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While the general theory for the terminal-initial value problem in mean-field games is widely used in many models of applied mathematics, the modeling potential of the corresponding forward-forward version is still under-considered. In this…

Analysis of PDEs · Mathematics 2024-02-01 Adriano Festa , Simone Gottlich , Michele Ricciardi

The spread of an epidemic disease and the population's collective behavioural response are deeply intertwined, influencing each other's evolution. Such a co-evolution typically has been overlooked in mathematical models, limiting their…

Dynamical Systems · Mathematics 2024-10-24 Kathinka Frieswijk , Lorenzo Zino , Mengbin Ye , Alessandro Rizzo , Ming Cao

The statement of the mean field approximation theorem in the mean field theory of Markov processes particularly targets the behaviour of population processes with an unbounded number of agents. However, in most real-world engineering…

Probability · Mathematics 2017-05-11 Mahmoud Talebi , Jan Friso Groote , Jean-Paul Linnartz

In this paper, we investigate a class of Mean Field Games (MFGs) in which the state dynamics are governed by multidimensional reflected stochastic differential equations (SDEs). We establish the existence of an equilibrium and show that it…

Probability · Mathematics 2026-03-17 Ayoub Laayoun , Badr Missaoui

Mean-field games (MFGs) are models for large populations of competing rational agents that seek to optimize a suitable functional. In the case of congestion, this functional takes into account the difficulty of moving in high-density areas.…

Analysis of PDEs · Mathematics 2017-10-05 David Evangelista , Rita Ferreira , Diogo A. Gomes , Levon Nurbekyan , Vardan Voskanyan

We present a Reinforcement Learning (RL) algorithm to solve infinite horizon asymptotic Mean Field Game (MFG) and Mean Field Control (MFC) problems. Our approach can be described as a unified two-timescale Mean Field Q-learning: The…

Optimization and Control · Mathematics 2021-06-01 Andrea Angiuli , Jean-Pierre Fouque , Mathieu Laurière

We establish a connection between federated learning, a concept from machine learning, and mean-field games, a concept from game theory and control theory. In this analogy, the local federated learners are considered as the players and the…

Machine Learning · Statistics 2021-07-09 Arash Mehrjou

Recent advances at the intersection of dense large graph limits and mean field games have begun to enable the scalable analysis of a broad class of dynamical sequential games with large numbers of agents. So far, results have been largely…

Computer Science and Game Theory · Computer Science 2022-02-21 Kai Cui , Heinz Koeppl

The emergence of collective cooperation in competitive environments is a well-known phenomenon in biology, economics, and social systems. While most evolutionary game models focus on the evolution of strategies for a fixed game, how…

Physics and Society · Physics 2024-08-01 Onkar Sadekar , Andrea Civilini , Jesús Gómez-Gardeñes , Vito Latora , Federico Battiston

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…

Disordered Systems and Neural Networks · Physics 2020-03-24 Marylou Gabrié

Our aim is to model a game for power as a dynamical process, where an excess of power possessed by a player allows him to gain even more power. Such a positive feedback is often termed as the Matthew effect. Analytical and numerical methods…

In this paper, we investigate the probability of the expression of genes that control the size of beetles under competitive relationships. We use the mean field game (MFG) theory in multiple populations to characterize the different…

Optimization and Control · Mathematics 2025-11-04 Yiming Jiang , Yuan Lou , Yawei Wei , Fei Zeng , Zelin Zhang

This paper considers mean field games in a multi-agent Markov decision process (MDP) framework. Each player has a continuum state and binary action, and benefits from the improvement of the condition of the overall population. Based on an…

Optimization and Control · Mathematics 2021-01-05 Minyi Huang , Yan Ma

This work considers stochastic differential games with a large number of players, whose costs and dynamics interact through the empirical distribution of both their states and their controls. We develop a new framework to prove convergence…

Probability · Mathematics 2022-03-24 Mathieu Laurière , Ludovic Tangpi

We adapt a fitness function from evolutionary game theory as a mechanism for aggregation and dispersal in a partial differential equation (PDE) model of two interacting populations, described by density functions $u$ and $v$. We consider a…

Populations and Evolution · Quantitative Biology 2018-03-16 Russ deForest , Andrew Belmonte

Subject to reasonable conditions, in large population stochastic dynamics games, where the agents are coupled by the system's mean field (i.e. the state distribution of the generic agent) through their nonlinear dynamics and their nonlinear…

Optimization and Control · Mathematics 2019-05-28 Nevroz Sen , Peter E. Caines

We propose an efficient solution approach for high-dimensional nonlocal mean-field game (MFG) systems based on the Monte Carlo approximation of interaction kernels via random features. We avoid costly space-discretizations of interaction…

Numerical Analysis · Mathematics 2022-07-26 Sudhanshu Agrawal , Wonjun Lee , Samy Wu Fung , Levon Nurbekyan

Markov Population Models are a widespread formalism used to model the dynamics of complex systems, with applications in Systems Biology and many other fields. The associated Markov stochastic process in continuous time is often analyzed by…

Machine Learning · Computer Science 2021-06-25 Francesca Cairoli , Ginevra Carbone , Luca Bortolussi

We consider time-continuous Markovian discrete-state dynamics on random networks of interacting agents and study the large population limit. The dynamics are projected onto low-dimensional collective variables given by the shares of each…

Probability · Mathematics 2026-03-19 Marvin Lücke , Jobst Heitzig , Péter Koltai , Nora Molkenthin , Stefanie Winkelmann

Population games model the evolution of strategic interactions among a large number of uniform agents. Due to the agents' uniformity and quantity, their aggregate strategic choices can be approximated by the solutions of a class of ordinary…

Computer Science and Game Theory · Computer Science 2023-12-14 Semih Kara , Nuno C. Martins