英文标题：
《A Mean Field Competition》
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作者：
Marcel Nutz, Yuchong Zhang
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最新提交年份：
2017
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英文摘要：
We introduce a mean field game with rank-based reward: competing agents optimize their effort to achieve a goal, are ranked according to their completion time, and paid a reward based on their relative rank. First, we propose a tractable Poissonian model in which we can describe the optimal effort for a given reward scheme. Second, we study the principal--agent problem of designing an optimal reward scheme. A surprising, explicit design is found to minimize the time until a given fraction of the population has reached the goal.
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中文摘要：
我们引入了一个基于等级奖励的平均场游戏：竞争代理优化其努力以实现目标，根据完成时间进行排名，并根据其相对等级支付奖励。首先，我们提出了一个易于处理的泊松模型，在该模型中我们可以描述给定奖励方案的最优努力。其次，我们研究了设计最优报酬方案的委托代理问题。研究发现，一种令人惊讶的显式设计可以最大限度地缩短人口达到目标所需的时间。
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分类信息：

一级分类：Mathematics 数学
二级分类：Optimization and Control 优化与控制
分类描述：Operations research, linear programming, control theory, systems theory, optimal control, game theory
运筹学，线性规划，控制论，系统论，最优控制，博弈论
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一级分类：Mathematics 数学
二级分类：Probability 概率
分类描述：Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用：例如中心极限定理，大偏差，随机微分方程，统计力学模型，排队论
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一级分类：Quantitative Finance 数量金融学
二级分类：Economics 经济学
分类描述：q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学，包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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