Related papers: Partial Information Differential Games for Mean-Fi…
This paper studies a linear-quadratic mean-field game of stochastic large-population system, where the large-population system satisfies a class of $N$ weakly coupled linear backward stochastic differential equation. Different from the…
Recently, the paper [12] introduces a derivative-free consensus-based particle method that finds the Nash equilibrium of non-convex multiplayer games, where it proves the global exponential convergence in the sense of mean-field law. This…
We address the generalized Nash equilibrium seeking problem in a partial-decision information scenario, where each agent can only exchange information with some neighbors, although its cost function possibly depends on the strategies of all…
We introduce a mean field model for optimal holding of a representative agent of her peers as a natural expected scaling limit from the corresponding $N-$agent model. The induced mean field dynamics appear naturally in a form which is not…
We consider a general nonzero-sum impulse game with two players. The main mathematical contribution of the paper is a verification theorem which provides, under some regularity conditions, a suitable system of quasi-variational inequalities…
Considering infinite-horizon, discrete-time, linear quadratic, N-player dynamic games with scalar dynamics, a graphical representation of feedback Nash equilibrium solutions is provided. This representation is utilised to derive conditions…
In this paper, we consider a partial observed two-person zero-sum stochastic differential game problem where the system is governed by a stochastic differential equation of mean-field type. Under standard assumptions on the coefficients,…
In this paper we investigate Nash equilibrium payoffs for two-player nonzero-sum stochastic differential games whose cost functionals are defined by a system of coupled backward stochastic differential equations. We obtain an existence…
The purpose of this paper is to provide a complete probabilistic analysis of a large class of stochastic differential games for which the interaction between the players is of mean-field type. We implement the Mean-Field Games strategy…
We show the convergence of finite state symmetric N-player differential games, where players control their transition rates from state to state, to a limiting dynamics given by a finite state Mean Field Game system made of two coupled…
In this paper, we are concerned with a stochastic optimal control problem of mean-field type under partial observation, where the state equation is governed by the controlled nonlinear mean-field stochastic differential equation, moreover…
This paper studies a two-player nonzero-sum stochastic differential game governed by a controlled convection-diffusion stochastic partial differential equation (SPDE) with spatially heterogeneous coefficients. The diffusion and transport…
In this paper, we study the infinite-time mean field games with discounting, establishing an equilibrium where individual optimal strategies collectively regenerate the mean-field distribution. To solve this problem, we partition all agents…
This paper studies a class of stationary mean-field games of singular stochastic control with regime-switching. The representative agent adjusts the dynamics of a Markov-modulated It\^o-diffusion via a two-sided singular stochastic control…
We investigate mean-field games (MFG) in which agents can actively control their speed of access to information. Specifically, the agents can dynamically decide to obtain observations with reduced delay by accepting higher observation…
We consider the mean-field game where each agent determines the optimal time to exit the game by solving an optimal stopping problem with reward function depending on the density of the state processes of agents still present in the game.…
The large-population system consists of considerable small agents whose individual behavior and mass effect are interrelated via their state-average. The mean-field game provides an efficient way to get the decentralized strategies of…
We prove that differential Nash equilibria are generic amongst local Nash equilibria in continuous zero-sum games. That is, there exists an open-dense subset of zero-sum games for which local Nash equilibria are non-degenerate differential…
In multi-agent autonomous systems, deception is a fundamental concept which characterizes the exploitation of unbalanced information to mislead victims into choosing oblivious actions. This effectively alters the system's long term…
We derive the rate of convergence to the strongly variationally stable Nash equilibrium in a convex game, for a zeroth-order learning algorithm. Though we do not assume strong monotonicity of the game, our rates for the one-point feedback…