Related papers: Large-scale games in large-scale systems
The paper is concerned with the deterministic limit of mean field games with the nonlocal coupling. It is assumed that the dynamics of mean field games are given by nonlinear Markov processes. This type of games includes stochastic mean…
The mean field limit of large-population symmetric stochastic differential games is derived in a general setting, with and without common noise, on a finite time horizon. Minimal assumptions are imposed on equilibrium strategies, which may…
We use a simple N-player stochastic game with idiosyncratic and common noises to introduce the concept of Master Equation originally proposed by Lions in his lectures at the Coll\`ege de France. Controlling the limit N tends to the infinity…
This paper studies a linear-quadratic mean-field game of stochastic large-population system, where the large-population system satisfies a class of $N$ weakly coupled linear backward stochastic differential equation. Different from the…
Evolutionary game theory is a framework to formalize the evolution of collectives ("populations") of competing agents that are playing a game and, after every round, update their strategies to maximize individual payoffs. There are two…
We present examples of equations arising in the theory of mean field games that can be reduced to a system in smaller dimensions. Such examples come up in certain applications, and they can be used as modeling tools to numerically…
We study the mean field games equations, consisting of the coupled Kolmogorov-Fokker-Planck and Hamilton-Jacobi-Bellman equations. The equations are complemented by initial and terminal conditions. It is shown that with some specific choice…
We study mean field games and corresponding $N$-player games in continuous time over a finite time horizon where the position of each agent belongs to a finite state space. As opposed to previous works on finite state mean field games, we…
We introduce Mean Field Markov games with $N$ players, in which each individual in a large population interacts with other randomly selected players. The states and actions of each player in an interaction together determine the…
Mean field games formalize dynamic games with a continuum of players and explicit interaction where the players can have heterogeneous states. As they additionally yield approximate equilibria of corresponding $N$-player games, they are of…
Stochastic two-player games model systems with an environment that is both adversarial and stochastic. The adversarial part of the environment is modeled by a player (Player 2) who tries to prevent the system (Player 1) from achieving its…
This thesis is going to give a gentle introduction to Mean Field Games. It aims to produce a coherent text beginning for simple notions of deterministic control theory progressively to current Mean Field Games theory. The framework…
Games on graphs provide a natural model for reactive non-terminating systems. In such games, the interaction of two players on an arena results in an infinite path that describes a run of the system. Different settings are used to model…
Mean field games models describing the limit of a large class of stochastic differential games, as the number of players goes to $+\infty$, have been introduced by J.-M. Lasry and P.-L. Lions. We use a change of variables to transform the…
We consider deterministic mean field games where the dynamics of a typical agent is non-linear with respect to the state variable and affine with respect to the control variable. Particular instances of the problem considered here are mean…
Mean field type models describing the limiting behavior, as the number of players tends to $+\infty$, of stochastic differential game problems, have been recently introduced by J-M. Lasry and P-L. Lions. Numerical methods for the…
We develop a probabilistic approach to continuous-time finite state mean field games. Based on an alternative description of continuous-time Markov chain by means of semimartingale and the weak formulation of stochastic optimal control, our…
We study the existence of classical solutions to a broad class of local, first order, forward-backward Extended Mean Field Games systems, that includes standard Mean Field Games, Mean Field Games with congestion, and mean field type control…
Mean field type models describing the limiting behavior of stochastic differential games as the number of players tends to +$\infty$, have been recently introduced by J-M. Lasry and P-L. Lions. Under suitable assumptions, they lead to a…
This paper considers mean field games in a multi-agent Markov decision process (MDP) framework. Each player has a continuum state and binary action, and benefits from the improvement of the condition of the overall population. Based on an…