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Nash Neural Networks : Inferring Utilities from Optimal Behaviour. (arXiv:2203.13432v1 [cs.LG])
March 28, 2022, 1:11 a.m. | John J. Molina, Simon K. Schnyder, Matthew S. Turner, Ryoichi Yamamoto
cs.LG updates on arXiv.org arxiv.org
We propose Nash Neural Networks ($N^3$) as a new type of Physics Informed
Neural Network that is able to infer the underlying utility from observations
of how rational individuals behave in a differential game with a Nash
equilibrium. We assume that the dynamics for both the population and the
individual are known, but not the payoff function, which specifies the cost per
unit time of being in any particular state. We construct our network in such a
way that the …
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