Mean field games (MFGs) tractably model behavior in large agent populations. The literature on learning MFG equilibria typically focuses on finding Nash equilibria (NE), which assume perfectly rational agents and are hence implausible in many realistic situations. To overcome these limitations, we incorporate bounded rationality into MFGs by leveraging the well-known concept of quantal response equilibria (QRE). Two novel types of MFG QRE enable the modeling of large agent populations where individuals only noisily estimate the true objective. We also introduce a second source of bounded rationality to MFGs by restricting agents' planning horizon. The resulting novel receding horizon (RH) MFGs are combined with QRE and existing approaches to model different aspects of bounded rationality in MFGs. We formally define MFG QRE and RH MFGs and compare them to existing equilibrium concepts such as entropy-regularized NE. Subsequently, we design generalized fixed point iteration and fictitious play algorithms to learn QRE and RH equilibria. After a theoretical analysis, we give different examples to evaluate the capabilities of our learning algorithms and outline practical differences between the equilibrium concepts.

This stochastic filtering approach is especially appealing for the control of such partially observed dynamical systems. This includes among others, e.g., control problems This work proposes a decision-making framework with noisy sensor measurements, such as grasping for partially observable systems in continuous and navigation in robotics (Kurniawati et al., 2008) or time with discrete state and action cognitive medium access control (Zhao et al., 2005) for spaces. As optimal decision-making becomes communication systems. For finding decision strategies, intractable for large state spaces we employ which use the available observational data to control approximation methods for the filtering and the system at hand, a solid framework can be found the control problem that scale well with an increasing in the area of optimal control (Stengel, 1994).