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We consider a class of continuous-time dynamic games involving a large number of players. Each player selects actions from a finite set and evolves through a finite set of states. State transitions occur stochastically and depend on the…

Systems and Control · Electrical Eng. & Systems 2025-11-12 Leonardo Pedroso , Andrea Agazzi , W. P. M. H. Heemels , Mauro Salazar

We consider two player quadratic games in a cooperative framework known as social value orientation, motivated by the need to account for complex interactions between humans and autonomous agents in dynamical systems. Social value…

Optimization and Control · Mathematics 2024-11-14 Dan Calderone , Meeko Oishi

In recent work by Bramoull\'{e} and Kranton, a model for the provision of public goods on a network was presented and relations between equilibria of such a game and properties of the network were established. This model was further…

Computer Science and Game Theory · Computer Science 2019-06-19 Karan N. Chadha , Ankur A. Kulkarni

In this paper, zero-sum mean-field type games (ZSMFTG) with linear dynamics and quadratic utility are studied under infinite-horizon discounted utility function. ZSMFTG are a class of games in which two decision makers whose utilities sum…

Optimization and Control · Mathematics 2020-09-07 René Carmona , Kenza Hamidouche , Mathieu Laurière , Zongjun Tan

This paper considers decentralized control and optimization methodologies for large populations of systems, consisting of several agents with different individual behaviors, constraints and interests, and affected by the aggregate behavior…

Systems and Control · Computer Science 2016-11-15 Sergio Grammatico , Francesca Parise , Marcello Colombino , John Lygeros

This paper is concerned with non-zero sum differential games of mean-field stochastic differential equations with partial information and convex control domain. First, applying the classical convex variations, we obtain stochastic maximum…

Optimization and Control · Mathematics 2016-01-11 Hua Xiao , Shuaiqi Zhang

We consider a deterministic mean field games problem in which a typical agent solves an optimal control problem where the dynamics is affine with respect to the control and the cost functional has a growth which is polynomial with respect…

Optimization and Control · Mathematics 2023-05-03 Justina Gianatti , Francisco J. Silva , Ahmad Zorkot

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…

Optimization and Control · Mathematics 2024-12-02 Yu Si , Jingtao Shi

We study stochastic mean-field games among finite number of teams with large finite as well as infinite number of decision makers. For this class of games within static and dynamic settings, we establish the existence of a Nash equilibrium,…

Optimization and Control · Mathematics 2022-11-11 Sina Sanjari , Naci Saldi , Serdar Yüksel

This paper focuses on the coordination of a large population of dynamic agents with private information over multiple periods. Each agent maximizes the individual utility, while the coordinator determines the market rule to achieve group…

Systems and Control · Computer Science 2015-10-05 Sen Li , Wei Zhang

We study a class of non-cooperative aggregative games -- denoted as \emph{social purpose games} -- in which the payoffs depend separately on a player's own strategy (individual benefits) and on a function of the strategy profile which is…

Computer Science and Game Theory · Computer Science 2021-09-20 Robert P. Gilles , Lina Mallozzi , Roberta Messalli

Synthesis of finite-state controllers from high-level specifications in multi-agent systems can be reduced to solving multi-player concurrent games over finite graphs. The complexity of solving such games with qualitative objectives for…

Computer Science and Game Theory · Computer Science 2018-09-28 Shaull Almagor , Rajeev Alur , Suguman Bansal

The emergence of cooperation figures among the main goal of game theory in competitive-cooperative environments. Potential games have long been hinted as viable alternatives to study realistic player behavior. Here, we expand the potential…

Computer Science and Game Theory · Computer Science 2018-10-12 G. M. Nakamura , G. S. Contesini , A. S. Martinez

In this paper, we investigate a competitive market involving two agents who consider both their own wealth and the wealth gap with their opponent. Both agents can invest in a financial market consisting of a risk-free asset and a risky…

Optimization and Control · Mathematics 2025-02-10 Junyi Guo , Xia Han , Hao Wang , Kam Chuen Yuen

We study a dynamic game with a large population of players who choose actions from a finite set in continuous time. Each player has a state in a finite state space that evolves stochastically with their actions. A player's reward depends…

Systems and Control · Electrical Eng. & Systems 2025-11-04 Leonardo Pedroso , Andrea Agazzi , W. P. M. H. Heemels , Mauro Salazar

We consider the spread of infectious diseases through a Mean Field Game version of a SIR compartmental model with social structure, in which individuals are grouped by their age class and interact together in different settings. In our game…

Physics and Society · Physics 2022-12-14 Louis Bremaud , Denis Ullmo

Traditional solvable game theory and mean-field-type game theory (risk-aware games) predominantly focus on quadratic costs due to their analytical tractability. Nevertheless, they often fail to capture critical non-linearities inherent in…

Optimization and Control · Mathematics 2025-05-09 Julian Barreiro-Gomez , Tyrone E. Duncan , Bozenna Pasik-Duncan , Hamidou Tembine

Learning by experience in Multi-Agent Systems (MAS) is a difficult and exciting task, due to the lack of stationarity of the environment, whose dynamics evolves as the population learns. In order to design scalable algorithms for systems…

Optimization and Control · Mathematics 2020-02-24 Romuald Elie , Julien Pérolat , Mathieu Laurière , Matthieu Geist , Olivier Pietquin

We study a mean field game in continuous time over a finite horizon, T, where the state of each agent is binary and where players base their strategic decisions on two, possibly competing, factors: the willingness to align with the majority…

Computer Science and Game Theory · Computer Science 2021-07-15 Dai Pra Paolo , Sartori Elena , Tolotti Marco

We develop a convex analysis approach for solving LQG optimal control problems and apply it to major-minor (MM) LQG mean-field game (MFG) systems. The approach retrieves the best response strategies for the major agent and all minor agents…

Systems and Control · Computer Science 2020-06-15 Dena Firoozi , Sebastian Jaimungal , Peter E. Caines
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