Related papers: Decentralized Convergence to Nash Equilibria in Co…
In this article, we employ an input-output approach to expand the study of cooperative multi-agent control and optimization problems characterized by mean-field interactions that admit decentralized and selfish solutions. The setting…
Empirically derived continuum models of collective behavior among large populations of dynamic agents are a subject of intense study in several fields, including biology, engineering and finance. We formulate and study a mean-field game…
In this paper we study a mean-field games system with Dirichlet boundary conditions in a closed domain and in a mean-field of control setting, that is in which the dynamics of each agent is affected not only by the average position of the…
We study a class of dynamic decision problems of mean field type with time inconsistent cost functionals, and derive a stochastic maximum principle to characterize subgame perfect Nash equilibrium points. Subsequently, this approach is…
Mean field games are concerned with the limit of large-population stochastic differential games where the agents interact through their empirical distribution. In the classical setting, the number of players is large but fixed throughout…
Mean field game theory studies the behavior of a large number of interacting individuals in a game theoretic setting and has received a lot of attention in the past decade (Lasry and Lions, Japanese journal of mathematics, 2007). In this…
Designing scalable and safe control strategies for large populations of connected and automated vehicles (CAVs) requires accounting for strategic interactions among heterogeneous agents under decentralized information. While dynamic games…
Subject to reasonable conditions, in large population stochastic dynamics games, where the agents are coupled by the system's mean field (i.e. the state distribution of the generic agent) through their nonlinear dynamics and their nonlinear…
Mean field games are studied by means of the weak formulation of stochastic optimal control. This approach allows the mean field interactions to enter through both state and control processes and take a form which is general enough to…
In this paper, we investigate a class of mean field games where the mean field interactions are achieved through the joint (conditional) distribution of the controlled state and the control process. The strategies are of $open\;loop$ type,…
We study a mean field optimal control problem with general non-Markovian dynamics, including both common noise and jumps. We show that its minimizers are Nash equilibria of an associated mean field game of controls. These types of games are…
We address the problem to control a population of noncooperative heterogeneous agents, each with convex cost function depending on the average population state, and all sharing a convex constraint, towards an aggregative equilibrium. We…
This paper studies a large population dynamic game involving nonlinear stochastic dynamical systems with agents of the following mixed types: (i) a major agent, and (ii) a population of $N$ minor agents where $N$ is very large. The major…
In stochastic dynamic games, when the number of players is sufficiently large and the interactions between agents depend on empirical state distribution, one way to approximate the original game is to introduce infinite-population limit of…
We consider the framework of aggregative games, in which the cost function of each agent depends on his own strategy and on the average population strategy. As first contribution, we investigate the relations between the concepts of Nash…
We introduce a general representation of large-population games in which each player s influence ON the others IS centralized AND limited, but may otherwise be arbitrary.This representation significantly generalizes the class known AS…
In this article we consider a special class of Nash equilibrium problems that cannot be reduced to a single player control problem. Problems of this type can be solved by a semi-smooth Newton method. Applying results from the established…
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…
In this paper we establish quantitative convergence results for both open and closed-loop Nash equilibria of N-player stochastic differential games in the setting of Mean Field Games of Controls (MFGC), a class of models where interactions…
In this paper, we consider a mean field game (MFG) with a major and $N$ minor agents. We first consider the limiting problem and allow the coefficients to vary with the conditional distribution in a nonlinear way. We use the stochastic…