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Related papers: Inspection games in a mean field setting

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We study an $N$-player and a mean field exponential utility game. Each player manages two stocks; one is driven by an individual shock and the other is driven by a common shock. Moreover, each player is concerned not only with her own…

Optimization and Control · Mathematics 2020-07-17 Guanxing Fu , Xizhi Su , Chao Zhou

Here, we prove the existence of solutions to first-order mean-field games (MFGs) arising in optimal switching. First, we use the penalization method to construct approximate solutions. Then, we prove uniform estimates for the penalized…

Analysis of PDEs · Mathematics 2016-10-04 Diogo A. Gomes , Stefania Patrizi

In this paper, we present a method for finding approximate Nash equilibria in a broad class of reachability games. These games are often used to formulate both collision avoidance and goal satisfaction. Our method is computationally…

Systems and Control · Electrical Eng. & Systems 2021-03-23 David Fridovich-Keil , Claire J. Tomlin

This paper studies a discrete-time major-minor mean field game of stopping where the major player can choose either an optimal control or stopping time. We look for the relaxed equilibrium as a randomized stopping policy, which is…

Optimization and Control · Mathematics 2025-10-13 Xiang Yu , Jiacheng Zhang , Keyu Zhang , Zhou Zhou

We propose a new mean-field game model with two states to study synchronization phenomena, and we provide a comprehensive characterization of stationary and dynamic equilibria along with their stability properties. The game undergoes a…

Optimization and Control · Mathematics 2024-08-21 Felix Höfer , H. Mete Soner

In this paper, we provide an effective characterization of all the subgame-perfect equilibria in infinite duration games played on finite graphs with mean-payoff objectives. To this end, we introduce the notion of requirement, and the…

Computer Science and Game Theory · Computer Science 2022-04-22 Léonard Brice , Jean-François Raskin , Marie Van Den Bogaard

We consider a game for a continuum of non-identical players evolving on a finite state space. Their heterogeneous interactions are represented by a graphon, which can be viewed as the limit of a dense random graph. The player's transition…

Optimization and Control · Mathematics 2021-06-16 Alexander Aurell , Rene Carmona , Gokce Dayanikli , Mathieu Lauriere

The goal of the paper is to develop the theory of finite state mean field games with major and minor players when the state space of the game is finite. We introduce the finite player games and derive a mean field game formulation in the…

Probability · Mathematics 2016-10-19 Rene Carmona , Peiqi Wang

We study the existence of classical solutions to a broad class of local, first order, forward-backward Extended Mean Field Games systems, that includes standard Mean Field Games, Mean Field Games with congestion, and mean field type control…

Analysis of PDEs · Mathematics 2023-01-12 Sebastian Munoz

Mean-field game theory relies on approximating games that are intractable to model due to a very large to infinite population of players. While these kinds of games can be solved analytically via the associated system of partial…

Machine Learning · Computer Science 2026-04-16 Anna C. M. Thöni , Yoram Bachrach , Tal Kachman

This thesis is going to give a gentle introduction to Mean Field Games. It aims to produce a coherent text beginning for simple notions of deterministic control theory progressively to current Mean Field Games theory. The framework…

Optimization and Control · Mathematics 2019-07-03 Athanasios Vasiliadis

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

We study a particular class of mean field games whose solutions can be formally connected to a scalar transport equation on the Wasserstein space of measures. For this class, we construct some interesting explicit examples of non-uniqueness…

Analysis of PDEs · Mathematics 2025-06-16 P. Jameson Graber

This paper proposes a new mathematical paradigm to analyze discrete-time mean-field games. It is shown that finding Nash equilibrium solutions for a general class of discrete-time mean-field games is equivalent to solving an optimization…

Optimization and Control · Mathematics 2023-08-29 Xin Guo , Anran Hu , Junzi Zhang

This paper introduces alignment games, a new class of zero-sum games modeling strategic interventions where effectiveness depends on alignment with an underlying hidden state. Motivated by operational problems in medical diagnostics,…

Optimization and Control · Mathematics 2025-09-08 Pedro Cesar Lopes Gerum , Thomas Lidbetter

In this paper we extend the framework of evolutionary inspection game put forward recently by the author and coworkers to a large class of conflict interactions dealing with the pressure executed by the major player (or principal) on the…

Optimization and Control · Mathematics 2022-05-03 Vassili Kolokoltsov

We develop the fictitious play algorithm in the context of the linear programming approach for mean field games of optimal stopping and mean field games with regular control and absorption. This algorithm allows to approximate the mean…

Optimization and Control · Mathematics 2023-01-25 Roxana Dumitrescu , Marcos Leutscher , Peter Tankov

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…

Probability · Mathematics 2025-09-03 Dylan Possamaï , Mehdi Talbi

In this paper, we present a unifying framework for analyzing equilibria and designing interventions for large network games sampled from a stochastic network formation process represented by a graphon. We first introduce a new class of…

Computer Science and Game Theory · Computer Science 2020-07-01 Francesca Parise , Asuman Ozdaglar

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
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