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Recently a computational model has been proposed of the social integration, as described in sociological terms by Peter Blau. In this model, actors praise or critique each other, and these actions influence their social status and raise…

Physics and Society · Physics 2018-01-17 Krzysztof Kulakowski , Piotr Gronek , Alfio Borzi

This work considers stochastic differential games with a large number of players, whose costs and dynamics interact through the empirical distribution of both their states and their controls. We develop a new framework to prove convergence…

Probability · Mathematics 2022-03-24 Mathieu Laurière , Ludovic Tangpi

A stochastic model for behavioral changes by imitative pair interactions of individuals is developed. `Microscopic' assumptions on the specific form of the imitative processes lead to a stochastic version of the game dynamical equations.…

Statistical Mechanics · Physics 2007-05-23 Dirk Helbing

We present a model that takes into account the coupling between evolutionary game dynamics and social influence. Importantly, social influence and game dynamics take place in different domains, which we model as different layers of a…

Physics and Society · Physics 2017-02-22 Roberta Amato , Albert Díaz-Guilera , Kaj-Kolja Kleineberg

We consider a simple and altruistic multiagent system in which the agents are eager to perform a collective task but where their real engagement depends on the willingness to perform the task of other influential agents. We model this…

Computer Science and Game Theory · Computer Science 2014-03-10 Xavier Molinero , Fabián Riquelme , Maria Serna

A mean-field-type game is a game in which the instantaneous payoffs and/or the state dynamics functions involve not only the state and the action profile but also the joint distributions of state-action pairs. This article presents some…

Optimization and Control · Mathematics 2017-11-30 Boualem Djehiche , Alain Tcheukam , Hamidou Tembine

A mathematical model for behavioral changes by pair interactions (i.e. due to direct contact) of individuals is developed. Three kinds of pair interactions can be distinguished: Imitative processes, avoidance processes, and compromising…

Statistical Mechanics · Physics 2007-05-23 Dirk Helbing

We study the role of imitation within the Minority Game model of market. The players can exchange information locally, which leads to formation of groups which act as if they were single players. Coherent spatial areas of rich and poor…

Statistical Mechanics · Physics 2009-10-31 Frantisek Slanina

The environment has a strong influence on a population's evolutionary dynamics. Driven by both intrinsic and external factors, the environment is subject to continual change in nature. To capture an ever-changing environment, we consider a…

Populations and Evolution · Quantitative Biology 2022-02-18 Qi Su , Alex McAvoy , Long Wang , Martin A. Nowak

Mean-field games arise in various fields including economics, engineering, and machine learning. They study strategic decision making in large populations where the individuals interact via certain mean-field quantities. The ground metrics…

Optimization and Control · Mathematics 2020-07-23 Lisang Ding , Wuchen Li , Stanley Osher , Wotao Yin

The purpose of this work is to pose and solve the problem to guide a collection of weakly interacting dynamical systems (agents, particles, etc.) to a specified terminal distribution. The framework is that of mean-field and of cooperative…

Systems and Control · Computer Science 2017-12-12 Yongxin Chen , Tryphon T. Georgiou , Michele Pavon

Game-theoretical models where the rules of the game and the interaction structure both coevolves with the game dynamics -- multiadaptive games -- capture very flexible situations where cooperation among selfish agents can emerge. In this…

Populations and Evolution · Quantitative Biology 2012-10-10 Sungmin Lee , Petter Holme , Zhi-Xi Wu

This paper considers mean field games in a multi-agent Markov decision process (MDP) framework. Each player has a continuum state and binary action, and benefits from the improvement of the condition of the overall population. Based on an…

Optimization and Control · Mathematics 2021-01-05 Minyi Huang , Yan Ma

We study in this paper three aspects of Mean Field Games. The first one is the case when the dynamics of each player depend on the strategies of the other players. The second one concerns the modeling of '' noise '' in discrete space models…

Analysis of PDEs · Mathematics 2018-08-02 Charles Bertucci , Jean Michel Lasry , Pierre Louis Lions

We investigate an SIR model of epidemic propagation on networks in the context of mean-field games. In a real epidemic, individuals adjust their behavior depending on the epidemic level and the impact it might have on them in the future.…

Physics and Society · Physics 2025-01-27 Louis Bremaud , Olivier Giraud , Denis Ullmo

We study the dynamics of a spin-flip model with a mean field interaction. The system is non reversible, spacially inhomogeneous, and it is designed to model social interactions. We obtain the limiting behavior of the empirical averages in…

Probability · Mathematics 2015-05-14 Francesca Collet , Paolo Dai Pra , Elena Sartori

We investigate the full dynamics of capital allocation and wealth distribution of heterogeneous agents in a frictional economy during booms and busts using tools from mean-field games. Two groups in our models, namely the expert and the…

Mathematical Finance · Quantitative Finance 2025-02-18 Hoang Vu , Tomoyuki Ichiba

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…

Probability · Mathematics 2015-04-09 Rene Carmona , Daniel Lacker

We introduce a mean field model for optimal holding of a representative agent of her peers as a natural expected scaling limit from the corresponding $N-$agent model. The induced mean field dynamics appear naturally in a form which is not…

Optimization and Control · Mathematics 2022-04-05 Mao Fabrice Djete , Nizar Touzi

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