}