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Related papers: Meanfield games and model predictive control

200 papers

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

We consider mean field games with discrete state spaces (called discrete mean field games in the following) and we analyze these games in continuous and discrete time, over finite as well as infinite time horizons. We prove the existence of…

Optimization and Control · Mathematics 2019-09-04 Josu Doncel , Nicolas Gast , Bruno Gaujal

This paper is concerned with developing mean-field game models for the evolution of epidemics. Specifically, an agent's decision -- to be socially active in the midst of an epidemic -- is modeled as a mean-field game with health-related…

Optimization and Control · Mathematics 2021-11-23 S. Yagiz Olmez , Shubham Aggarwal , Jin Won Kim , Erik Miehling , Tamer Başar , Matthew West , Prashant G. Mehta

We consider a deterministic mean field games problem in which a typical agent solves an optimal control problem where the dynamics is affine with respect to the control and the cost functional has a growth which is polynomial with respect…

Optimization and Control · Mathematics 2023-05-03 Justina Gianatti , Francisco J. Silva , Ahmad Zorkot

A mean-field selective optimal control problem of multipopulation dynamics via transient leadership is considered. The agents in the system are described by their spatial position and their probability of belonging to a certain population.…

Optimization and Control · Mathematics 2021-06-15 Giacomo Albi , Stefano Almi , Marco Morandotti , Francesco Solombrino

When controlling multi-agent systems, the trade-off between performance and scalability is a major challenge. Here, we address this difficulty by using mean field games (MFGs), which is a framework that deduces the macroscopic dynamics…

Optimization and Control · Mathematics 2021-08-06 Daisuke Inoue , Yuji Ito , Takahito Kashiwabara , Norikazu Saito , Hiroaki Yoshida

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

We consider network aggregative games to model and study multi-agent populations in which each rational agent is influenced by the aggregate behavior of its neighbors, as specified by an underlying network. Specifically, we examine systems…

Systems and Control · Computer Science 2015-06-26 Francesca Parise , Sergio Grammatico , Basilio Gentile , John Lygeros

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

The recently developed mean-field game models of corruption and bot-net defence in cyber-security, the evolutionary game approach to inspection and corruption, and the pressure-resistance game element, can be combined under an extended…

Optimization and Control · Mathematics 2022-05-03 Stamatios Katsikas , Vassili Kolokoltsov

Mean field games (MFGs) provide a mathematically tractable framework for modelling large-scale multi-agent systems by leveraging mean field theory to simplify interactions among agents. It enables applying inverse reinforcement learning…

Machine Learning · Computer Science 2025-12-02 Yang Chen , Libo Zhang , Jiamou Liu , Michael Witbrock

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

We establish a connection between federated learning, a concept from machine learning, and mean-field games, a concept from game theory and control theory. In this analogy, the local federated learners are considered as the players and the…

Machine Learning · Statistics 2021-07-09 Arash Mehrjou

This paper discusses the control of coherent structures in turbulent flows, which has broad applications among complex systems in science and technology. Mean field games have been proved a powerful tool and are proposed here to control the…

Optimization and Control · Mathematics 2024-01-22 Yuan Gao , Di Qi

We consider a class of $N$-player games and mean-field games of singular controls with ergodic performance criterion, providing a benchmark case for irreversible investment games featuring mean-field interaction and strategic…

Optimization and Control · Mathematics 2025-04-30 Federico Cannerozzi , Giorgio Ferrari

This work uses game theory as a mathematical framework to address interaction modeling in multi-agent motion forecasting and control. Despite its interpretability, applying game theory to real-world robotics, like automated driving, faces…

Machine Learning · Computer Science 2023-12-05 Christopher Diehl , Tobias Klosek , Martin Krüger , Nils Murzyn , Timo Osterburg , Torsten Bertram

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…

Optimization and Control · Mathematics 2019-12-30 Julien Claisse , Zhenjie Ren , Xiaolu Tan

A mean-field game (MFG) seeks the Nash Equilibrium of a game involving a continuum of players, where the Nash Equilibrium corresponds to a fixed point of the best-response mapping. However, simple fixed-point iterations do not always…

Optimization and Control · Mathematics 2025-07-15 Jiajia Yu , Xiuyuan Cheng , Jian-Guo Liu , Hongkai Zhao

Mean field type models describing the limiting behavior, as the number of players tends to $+\infty$, of stochastic differential game problems, have been recently introduced by J-M. Lasry and P-L. Lions. Numerical methods for the…

Numerical Analysis · Mathematics 2012-07-13 Yves Achdou , Fabio Camilli , Italo Capuzzo Dolcetta

We consider deterministic mean field games where the dynamics of a typical agent is non-linear with respect to the state variable and affine with respect to the control variable. Particular instances of the problem considered here are mean…

Optimization and Control · Mathematics 2022-12-21 Justina Gianatti , Francisco J. Silva