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摘要翻译：
随机对策的标准解概念是马尔可夫完美均衡(MPE)；然而，随着玩家数量的增加，其计算变得困难。取而代之的是，我们考虑最近文献中流行的平均场平衡(MFE)。MFE在有大量玩家的模型中利用了平均效应。我们有三个主要贡献。首先，我们的主要结果提供了保证MFE唯一性的条件。我们相信这个唯一性结果是我们所研究的模型类中的第一个。其次，我们推广了前人的MFE存在性结果。第三，我们提供了一般的比较静力学结果。我们将我们的结果应用于动态寡头垄断模型和以前经济学和运筹学中常用的异质主体宏观经济模型。
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英文标题：
《Mean Field Equilibrium: Uniqueness, Existence, and Comparative Statics》
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作者：
Bar Light and Gabriel Weintraub
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最新提交年份：
2020
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分类信息：
一级分类：Economics 经济学
二级分类：Theoretical Economics 理论经济学
分类描述：Includes theoretical contributions to Contract Theory, Decision Theory, Game Theory, General Equilibrium, Growth, Learning and Evolution, Macroeconomics, Market and Mechanism Design, and Social Choice.
包括对契约理论、决策理论、博弈论、一般均衡、增长、学习与进化、宏观经济学、市场与机制设计、社会选择的理论贡献。
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一级分类：Computer Science 计算机科学
二级分类：Multiagent Systems 多智能体系统
分类描述：Covers multiagent systems, distributed artificial intelligence, intelligent agents, coordinated interactions. and practical applications. Roughly covers ACM Subject Class I.2.11.
涵盖多Agent系统、分布式人工智能、智能Agent、协调交互。和实际应用。大致涵盖ACM科目I.2.11类。
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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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英文摘要：
The standard solution concept for stochastic games is Markov perfect equilibrium (MPE); however, its computation becomes intractable as the number of players increases. Instead, we consider mean field equilibrium (MFE) that has been popularized in the recent literature. MFE takes advantage of averaging effects in models with a large number of players. We make three main contributions. First, our main result provides conditions that ensure the uniqueness of an MFE. We believe this uniqueness result is the first of its nature in the class of models we study. Second, we generalize previous MFE existence results. Third, we provide general comparative statics results. We apply our results to dynamic oligopoly models and to heterogeneous agent macroeconomic models commonly used in previous work in economics and operations.
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PDF链接：
https://arxiv.org/pdf/1903.02273
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