作者:Light, Bar; Weintraub, Y. Gabriel
作者单位:Stanford University
摘要:The standard solution concept for stochastic games is Markov perfect equi-librium; however, its computation becomes intractable as the number of players increases. Instead, we consider mean field equilibrium (MFE), which has been popularized in 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...
作者:Afeche, Philipp; Caldentey, Rene; Gupta, Varun
作者单位:University of Toronto; University of Chicago
摘要:We consider a multiclass multiserver queueing system and study the problem of designing an optimal matching topology (or service compatibility structure) between customer classes and servers under a first come first served-assign longest idle server (FCFS-ALIS) service discipline. Specifically, we are interested in finding matching topologies that optimize-in a Pareto efficiency sense-the trade-off between two competing objectives: (i) minimizing customers' waiting time delays and (ii) maximiz...