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Mean Field Games provide a powerful framework to analyze the dynamics of a large number of controlled agents in interaction. Here we consider such systems when the interactions between agents result in a negative coordination and analyze…

Physics and Society · Physics 2020-10-28 Thibault Bonnemain , Thierry Gobron , Denis Ullmo

Mean-Field Game (MFG) serves as a crucial mathematical framework in modeling the collective behavior of individual agents interacting stochastically with a large population. In this work, we aim at solving a challenging class of MFGs in…

Machine Learning · Statistics 2022-09-21 Guan-Horng Liu , Tianrong Chen , Oswin So , Evangelos A. Theodorou

Mean field games were introduced independently by J-M. Lasry and P-L. Lions, and by M. Huang, R.P. Malham\'e and P. E. Caines, in order to bring a new approach to optimization problems with a large number of interacting agents. The…

Physics and Society · Physics 2018-08-13 Denis Ullmo , Igor Swiecicki , Thierry Gobron

The framework of Mean-field Games (MFGs) is used for modelling the collective dynamics of large populations of non-cooperative decision-making agents. We formulate and analyze a kinetic MFG model for an interacting system of non-cooperative…

Optimization and Control · Mathematics 2024-07-29 Piyush Grover , Mandy Huo

Mean-field games (MFGs) are a modeling framework for systems with a large number of interacting agents. They have applications in economics, finance, and game theory. Normalizing flows (NFs) are a family of deep generative models that…

Optimization and Control · Mathematics 2023-05-24 Han Huang , Jiajia Yu , Jie Chen , Rongjie Lai

We consider a class of mean field games in which the agents interact through both their states and controls, and we focus on situations in which a generic agent tries to adjust her speed (control) to an average speed (the average is made in…

Analysis of PDEs · Mathematics 2020-03-10 Y Achdou , Z Kobeissi

The mean field games (MFG) paradigm was introduced to provide tractable approximations of games involving very large populations. The theory typically rests on two key assumptions: homogeneity, meaning that all players share the same…

Optimization and Control · Mathematics 2025-11-10 Mathieu Laurière

In this article we consider finite Mean Field Games (MFGs), i.e. with finite time and finite states. We adopt the framework introduced in Gomes Mohr and Souza in 2010, and study two seemly unexplored subjects. In the first one, we analyze…

Optimization and Control · Mathematics 2018-05-16 Saeed Hadikhanloo , Francisco José Silva

Recent techniques based on Mean Field Games (MFGs) allow the scalable analysis of multi-player games with many similar, rational agents. However, standard MFGs remain limited to homogeneous players that weakly influence each other, and…

Computer Science and Game Theory · Computer Science 2023-12-19 Kai Cui , Gökçe Dayanıklı , Mathieu Laurière , Matthieu Geist , Olivier Pietquin , Heinz Koeppl

The theory of Mean-Field Games is interested in the behaviour of interacting particle systems in which the individual interaction between particles (players) decreases as the size of the population increases. In recent years, it was…

Optimization and Control · Mathematics 2024-01-23 Daniel Hernández-Hernández , Joshué Helí Ricalde-Guerrero

Quantum games represent the really 21st century branch of game theory, tightly linked to the modern development of quantum computing and quantum technologies. The main accent in these developments so far was made on stationary or repeated…

Optimization and Control · Mathematics 2020-05-06 Vassili N. Kolokoltsov

Mean field games (MFGs) offer a versatile framework for modeling large-scale interactive systems across multiple domains. This paper builds upon a previous work, by developing a state-of-the-art unified approach to decode or design the…

Analysis of PDEs · Mathematics 2025-01-22 Hongyu Liu , Catharine W. K. Lo

In this book, we present a curated collection of existing results on inverse problems for Mean Field Games (MFGs), a cutting-edge and rapidly evolving field of research. Our aim is to provide fresh insights, novel perspectives, and a…

Analysis of PDEs · Mathematics 2025-03-20 Hongyu Liu , Catharine W. K. Lo , Shen Zhang

Mean field games (MFGs) offer a powerful framework for modeling large-scale multi-agent systems. This paper addresses MFGs formulated in continuous time with discrete state spaces, where agents' dynamics are governed by continuous-time…

Computer Science and Game Theory · Computer Science 2026-02-27 Yannick Eich , Christian Fabian , Kai Cui , Heinz Koeppl

Mean Field Game is a rather new field initially developed in applied mathematics and engineering in order to deal with the dynamics of a large number of controlled agents or objects in interaction. For a large class of these models, there…

Physics and Society · Physics 2021-08-25 Thibault Bonnemain , Thierry Gobron , Denis Ullmo

We consider forward-forward Mean Field Game (MFG) models that arise in numerical approximations of stationary MFGs. First, we establish a link between these models and a class of hyperbolic conservation laws as well as certain nonlinear…

Analysis of PDEs · Mathematics 2017-04-25 Diogo Gomes , Levon Nurbekyan , Marc Sedjro

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…

Analysis of PDEs · Mathematics 2024-06-11 Ziad Kobeissi , Idriss Mazari-Fouquer , Domènec Ruiz-Balet

We demonstrate the versatility of mean-field games (MFGs) as a mathematical framework for explaining, enhancing, and designing generative models. In generative flows, a Lagrangian formulation is used where each particle (generated sample)…

Machine Learning · Statistics 2023-10-25 Benjamin J. Zhang , Markos A. Katsoulakis

Non-cooperative and cooperative games with a very large number of players have many applications but remain generally intractable when the number of players increases. Introduced by Lasry and Lions, and Huang, Caines and Malham\'e, Mean…

Mean field games models describing the limit of a large class of stochastic differential games, as the number of players goes to $+\infty$, have been introduced by J.-M. Lasry and P.-L. Lions. We use a change of variables to transform the…

Numerical Analysis · Mathematics 2011-06-17 Olivier Guéant
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