Related papers: Existence and uniqueness result for mean field gam…
We study the existence of approximate pure Nash equilibria ($\alpha$-PNE) in weighted atomic congestion games with polynomial cost functions of maximum degree $d$. Previously it was known that $d$-approximate equilibria always exist, while…
Algorithmic graph theory has thoroughly analyzed how, given a network describing constraints between various nodes, groups can be formed among these so that the resulting configuration optimizes a \emph{global} metric. In contrast, for…
A general class of mean field games are considered where the governing dynamics are controlled diffusions in $\mathbb{R}^d$. The optimization criterion is the long time average of a running cost function. Under various sets of hypotheses,…
We develop a splitting method to prove the well-posedness, in short time, of solutions for two master equations in mean field game (MFG) theory: the second order master equation, describing MFGs with a common noise, and the system of master…
An iterative finite difference scheme for mean field games (MFGs) is proposed. The target MFGs are derived from control problems for multidimensional systems with advection terms. For such MFGs, linearization using the Cole-Hopf…
In the present work, we study deterministic mean field games (MFGs) with finite time horizon in which the dynamics of a generic agent is controlled by the acceleration. They are described by a system of PDEs coupling a continuity equation…
In this paper, we characterize the asymptotic behavior of a first-order stationary mean-field game (MFG) with a logarithm coupling, a quadratic Hamiltonian, and a periodically oscillating potential. This study falls into the realm of the…
In this manuscript, we establish the global well-posedness for master equations of mean field games of controls, where the interaction is through the joint law of the state and control. Our results are proved under two different conditions:…
In this paper we propose two new monotonicity conditions that could serve as sufficient conditions for uniqueness of Nash equilibria in mean field games. In this study we aim for $unconditional\ uniqueness$ that is independent of the length…
Schmidt's game, and other similar intersection games have played an important role in recent years in applications to number theory, dynamics, and Diophantine approximation theory. These games are real games, that is, games in which the…
Financial markets are often driven by latent factors which traders cannot observe. Here, we address an algorithmic trading problem with collections of heterogeneous agents who aim to perform optimal execution or statistical arbitrage, where…
We propose a model of discrete time dynamic congestion games with atomic players and a single source-destination pair. The latencies of edges are composed by free-flow transit times and possible queuing time due to capacity constraints. We…
In this paper, we consider a class of mean field games in which the optimal strategy of a representative agent depends on the statistical distribution of the states and controls. We prove some existence results for the forward-backward…
Mean field games are studied in the framework of controlled martingale problems, and general existence theorems are proven in which the equilibrium control is Markovian. The framework is flexible enough to include degenerate volatility,…
We investigate the existence and stability of small perturbations of constant states of the generalized Hughes model for pedestrian flow in an infinitely large corridor. We show that constant flows are stable under a condition on the…
The primary objective of this paper is to understand first-order, time-dependent mean-field games with Neumann boundary conditions, a question that remains under-explored in the literature. This matter is particularly relevant given the…
This paper investigates the potential benefits of cooperation in scenarios where finitely many agents compete for shared resources, leading to congestion and thereby reduced rewards. By appropriate coordination the members of the…
Drawing intuition from a (physical) hydraulic system, we present a novel framework, constructively showing the existence of a strong Nash equilibrium in resource selection games (i.e., asymmetric singleton congestion games) with nonatomic…
We study the behavior of solutions to the first-order mean field games system with a local coupling, when the initial density is a compactly supported function on the real line. Our results show that the solution is smooth in regions where…
We formulate the MFG limit for $N$ interacting agents with a common noise as a single quasi-linear deterministic infinite-dimensional partial differential second order backward equation. We prove that any its (regular enough) solution…