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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…

Probability · Mathematics 2014-08-13 Daniel Lacker

We investigate how asymmetric information affects equilibrium price formation in an economy with many interacting agents. Motivated by a finite-player model with two populations of asymmetrically informed agents, we study its mean-field…

Probability · Mathematics 2026-05-06 Alekos Cecchin , Markus Fischer , Claudio Fontana , Giacomo Lanaro

This paper studies the n-player game and the mean field game under the CRRA relative performance on terminal wealth, in which the interaction occurs by peer competition. In the model with n agents, the price dynamics of underlying risky…

Mathematical Finance · Quantitative Finance 2023-02-10 Lijun Bo , Shihua Wang , Xiang Yu

This paper considers a mean field game model inspired by crowd motion where agents want to leave a given bounded domain through a part of its boundary in minimal time. Each agent is free to move in any direction, but their maximal speed is…

Optimization and Control · Mathematics 2022-02-21 Guilherme Mazanti , Filippo Santambrogio

We study mean field games with scalar It{\^o}-type dynamics and costs that are submodular with respect to a suitable order relation on the state and measure space. The submodularity assumption has a number of interesting consequences.…

Optimization and Control · Mathematics 2019-07-26 Jodi Dianetti , Giorgio Ferrari , Markus Fischer , Max Nendel

Heider balance theory provides a fundamental framework for understanding the formation of friendly and hostile relations in social networks. Existing stochastic formulations typically assume a uniform social temperature, implying that all…

Physics and Society · Physics 2026-05-19 Zhen Li , Yuki Izumida

In an extended mean field game the vector field governing the flow of the population can be different from that of the individual player at some mean field equilibrium. This new class strictly includes the standard mean field games. It is…

Probability · Mathematics 2023-09-19 Chenchen Mou , Jianfeng Zhang

This paper introduces a new factor contributing to the decline in marriage and fertility: the growth of leisure technology. Over recent decades, high-income countries have experienced two notable shifts in household and family dynamics.…

General Economics · Economics 2026-03-17 Kazuharu Yanagimoto

We consider a bipartite mean-field model in which both the interaction constant and the external field take different values only depending on the groups particles belong to. We compute the exact value of the thermodynamic limit of the…

Mathematical Physics · Physics 2015-06-04 Micaela Fedele , Francesco Unguendoli

We study graphs and two-player games in which rewards are assigned to states, and the goal of the players is to satisfy or dissatisfy certain property of the generated outcome, given as a mean payoff property. Since the notion of…

Logic in Computer Science · Computer Science 2016-04-22 Tomáš Brázdil , Vojtěch Forejt , Antonín Kučera , Petr Novotný

We present a fascinating model that has lately caught attention among physicists working in complexity related fields. Though it originated from mathematics and later from economics, the model is very enlightening in many aspects that we…

Physics and Society · Physics 2021-03-23 Enrico Maria Fenoaltea , Izat B. Baybusinov , Jianyang Zhao , Lei Zhou , Yi-Cheng Zhang

We study how risk-sensitive players act in situations where the outcome is influenced not only by the state-action profile but also by the distribution of it. In such interactive decision-making problems, the classical mean-field game…

Optimization and Control · Mathematics 2015-05-26 Hamidou Tembine

Mean-field games (MFG) were introduced to efficiently analyze approximate Nash equilibria in large population settings. In this work, we consider entropy-regularized mean-field games with a finite state-action space in a discrete time…

Computer Science and Game Theory · Computer Science 2022-07-26 Yue Guan , Mi Zhou , Ali Pakniyat , Panagiotis Tsiotras

We study stationary mean field games with singular controls in which the representative player interacts with a long-time weighted average of the population through a discounted and an ergodic performance criterion. This class of games…

Optimization and Control · Mathematics 2025-09-23 Haoyang Cao , Jodi Dianetti , Giorgio Ferrari

The stable marriage problem has a wide variety of practical applications, ranging from matching resident doctors to hospitals, to matching students to schools, or more generally to any two-sided market. We consider a useful variation of the…

Artificial Intelligence · Computer Science 2010-07-06 Mirco Gelain , Maria Silvia Pini , Francesca RossI , Kristen Brent Venable , Toby Walsh

Establishing the existence of Nash equilibria for partially observed stochastic dynamic games is known to be quite challenging, with the difficulties stemming from the noisy nature of the measurements available to individual players…

Systems and Control · Computer Science 2018-06-06 Naci Saldi , Tamer Basar , Maxim Raginsky

The Balanced Stable Marriage problem is a central optimization version of the classic Stable Marriage problem. Here, the output cannot be an arbitrary stable matching, but one that balances between the dissatisfaction of the two parties,…

Data Structures and Algorithms · Computer Science 2017-08-01 Sushmita Gupta , Sanjukta Roy , Saket Saurabh , Meirav Zehavi

We introduce a simple class of mean field games with absorbing boundary over a finite time horizon. In the corresponding $N$-player games, the evolution of players' states is described by a system of weakly interacting It\^o equations with…

Probability · Mathematics 2017-09-28 Luciano Campi , Markus Fischer

The standard solution concept for stochastic games is Markov perfect equilibrium (MPE); however, its computation becomes intractable as the number of players increases. Instead, we consider mean field equilibrium (MFE) that has been…

Theoretical Economics · Economics 2020-06-05 Bar Light , Gabriel Weintraub

Mean field games have traditionally been defined~[1,2] as a model of large scale interaction of players where each player has a private type that is independent across the players. In this paper, we introduce a new model of mean field teams…

Systems and Control · Electrical Eng. & Systems 2022-10-21 Deepanshu Vasal
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