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Related papers: Quantile-based Mean-Field Games with Common Noise

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Inspired by the algorithm of Barnsley's chaos game, we construct an open quantum system model based on the repeated interaction process. We shown that the quantum dynamics of the appropriate fermionic/bosonic system (in interaction with an…

Quantum Physics · Physics 2018-09-26 T. Platini , R. J. Low

This paper considers the decidability of fully quantum nonlocal games with noisy maximally entangled states. Fully quantum nonlocal games are a generalization of nonlocal games, where both questions and answers are quantum and the referee…

Quantum Physics · Physics 2023-04-27 Minglong Qin , Penghui Yao

We present a new framework for creating a quantum version of a classical game, based on Fine's theorem. This theorem shows that for a given set of marginals, a system of Bell's inequalities constitutes both necessary and sufficient…

Quantum Physics · Physics 2023-12-29 Azhar Iqbal , James M. Chappell , Claudia Szabo , Derek Abbott

A theory of existence and uniqueness is developed for general stochastic differential mean field games with common noise. The concepts of strong and weak solutions are introduced in analogy with the theory of stochastic differential…

Probability · Mathematics 2015-05-21 Rene Carmona , Francois Delarue , Daniel Lacker

This paper studies the convergence problem for mean field games with common noise. We define a suitable notion of weak mean field equilibria, which we prove captures all subsequential limit points, as $n\to\infty$, of closed-loop…

Probability · Mathematics 2022-08-22 Daniel Lacker , Luc Le Flem

In this work we aim to analyze the role of noise in the spatial Public Goods Game, one of the most famous games in Evolutionary Game Theory. The dynamics of this game is affected by a number of parameters and processes, namely the topology…

Physics and Society · Physics 2017-04-18 Marco Alberto Javarone , Federico Battiston

We consider concurrent games played by two-players on a finite-state graph, where in every round the players simultaneously choose a move, and the current state along with the joint moves determine the successor state. We study a…

Computer Science and Game Theory · Computer Science 2014-09-19 Krishnendu Chatterjee , Rasmus Ibsen-Jensen

We study the impact of transition scenario uncertainty, namely that of future carbon price and electricity demand, on the pace of decarbonization of the electricity industry. To this end, we develop a theory of optimal stopping mean-field…

Optimization and Control · Mathematics 2023-12-29 Roxana Dumitrescu , Marcos Leutscher , Peter Tankov

First order kinetic mean field games formally describe the Nash equilibria of deterministic differential games where agents control their acceleration, asymptotically in the limit as the number of agents tends to infinity. The known results…

Analysis of PDEs · Mathematics 2022-07-12 Megan Griffin-Pickering , Alpár R. Mészáros

Quantum generalizations of conventional games broaden the range of available strategies, which can help improve outcomes for the participants. With many players, such quantum games can involve entanglement among many states which is…

Quantum Physics · Physics 2009-10-06 Kay-Yut Chen , Tad Hogg , Raymond Beausoleil

We present examples of equations arising in the theory of mean field games that can be reduced to a system in smaller dimensions. Such examples come up in certain applications, and they can be used as modeling tools to numerically…

Analysis of PDEs · Mathematics 2021-05-07 Jean-Michel Lasry , Pierre-Louis Lions , Benjamin Seeger

This paper revisits the well-studied \emph{optimal stopping} problem but within the \emph{large-population} framework. In particular, two classes of optimal stopping problems are formulated by taking into account the \emph{relative…

Optimization and Control · Mathematics 2022-06-08 Jianhui Huang , Tinghan Xie

This paper investigates the impact of control field noise on the optimal manipulation of quantum dynamics. Simulations are performed on several multilevel quantum systems with the goal of population transfer in the presence of significant…

Chemical Physics · Physics 2009-11-11 Feng Shuang , Herschel Rabitz

This paper is devoted to a class of finite horizon deterministic mean field games with Grushin type dynamics, state constraints and nonlocal coupling. First, we consider the optimal control problem that each agent aims to solve when the…

Optimization and Control · Mathematics 2026-02-16 Alessandra Cutrì , Paola Mannucci , Claudio Marchi , Nicoletta Tchou

Time change is a powerful technique for generating noises and providing flexible models. In the framework of time changed Brownian and Poisson random measures we study the existence and uniqueness of a solution to a general mean-field…

Probability · Mathematics 2016-08-23 Giulia Di Nunno , Hannes Haferkorn

The primary objective of this paper is to understand first-order, time-dependent mean-field games with Neumann boundary conditions, a question that remains under-explored in the literature. This matter is particularly relevant given the…

Analysis of PDEs · Mathematics 2024-10-24 Diogo A. Gomes , Michele Ricciardi

We study an ergodic mean field game problem with state constraints. In our model the agents are affected by idiosyncratic noise and use a (singular) feedback control to prevent the Brownian motion from exiting the domain. We characterize…

Analysis of PDEs · Mathematics 2023-10-05 Alessio Porretta , Michele Ricciardi

We propose a new approach to proving the uniqueness of solutions to a certain class of mean field games of controls. In this class, the equilibrium is determined by an aggregate quantity $Q(t)$, e.g. the market price or production, which…

Optimization and Control · Mathematics 2024-10-21 Jameson Graber , Elizabeth Matter

This paper studies a class of linear quadratic mean field games where the coefficients of quadratic cost functions depend on both the mean and the variance of the population's state distribution through its quantile function. Such a…

Optimization and Control · Mathematics 2024-11-05 Shuang Gao , Roland P. Malhamé

Mean field games are concerned with the limit of large-population stochastic differential games where the agents interact through their empirical distribution. In the classical setting, the number of players is large but fixed throughout…

Optimization and Control · Mathematics 2019-12-30 Julien Claisse , Zhenjie Ren , Xiaolu Tan