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In this paper, we consider a first-order deterministic mean field game model inspired by crowd motion in which agents moving in a given domain aim to reach a given target set in minimal time. To model interaction between agents, we assume…

Optimization and Control · Mathematics 2022-02-21 Saeed Sadeghi Arjmand , Guilherme Mazanti

We study an $N$-player and a mean field exponential utility game. Each player manages two stocks; one is driven by an individual shock and the other is driven by a common shock. Moreover, each player is concerned not only with her own…

Optimization and Control · Mathematics 2020-07-17 Guanxing Fu , Xizhi Su , Chao Zhou

In this paper, we study a class of discrete-time mean-field games under the infinite-horizon risk-sensitive discounted-cost optimality criterion. Risk-sensitivity is introduced for each agent (player) via an exponential utility function. In…

Optimization and Control · Mathematics 2018-10-08 Naci Saldi , Tamer Basar , Maxim Raginsky

We consider the dynamics, existence and stability of the equilibrium states for large populations of individuals who can play various types of non--cooperative games. The players imitate the most attractive strategies, and the choice is…

Adaptation and Self-Organizing Systems · Physics 2012-04-02 Tadeusz Platkowski , Jan Zakrzewski

Competitive balance model has been proposed as an extension to the balance model to address the conflict of interests in signed networks arXiv:2001.04664 . In this model two different paradigms compete with each other due to the competitive…

Physics and Society · Physics 2021-10-26 R. Masoumi , F. Oloomi , A. Kargaran , A. Hosseiny , G. R. Jafari

Coordinating communication and control is a key component in the stability and performance of networked multi-agent systems. While single user networked control systems have gained a lot of attention within this domain, in this work, we…

Optimization and Control · Mathematics 2025-06-25 Shubham Aggarwal , Muhammad Aneeq uz Zaman , Melih Bastopcu , Tamer Başar

We introduce a new type of Mean Field Game epidemiological models, in which subpopulations have different behavioral patterns: some are viewed as "highly rational" (choosing Nash-equilibrium long-term strategies) while others follow…

Populations and Evolution · Quantitative Biology 2025-12-24 Finnegan Buckley , Alexander Vladimirsky

Recently, the paper [12] introduces a derivative-free consensus-based particle method that finds the Nash equilibrium of non-convex multiplayer games, where it proves the global exponential convergence in the sense of mean-field law. This…

Optimization and Control · Mathematics 2025-05-21 Hui Huang , Jethro Warnett

The goal of this paper is to study a Mean Field Game (MFG) system stemming from the harvesting of resources. Modelling the latter through a reaction-diffusion equation and the harvesters as competing rational agents, we are led to a…

Analysis of PDEs · Mathematics 2024-06-11 Ziad Kobeissi , Idriss Mazari-Fouquer , Domènec Ruiz-Balet

We propose and analyze a framework for mean-field Markov games under model uncertainty. In this framework, a state-measure flow describing the collective behavior of a population affects the given reward function as well as the unknown…

Optimization and Control · Mathematics 2024-10-16 Johannes Langner , Ariel Neufeld , Kyunghyun Park

The designs of many large-scale systems today, from traffic routing environments to smart grids, rely on game-theoretic equilibrium concepts. However, as the size of an $N$-player game typically grows exponentially with $N$, standard game…

Computer Science and Game Theory · Computer Science 2022-08-23 Paul Muller , Romuald Elie , Mark Rowland , Mathieu Lauriere , Julien Perolat , Sarah Perrin , Matthieu Geist , Georgios Piliouras , Olivier Pietquin , Karl Tuyls

This work extends the theory presented in Mean Field Games with a Dominating Player by Bensoussan, Chau and Yam on mean field games with a dominating player, to the case in which the utility and cost functions depend not only on the law of…

Optimization and Control · Mathematics 2026-03-18 Agustín Muñoz González

Mean-field games with absorption is a class of games, that have been introduced in Campi and Fischer (2018) and that can be viewed as natural limits of symmetric stochastic differential games with a large number of players who, interacting…

Probability · Mathematics 2021-11-05 Luciano Campi , Maddalena Ghio , Giulia Livieri

We consider a model of cultural evolution for a strategy selection in a population of individuals who interact in a game theoretic framework. The evolution combines individual learning of the environment (population strategy profile),…

Populations and Evolution · Quantitative Biology 2020-06-03 Misha Perepelitsa

Mean field games (MFG) and mean field control (MFC) problems have been introduced to study large populations of strategic players. They correspond respectively to non-cooperative or cooperative scenarios, where the aim is to find the Nash…

Computer Science and Game Theory · Computer Science 2023-12-19 Rene Carmona , Gokce Dayanikli , Francois Delarue , Mathieu Lauriere

In this note, we prove the existence of an equilibrium concept, dubbed conditional strategy equilibrium, for non-cooperative games in which a strategy of a player is a function from the other players' actions to her own actions. We study…

Theoretical Economics · Economics 2022-05-09 Lorenzo Bastianello , Mehmet S. Ismail

We formulate a mean field game where each player stops a privately observed Brownian motion with absorption. Players are ranked according to their level of stopping and rewarded as a function of their relative rank. There is a unique mean…

Optimization and Control · Mathematics 2021-03-09 Marcel Nutz , Yuchong Zhang

We propose a numerical method for stationary Mean Field Games defined on a network. In this framework a correct approximation of the transition conditions at the vertices plays a crucial role. We prove existence, uniqueness and convergence…

Numerical Analysis · Mathematics 2015-11-23 Simone Cacace , Fabio Camilli , Claudio Marchi

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…

Analysis of PDEs · Mathematics 2019-11-22 Sergey I. Nikulin , Olga S. Rozanova

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…

Probability · Mathematics 2018-02-01 Alekos Cecchin , Markus Fischer