Related papers: Meanfield games and model predictive control
In this paper we develop a novel approach to the convergence of Best-Response Dynamics for the family of interference games. Interference games represent the fundamental resource allocation conflict between users of the radio spectrum. In…
This paper goes beyond the optimal trading Mean Field Game model introduced by Pierre Cardaliaguet and Charles-Albert Lehalle in [Cardaliaguet, P. and Lehalle, C.-A., Mean field game of controls and an application to trade crowding,…
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…
Deriving competitive, distributed solutions to multi-agent problems is crucial for many developing application domains; Game theory has emerged as a useful framework to design such algorithms. However, much of the attention within this…
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…
We present a linear--quadratic Stackelberg game with a large number of followers and we also derive the mean field limit of infinitely many followers. The relation between optimization and mean-field limit is studied and conditions for…
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…
We are interested in the study of stochastic games for which each player faces an optimal stopping problem. In our setting, the players may interact through the criterion to optimise as well as through their dynamics. After briefly…
We present a method enabling a large number of agents to learn how to flock, which is a natural behavior observed in large populations of animals. This problem has drawn a lot of interest but requires many structural assumptions and is…
Large-scale competitive platforms are interacting multi-agent systems in which latent skills drift over time and pairwise interactions are shaped by matchmaking. We study a controlled rating dynamics in the mean-field limit and derive a…
In this paper, a novel decentralized intelligent adaptive optimal strategy has been developed to solve the pursuit-evasion game for massive Multi-Agent Systems (MAS) under uncertain environment. Existing strategies for pursuit-evasion games…
Deciding bank interest rates has been a long-standing challenge in finance. It is crucial to ensure that the selected rates balance market share and profitability. However, traditional approaches typically focus on the interest rate changes…
In this paper we consider symmetric games where a large number of players can be in any one of d states. We derive a limiting mean field model and characterize its main properties. This mean field limit is a system of coupled ordinary…
In this paper we consider a mean field approach to modeling the agents flow over a transportation network. In particular, beside a standard framework of mean field games, with controlled dynamics by the agents and costs mass-distribution…
This paper revisits well-studied dynamic decisions of weakly coupled large-population (LP) systems. Specifically, three types of LP decision problems: mean-field game (MG), mean-field team (MT), and mean-field-type control (MC), are…
We investigate how the framework of mean-field games may be used to investigate strategic interactions in large heterogeneous populations. We consider strategic interactions in a population of players which may be partitioned into…
This paper uses category theory to develop an entirely new approach to approximate game theory. Game theory is the study of how different agents within a multi-agent system take decisions. At its core, game theory asks what an optimal…
Mean field games are studied in the framework of controlled martingale problems, and general existence theorems are proven in which the equilibrium control is Markovian. The framework is flexible enough to include degenerate volatility,…
In this paper, we consider a mean field game model inspired by crowd motion where agents aim to reach a closed set, called target set, in minimal time. Congestion phenomena are modeled through a constraint on the velocity of an agent that…
The planning problem for the mean field game implies the one tries to transfer the system of infinitely many identical rational agents from the given distribution to the final one using the choice of the terminal payoff. It can be…