Related papers: Mean-Field-Type Games in Engineering

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)…

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…

We investigate an SIR model of epidemic propagation on networks in the context of mean-field games. In a real epidemic, individuals adjust their behavior depending on the epidemic level and the impact it might have on them in the future.…

Here, we examine a mean-field game (MFG) that models the economic growth of a population of non-cooperative rational agents. In this MFG, agents are described by two state variables - the capital and consumer goods they own. Each agent…

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…

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…

We present a Mean Field Game approach to obtain the rate function for the empirical measure of interacting particles under McKean-Vlasov dynamics. Although the result is well known, our approach relies on PDE methods and provides another…

Game theory is a powerful analytical tool for modeling decision makers strategies, behaviors and interactions. Act and decisions of a decision maker can benefit or negatively impact other decision makers interests. Game theory has been…

Machine learning algorithms relying on deep neural networks recently allowed a great leap forward in artificial intelligence. Despite the popularity of their applications, the efficiency of these algorithms remains largely unexplained from…

We study the evolution of two mutually interacting games with both pairwise games as well as the public goods game on different topologies. On 2d square lattices, we reveal that the game-game interaction can promote the cooperation…

We formulate a stochastic game of mean field type where the agents solve optimal stopping problems and interact through the proportion of players that have already stopped. Working with a continuum of agents, typical equilibria become…

This paper studies Mean Field Games (MFGs) in which agent dynamics are given by jump processes of controlled intensity, with mean-field interaction via the controls and affecting the jump intensities. We establish the existence of MFG…

Game Theory (GT) has been used with significant success to formulate, and either design or optimize, the operation of many representative communications and networking scenarios. The games in these scenarios involve, as usual, diverse…

In this paper, we consider a mean field game model inspired by crowd motion where agents aim to reach a closed set, called target set, in minimal time. Congestion phenomena are modeled through a constraint on the velocity of an agent that…

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)…

Coalitional games serve the purpose of modeling payoff distribution problems in scenarios where agents can collaborate by forming coalitions in order to obtain higher worths than by acting in isolation. In the classical Transferable Utility…

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…

We discuss a class of explicitly solvable mean field type control problems/mean field games with a clear economic interpretation. More precisely, we consider long term average impulse control problems with underlying general one-dimensional…

The paper is concerned with the feedback approach to the deterministic mean field type differential games. Previously, it was shown that suboptimal strategies in the mean field type differential game can constructed based on functions of…

In this paper, we develop a Mean Field Games approach to Cluster Analysis. We consider a finite mixture model, given by a convex combination of probability density functions, to describe the given data set. We interpret a data point as an…