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We introduce a mean field game for a family of filtering problems related to the classic sequential testing of the drift of a Brownian motion. To the best of our knowledge this work presents the first treatment of mean field filtering games…

Optimization and Control · Mathematics 2024-03-28 Steven Campbell , Yuchong Zhang

Mean Field Game systems describe equilibrium configurations in differential games with infinitely many infinitesimal interacting agents. We introduce a learning procedure (similar to the Fictitious Play) for these games and show its…

Optimization and Control · Mathematics 2015-08-03 Pierre Cardaliaguet , Saeed Hadikhanloo

Mean field games allow to describe tractable models of dynamic games with a continuum of players, explicit interaction and heterogeneous states. Thus, these models are of great interest for socio-economic applications. A particular class of…

Optimization and Control · Mathematics 2020-10-20 Berenice Anne Neumann

Financial markets and more generally macro-economic models involve a large number of individuals interacting through variables such as prices resulting from the aggregate behavior of all the agents. Mean field games have been introduced to…

Optimization and Control · Mathematics 2021-07-12 René Carmona , Mathieu Laurière

A generalized model of games is proposed, in which cooperative games and non-cooperative games are special cases. Some games that are neither cooperative nor non-cooperative can be expressed and analyzed. The model is based on relationships…

Computer Science and Game Theory · Computer Science 2016-10-10 Jiawei Li

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…

Optimization and Control · Mathematics 2019-10-31 Martin Frank , Michael Herty , Torsten Trimborn

The theory of Mean Field Game of Controls considers a class of mean field games where the interaction is through the joint distribution of the state and control. It is well known that, for standard mean field games, certain monotonicity…

Probability · Mathematics 2022-08-11 Chenchen Mou , Jianfeng Zhang

We review and refine the concept of a mean-field theory for the study of sandpile models, which are of central importance in the study of self-organized criticality. By considering the simple one-dimensional random walker with an absorbing…

Statistical Mechanics · Physics 2007-05-23 Matthew Stapleton , Kim Christensen

Corruption has been an important issue as it becomes obstacle to achieve the better and more efficient economic governmental system. The paper defines corruption in two ways, as state capture and administrative corruption to grasp the…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Hokky Situngkir

We introduce and study a nonlinear discrete dynamical system describing the evolution of a resource distribution among interacting agents. The model generalizes several classical mean-field and opinion-dynamics frameworks and is defined on…

Dynamical Systems · Mathematics 2026-04-28 Oksana Satur

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…

Optimization and Control · Mathematics 2019-05-28 Nevroz Sen , Peter E. Caines

An interaction system has a finite set of agents that interact pairwise, depending on the current state of the system. Symmetric decomposition of the matrix of interaction coefficients yields the representation of states by self-adjoint…

Quantum Physics · Physics 2017-06-07 Ulrich Faigle , Michel Grabisch

Trust serves as a fundamental pillar of human interactions, playing a crucial role in economic, social, and political relationships. While traditional models of trust primarily focus on the decision making of the first player, this paper…

General Economics · Economics 2025-12-22 Madjid Eshaghi Gordji , Mohamadali Berahman

We introduce and study a mean-field model for a system of spatially distributed players interacting through an evolutionary game driven by a replicator dynamics. Strategies evolve by a replicator dynamics influenced by the position and the…

Optimization and Control · Mathematics 2018-05-11 Luigi Ambrosio , Massimo Fornasier , Marco Morandotti , Giuseppe Savaré

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…

Optimization and Control · Mathematics 2022-12-23 Saeed Sadeghi Arjmand , Guilherme Mazanti

We study the critical behavior of a general contagion model where nodes are either active (e.g. with opinion A, or functioning) or inactive (e.g. with opinion B, or damaged). The transitions between these two states are determined by (i)…

Physics and Society · Physics 2017-02-24 Lucas Böttcher , Jan Nagler , Hans J. Herrmann

In the context of simple finite-state discrete time systems, we introduce a generalization of mean field game solution, called correlated solution, which can be seen as the mean field game analogue of a correlated equilibrium. Our notion of…

Optimization and Control · Mathematics 2021-07-12 Luciano Campi , Markus Fischer

We study an overlapping-generations model of community enforcement where each agent interacts once as young and once as old across two groups. After each match a minimal, directed record assigns a public "stigma" only when a player defects…

Theoretical Economics · Economics 2025-11-12 David Li , Georgy Lukyanov

A statistical theory of the mean field is developed. It is based on the proposition that the mean field can be obtained as an energy average. Moreover, it is assumed that the matrix elements of the residual interaction, obtained after the…

Nuclear Theory · Physics 2009-10-30 R. Caracciolo , A. De Pace , H. Feshbach , A. Molinari

The conflict between individual and collective interests is in the heart of every social dilemmas established by evolutionary game theory. We cannot avoid these conflicts but sometimes we may choose which interaction framework to use as a…

Physics and Society · Physics 2021-06-09 Attila Szolnoki , Xiaojie Chen