Related papers: Mean-field-game model for Botnet defense in Cyber-…
Recently developed toy models for the mean-field games of corruption and botnet defence in cyber-security with three or four states of agents are extended to a more general mean-field-game model with $2d$ states, $d\in \N$. In order to…
This paper is concerned with developing mean-field game models for the evolution of epidemics. Specifically, an agent's decision -- to be socially active in the midst of an epidemic -- is modeled as a mean-field game with health-related…
The recently developed mean-field game models of corruption and bot-net defence in cyber-security, the evolutionary game approach to inspection and corruption, and the pressure-resistance game element, can be combined under an extended…
This paper focuses on botnet economics and design of defensive strategies. It takes the view that by combining scarce information on the attackers business models, with rational economic analysis of these business processes, one can…
Given a large number of homogeneous players that are distributed across three possible states, we consider the problem in which these players have to control their transition rates, while minimizing a cost. The optimal transition rates are…
In Mean Field Games of Controls, the dynamics of the single agent is influenced not only by the distribution of the agents, as in the classical theory, but also by the distribution of their optimal strategies. In this paper, we study…
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…
A simple model of corruption that takes into account the effect of the interaction of a large number of agents by both rational decision making and myopic behavior is developed. Its stationary version turns out to be a rare example of an…
Mean-field games have been studied under the assumption of very large number of players. For such large systems, the basic idea consists to approximate large games by a stylized game model with a continuum of players. The approach has been…
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…
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…
The spread of an epidemic disease and the population's collective behavioural response are deeply intertwined, influencing each other's evolution. Such a co-evolution typically has been overlooked in mathematical models, limiting their…
To protect the systems exposed to the Internet against attacks, a security system with the capability to engage with the attacker is needed. There have been attempts to model the engagement/interactions between users, both benign and…
In many stochastic games stemming from financial models, the environment evolves with latent factors and there may be common noise across agents' states. Two classic examples are: (i) multi-agent trading on electronic exchanges, and (ii)…
The goal of the paper is to introduce a set of problems which we call mean field games of timing. We motivate the formulation by a dynamic model of bank run in a continuous-time setting. We briefly review the economic and game theoretic…
We develop the linear programming approach to mean-field games in a general setting. This relaxed control approach allows to prove existence results under weak assumptions, and lends itself well to numerical implementation. We consider…
In this manuscript we present several possible ways of modeling human capital accumulation during the spread of a disease following an agent based approach, where agents behave maximizing their intertemporal utility. We assume that the…
Empirically derived continuum models of collective behavior among large populations of dynamic agents are a subject of intense study in several fields, including biology, engineering and finance. We formulate and study a mean-field game…
This work tackles the problem of energy-efficient distributed power control in wireless networks with a large number of transmitters. The problem is modeled by a dynamic game. Each transmitter-receiver communication is characterized by a…
In this paper, we consider a mean field model of social behavior where there are an infinite number of players, each of whom observes a type privately that represents her preference, and publicly observes a mean field state of types and…