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Related papers: A model problem for Mean Field Games on networks

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Most networks are not static objects, but instead they change over time. This observation has sparked rigorous research on temporal graphs within the last years. In temporal graphs, we have a fixed set of nodes and the connections between…

Computer Science and Game Theory · Computer Science 2023-05-23 Davide Bilò , Sarel Cohen , Tobias Friedrich , Hans Gawendowicz , Nicolas Klodt , Pascal Lenzner , George Skretas

We consider a finite number of $N$ statistically equal agents, each moving on a finite set of states according to a continuous-time Markov Decision Process (MDP). Transition intensities of the agents and generated rewards depend not only on…

Probability · Mathematics 2025-09-23 Nicole Bäuerle , Sebastian Höfer

This paper studies the connections between mean-field games and the social welfare optimization problems. We consider a mean field game in functional spaces with a large population of agents, each of which seeks to minimize an individual…

Optimization and Control · Mathematics 2016-09-27 Sen Li , Wei Zhang , Lin Zhao

We consider N-player and mean field games in continuous time over a finite horizon, where the position of each agent belongs to {-1,1}. If there is uniqueness of mean field game solutions, e.g. under monotonicity assumptions, then the…

Optimization and Control · Mathematics 2019-02-06 Alekos Cecchin , Paolo Dai Pra , Markus Fischer , Guglielmo Pelino

Mean field theory provides an effective way of scaling multiagent reinforcement learning algorithms to environments with many agents that can be abstracted by a virtual mean agent. In this paper, we extend mean field multiagent algorithms…

Multiagent Systems · Computer Science 2022-06-22 Sriram Ganapathi Subramanian , Pascal Poupart , Matthew E. Taylor , Nidhi Hegde

In this paper, we consider mean-field games where the interaction of each player with the mean-field takes into account not only the states of the players but also their collective behavior, To do so, we develop a random variable framework…

Analysis of PDEs · Mathematics 2015-06-23 Diogo A. Gomes , Vardan K. Voskanyan

A simple model of corruption that takes into account the effect of the interaction of a large number of agents by both rational decision making and myopic behavior is developed. Its stationary version turns out to be a rare example of an…

Optimization and Control · Mathematics 2022-05-03 Vassili N. Kolokoltsov , Oleg A. Malafeyev

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…

Analysis of PDEs · Mathematics 2024-10-24 Diogo A. Gomes , Michele Ricciardi

This paper studies the connection between a class of mean-field games and a social welfare optimization problem. We consider a mean-field game in function spaces with a large population of agents, and each agent seeks to minimize an…

Optimization and Control · Mathematics 2018-02-15 Sen Li , Wei Zhang , Lin Zhao

Evolutionary game theory is a mathematical toolkit to analyse the interactions that an individual agent has in a population and how the composition of strategies in this population evolves over time. While it can provide neat solutions to…

Computer Science and Game Theory · Computer Science 2021-09-07 Jacobus Smit , Ed Plumb

In this paper we study a class of matrix-valued linear-quadratic mean-field-type games for both the risk-neutral, risk-sensitive and robust cases. Non-cooperation, full cooperation and adversarial between teams are treated. We provide a…

Optimization and Control · Mathematics 2019-06-06 Julian Barreiro-Gomez , Tyrone E. Duncan , Hamidou Tembine

Network games provide a natural machinery to compactly represent strategic interactions among agents whose payoffs exhibit sparsity in their dependence on the actions of others. Besides encoding interaction sparsity, however, real networks…

Computational Engineering, Finance, and Science · Computer Science 2021-01-22 Kun Jin , Yevgeniy Vorobeychik , Mingyan Liu

Network games are widely used as a model for selfish resource-allocation problems. In the classical model, each player selects a path connecting her source and target vertices. The cost of traversing an edge depends on the {\em load};…

Computer Science and Game Theory · Computer Science 2018-08-16 Guy Avni , Shibashis Guha , Orna Kupferman

We show how to combine Bayes nets and game theory to predict the behavior of hybrid systems involving both humans and automated components. We call this novel framework "Semi Network-Form Games," and illustrate it by predicting aircraft…

Computer Science and Game Theory · Computer Science 2015-03-19 Ritchie Lee , David H. Wolpert

In this work, we systematically investigate mean field games and mean field type control problems with multiple populations using a coupled system of forward-backward stochastic differential equations of McKean-Vlasov type stemming from…

Probability · Mathematics 2020-11-03 Masaaki Fujii

In this paper, we study proximal type dynamics in the context of noncooperative multi-agent network games. These dynamics arise in different applications, since they describe distributed decision making in multi-agent networks, e.g., in…

Optimization and Control · Mathematics 2019-09-26 Carlo Cenedese , Giuseppe Belgioioso , Yu Kawano , Sergio Grammatico , Ming Cao

We discuss a class of explicitly solvable mean field type control problems/mean field games with a clear economic interpretation. More precisely, we consider long term average impulse control problems with underlying general one-dimensional…

Optimization and Control · Mathematics 2021-04-28 Sören Christensen , Berenice Anne Neumann , Tobias Sohr

We study first order evolutive Mean Field Games whose operators are non-coercive. This situation occurs, for instance, when some directions are `forbidden' to the generic player at some points. Under some regularity assumptions, we…

Analysis of PDEs · Mathematics 2019-03-14 Paola Mannucci , Claudio Marchi , Carlo Mariconda , Nicoletta Tchou

We broaden the basis of non-cooperative game theory by considering miscoordination on a solution concept. For any solution concept, we extend the solution set of a strategic-form game to a transition set. This set contains profiles where…

Computer Science and Game Theory · Computer Science 2023-12-05 Gleb Polevoy

An average-time game is played on the infinite graph of configurations of a finite timed automaton. The two players, Min and Max, construct an infinite run of the automaton by taking turns to perform a timed transition. Player Min wants to…

Computer Science and Game Theory · Computer Science 2020-01-16 Marcin Jurdzinski , Ashutosh Trivedi
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