English
Related papers

Related papers: Inspection games in a mean field setting

200 papers

Conventional Mean-field games/control study the behavior of a large number of rational agents moving in the Euclidean spaces. In this work, we explore the mean-field games on Riemannian manifolds. We formulate the mean-field game Nash…

Optimization and Control · Mathematics 2023-04-26 Jiajia Yu , Rongjie Lai , Wuchen Li , Stanley Osher

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

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…

Optimization and Control · Mathematics 2015-09-23 Diogo A. Gomes , Joana Mohr , Rafael R. Souza

In this article, we consider mean field games between a dominating player and a group of representative agents, each of which acts similarly and also interacts with each other through a mean field term being substantially influenced by the…

Optimization and Control · Mathematics 2014-07-28 Alain Bensoussan , Michael Chau , Phillip Yam

The theory of mean field games is a tool to understand noncooperative dynamic stochastic games with a large number of players. Much of the theory has evolved under conditions ensuring uniqueness of the mean field game Nash equilibrium.…

Optimization and Control · Mathematics 2019-03-19 Bruce Hajek , Michael Livesay

In this paper we study mean field games with possibly multiple mean field equilibria. Instead of focusing on the individual equilibria, we propose to study the set of values over all possible equilibria, which we call the set value of the…

Optimization and Control · Mathematics 2024-03-19 Melih Iseri , Jianfeng Zhang

We consider a sequential inspection game where an inspector uses a limited number of inspections over a larger number of time periods to detect a violation (an illegal act) of an inspectee. Compared with earlier models, we allow varying…

Computer Science and Game Theory · Computer Science 2016-08-24 Bernhard von Stengel

We consider a symmetric $n$-player nonzero-sum stochastic differential game with controlled jumps and mean-field type interaction among the players. Each player minimizes some expected cost by affecting the drift as well as the jump part of…

Probability · Mathematics 2018-05-14 Chiara Benazzoli , Luciano Campi , Luca Di Persio

Mean field games and controls involve guiding the behavior of large populations of interacting agents, where each individual's influence on the group is negligible but collectively impacts overall dynamics. Hybrid systems integrate…

Optimization and Control · Mathematics 2024-12-17 Tejaswi K. C. , Taeyoung Lee

In this paper, we investigate the robustness of stationary mean-field equilibria in the presence of model uncertainties, specifically focusing on infinite-horizon discounted cost functions. To achieve this, we initially establish…

Systems and Control · Electrical Eng. & Systems 2026-04-10 Uğur Aydın , Naci Saldi

Mean-field games with absorption is a class of games, that have been introduced in Campi and Fischer (2018) and that can be viewed as natural limits of symmetric stochastic differential games with a large number of players who, interacting…

Probability · Mathematics 2021-11-05 Luciano Campi , Maddalena Ghio , Giulia Livieri

We consider the basic problem of approximating Nash equilibria in noncooperative games. For monotone games, we design continuous time flows which converge in an averaged sense to Nash equilibria. We also study mean field equilibria, which…

Functional Analysis · Mathematics 2022-03-25 Ryan Hynd

We show the existence of "mild solutions" for a first-order mean field game of controls under the state constraint that trajectories be confined in a closed and bounded set in euclidean space. This extends the results of Cannarsa and…

Optimization and Control · Mathematics 2023-01-24 Jameson Graber , Sergio Mayorga

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…

Optimization and Control · Mathematics 2025-02-19 Rama Cont , Anran Hu

In this article, we study a simplified version of a density-dependent first-order mean field game, in which the players face a penalization equal to the population density at their final position. We consider the problem of finding an…

Optimization and Control · Mathematics 2026-02-04 P. Jameson Graber , Brady Zimmerman

In this paper, we study games with continuous action spaces and non-linear payoff functions. Our key insight is that Lipschitz continuity of the payoff function allows us to provide algorithms for finding approximate equilibria in these…

Computer Science and Game Theory · Computer Science 2016-03-31 Argyrios Deligkas , John Fearnley , Paul Spirakis

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

In this paper, we introduce a natural learning rule for mean field games with finite state and action space, the so-called myopic adjustment process. The main motivation for these considerations are the complex computations necessary to…

Optimization and Control · Mathematics 2020-09-01 Berenice Anne Neumann

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 are games with a continuum of players that incorporate the time-dimension through a control-theoretic approach. Recently, simpler approaches relying on the Best Reply Strategy have been proposed. They assume that the agents…

Optimization and Control · Mathematics 2014-12-24 Pierre Degond , Michael Herty , Jian-Guo Liu