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The globally convergent convexification numerical method is constructed for a Coefficient Inverse Problem for the Mean Field Games System. A coefficient characterizing the global interaction term is recovered from the single measurement…

Numerical Analysis · Mathematics 2023-10-16 Michael V. Klibanov , Jingzhi Li , Zhipeng Yang

Game theory provides a mathematical framework for analysing strategic situations involving at least two players. Normal-form games model situations where the players simultaneously pick their moves. In this thesis we explore the strategic…

Combinatorics · Mathematics 2019-05-03 Nicholas Ham

We study the short-time existence and uniqueness of solutions to a coupled system of partial differential equations arising in mean field game theory. It has the generic form $$ \left\{ \begin{array}{c} -\partial_t u - \Delta u +…

Analysis of PDEs · Mathematics 2015-03-27 Philip Jameson Graber

In this paper, we consider a mean field game model inspired by crowd motion in which several interacting populations evolving in $\mathbb R^d$ aim at reaching given target sets in minimal time. The movement of each agent is described by a…

Optimization and Control · Mathematics 2022-08-16 Saeed Sadeghi Arjmand , Guilherme Mazanti

Communication games are collaborative information processing tasks involving a number of players with limited communication. Such games are useful tools for studying physical theories. A physical theory exhibits preparation contextuality…

Quantum Physics · Physics 2017-05-15 Armin Tavakoli

We announce misere-play solutions to several previously-unsolved combinatorial games. The solutions are described in terms of misere quotients--commutative monoids that encode the additive structure of specific misere-play games. We also…

Combinatorics · Mathematics 2008-06-30 Thane E. Plambeck , Aaron N. Siegel

In this paper, we introduce a natural learning rule for mean field games with finite state and action space, the so-called myopic adjustment process. The main motivation for these considerations are the complex computations necessary to…

Optimization and Control · Mathematics 2020-09-01 Berenice Anne Neumann

It is well known that the monotonicity condition, either in Lasry-Lions sense or in displacement sense, is crucial for the global well-posedness of mean field game master equations, as well as for the uniqueness of mean field equilibria and…

Probability · Mathematics 2022-11-24 Chenchen Mou , Jianfeng Zhang

Mean Field Game (MFG) models implicitly assume "rational expectations", meaning that the heterogeneous agents being modeled correctly know all relevant transition probabilities for the complex system they inhabit. When there is common…

Analysis of PDEs · Mathematics 2026-02-26 Benjamin Moll , Lenya Ryzhik

We analyze asymptotic convergence properties of Newton's method for a class of evolutive Mean Field Games systems with non-separable Hamiltonian arising in mean field type models with congestion. We prove the well posedness of the Mean…

Optimization and Control · Mathematics 2024-03-20 Fabio Camilli , Qing Tang

This work introduces a new general approach for the numerical analysis of stable equilibria to second order mean field games systems in cases where the uniqueness of solutions may fail. For the sake of simplicity, we focus on a simple…

Analysis of PDEs · Mathematics 2024-10-30 Jules Berry , Olivier Ley , Francisco J Silva

We describe a quantum model of simple choice game (constructed upon entangled state of two qubits), which involves the fundamental problem of transitive - intransitive preferences. We compare attainability of optimal intransitive strategies…

Quantum Physics · Physics 2015-05-27 Marcin Makowski , Edward W. Piotrowski

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

Motivated by the recent construction of a translation-invariant renormalizable non-commutative model for a scalar field (see arXiv:0802.0791 [math-ph]), we introduce models for non-commutative U(1) gauge fields along the same lines. More…

High Energy Physics - Theory · Physics 2008-11-26 Daniel N. Blaschke , Francois Gieres , Erwin Kronberger , Manfred Schweda , Michael Wohlgenannt

In this talk I review some recent developments which shed light on the main connections between structural glasses and mean-field spin glass models with a discontinuous transition. I also discuss the role of quantum fluctuations on the…

Disordered Systems and Neural Networks · Physics 2009-10-28 Felix Ritort

Traditional solvable game theory and mean-field-type game theory (risk-aware games) predominantly focus on quadratic costs due to their analytical tractability. Nevertheless, they often fail to capture critical non-linearities inherent in…

Optimization and Control · Mathematics 2025-05-09 Julian Barreiro-Gomez , Tyrone E. Duncan , Bozenna Pasik-Duncan , Hamidou Tembine

We review here the construction of a translation-invariant scalar model which was proved to be perturbatively renormalizable on Moyal space. Some general considerations on nonlocal renormalizability are given. Finally, we present…

High Energy Physics - Theory · Physics 2010-06-09 Adrian Tanasa

In this paper we construct global in time classical solutions to mean field games master equations in the lack of idiosyncratic noise in the individual agents' dynamics. These include both deterministic models and dynamics driven solely by…

Analysis of PDEs · Mathematics 2024-12-03 Mohit Bansil , Alpár R. Mészáros , Chenchen Mou

We analyze an $N+1$-player game and the corresponding mean field game with state space $\{0,1\}$. The transition rate of $j$-th player is the sum of his control $\alpha^j$ plus a minimum jumping rate $\eta$. Instead of working under…

Probability · Mathematics 2020-03-18 Erhan Bayraktar , Xin Zhang

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…

Optimization and Control · Mathematics 2020-01-09 Berenice Anne Neumann