Related papers: Quadratic Mean Field Games
Mean field games have traditionally been defined~[1,2] as a model of large scale interaction of players where each player has a private type that is independent across the players. In this paper, we introduce a new model of mean field teams…
This paper revisits well-studied dynamic decisions of weakly coupled large-population (LP) systems. Specifically, three types of LP decision problems: mean-field game (MG), mean-field team (MT), and mean-field-type control (MC), are…
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…
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-payoff games are important quantitative models for open reactive systems. They have been widely studied as games of full observation. In this paper we investigate the algorithmic properties of several sub-classes of mean-payoff games…
Mean Field Games provide a powerful framework to analyze the dynamics of a large number of controlled objects in interaction. Though these models are much simpler than the underlying differential games they describe in some limit, their…
This paper is concerned with a linear-quadratic mean field Stackelberg stochastic differential game with partial information and common noise, which contains a leader and a large number of followers. To be specific, the followers face a…
In a mean field game of controls, players seek to minimize a cost that depends on the joint distribution of players' states and controls. We consider an ergodic problem for second-order mean field games of controls with state constraints,…
This paper considers mean field games in a multi-agent Markov decision process (MDP) framework. Each player has a continuum state and binary action. By active control, a player can bring its state to a resetting point. All players are…
We study how risk-sensitive players act in situations where the outcome is influenced not only by the state-action profile but also by the distribution of it. In such interactive decision-making problems, the classical mean-field game…
This paper introduces and analyses some models in the framework of Mean Field Games describing interactions between two populations motivated by the studies on urban settlements and residential choice by Thomas Schelling. For static games,…
In this paper, we investigate a class of nonzero-sum dynamic stochastic games, where players have linear dynamics and quadratic cost functions. The players are coupled in both dynamics and cost through a linear regression (weighted average)…
This article considers a mean field game model inspired by crowd motion models in which agents aim at reaching a given target set and wish to minimize a cost consisting of an individual running cost, an individual cost depending on the…
Establishing the existence of Nash equilibria for partially observed stochastic dynamic games is known to be quite challenging, with the difficulties stemming from the noisy nature of the measurements available to individual players…
Mean field games and controls involve guiding the behavior of large populations of interacting agents, where each individual's influence on the group is negligible but collectively impacts overall dynamics. Hybrid systems integrate…
Mean field games are studied in the framework of controlled martingale problems, and general existence theorems are proven in which the equilibrium control is Markovian. The framework is flexible enough to include degenerate volatility,…
We consider deterministic mean field games where the dynamics of a typical agent is non-linear with respect to the state variable and affine with respect to the control variable. Particular instances of the problem considered here are mean…
We consider a class of non-cooperative N-player non-zero-sum stochastic differential games with singular controls, in which each player can affect a linear stochastic differential equation in order to minimize a cost functional which is…
Mean Field Game (MFG) models implicitly assume "rational expectations", meaning that the heterogeneous agents being modeled correctly know all relevant transition probabilities for the complex system they inhabit. When there is common…
In a mean field game of controls, a large population of identical players seek to minimize a cost that depends on the joint distribution of the states of the players and their controls. We first consider the classes of mean field games of…