In this chapter, we will explore the foundational concepts of MFGs and how these concepts intersect with the field of machine learning. Mean-field games provide a powerful framework for modeling and analyzing systems with a large number of interacting agents, making them particularly useful for applications in economics, finance, and various engineering domains. By understanding the principles of MFG, we can better appreciate their potential to enhance machine learning algorithms.

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Mean Field Game and Machine Learning Basis

  • Yuhan Kang,
  • Hao Gao,
  • Zhu Han

摘要

In this chapter, we will explore the foundational concepts of MFGs and how these concepts intersect with the field of machine learning. Mean-field games provide a powerful framework for modeling and analyzing systems with a large number of interacting agents, making them particularly useful for applications in economics, finance, and various engineering domains. By understanding the principles of MFG, we can better appreciate their potential to enhance machine learning algorithms.