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This paper is concerned with an indefinite linear-quadratic mean field games of stochastic large-population system, where the individual diffusion coefficients can depend on both the state and the control of the agents. Moreover, the…

Optimization and Control · Mathematics 2024-07-01 Wenyu Cong , Jingtao Shi

We investigate the convergence of symmetric stochastic differential games with interactions via control, where the volatility terms of both idiosyncratic and common noises are controlled. We apply the stochastic maximum principle, following…

Probability · Mathematics 2026-02-19 Erhan Bayraktar , Hiroaki Horikawa

We consider a dynamical approach to sequential games. By restricting the convertibility relation over strategy profiles, we obtain a semi-potential (in the sense of Kukushkin), and we show that in finite games the corresponding restriction…

Computer Science and Game Theory · Computer Science 2016-09-15 Stéphane Le Roux , Arno Pauly

We propose a control-theoretic framework for evolutionary clustering based on Mean Field Games (MFG). Moving beyond static or heuristic approaches, we formulate the problem as a population dynamics game governed by a coupled…

Numerical Analysis · Mathematics 2026-03-31 Alessio Basti , Fabio Camilli , Adriano Festa

In this paper, we consider finite-strategy approximations of infinite-strategy evolutionary games. We prove that such approximations converge to the true dynamics over finite-time intervals, under mild regularity conditions which are…

Theoretical Economics · Economics 2025-11-18 Brendon G. Anderson

This paper is based on the complete classification of evolutionary scenarios for the Moran process with two strategies given by Taylor et al. (B. Math. Biol. 66(6): 1621--1644, 2004). Their classification is based on whether each strategy…

Populations and Evolution · Quantitative Biology 2018-11-27 Evandro P. Souza , Eliza M. Ferreira , Armando G. M. Neves

We introduce a simple class of mean field games with absorbing boundary over a finite time horizon. In the corresponding $N$-player games, the evolution of players' states is described by a system of weakly interacting It\^o equations with…

Probability · Mathematics 2017-09-28 Luciano Campi , Markus Fischer

Population structure can have a significant effect on evolution. For some systems with sufficient symmetry, analytic results can be derived within the mathematical framework of evolutionary graph theory which relate to the outcome of the…

Populations and Evolution · Quantitative Biology 2019-03-11 Christopher E. Overton , Mark Broom , Christoforos Hadjichrysanthou , Kieran J. Sharkey

This paper investigates stochastic generalized dynamic games with coupling chance constraints, where agents have incomplete information about uncertainties satisfying a concentration of measure property. This problem, in general, is…

Systems and Control · Electrical Eng. & Systems 2026-02-06 Seyed Shahram Yadollahi , Hamed Kebriaei , Sadegh Soudjani

We present a framework that incorporates the idea of bounded rationality into dynamic stochastic pursuit-evasion games. The solution of a stochastic game is characterized, in general, by its (Nash) equilibria in feedback form. However,…

Systems and Control · Electrical Eng. & Systems 2020-03-17 Yue Guan , Dipankar Maity , Christopher M. Kroninger , Panagiotis Tsiotras

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,…

Analysis of PDEs · Mathematics 2016-07-18 Yves Achdou , Martino Bardi , Marco Cirant

During 2023, two interesting results were proven about the limit behavior of game dynamics: First, it was shown that there is a game for which no dynamics converges to the Nash equilibria. Second, it was shown that the sink equilibria of a…

Computer Science and Game Theory · Computer Science 2024-08-22 Rashida Hakim , Jason Milionis , Christos Papadimitriou , Georgios Piliouras

Weak selection, which means a phenotype is slightly advantageous over another, is an important limiting case in evolutionary biology. Recently it has been introduced into evolutionary game theory. In evolutionary game dynamics, the…

Populations and Evolution · Quantitative Biology 2010-10-15 Bin Wu , Philipp M. Altrock , Long Wang , Arne Traulsen

Mean field type models describing the limiting behavior, as the number of players tends to $+\infty$, of stochastic differential game problems, have been recently introduced by J-M. Lasry and P-L. Lions. Numerical methods for the…

Numerical Analysis · Mathematics 2012-07-13 Yves Achdou , Fabio Camilli , Italo Capuzzo Dolcetta

We propose a reinforcement learning algorithm for stationary mean-field games, where the goal is to learn a pair of mean-field state and stationary policy that constitutes the Nash equilibrium. When viewing the mean-field state and the…

Machine Learning · Computer Science 2020-10-12 Qiaomin Xie , Zhuoran Yang , Zhaoran Wang , Andreea Minca

Generalizing the cyclically competing three-species model (often referred to as the rock-paper-scissors game), we consider a simple system of population dynamics without spatial structures that involves four species. Unlike the previous…

Populations and Evolution · Quantitative Biology 2011-01-06 Sara O. Case , Clinton H. Durney , Michel Pleimling , R. K. P. Zia

This paper investigates the reality and accuracy of evolutionary game dynamics theory in human game behavior experiments. In classical game theory, the central concept is Nash equilibrium, which reality and accuracy has been well known…

Theoretical Economics · Economics 2021-06-18 Wang Zhijian , Yao Qingmei

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

Starting from the model of continuous time random walk, we focus our interest on random walks in which the probability distributions of the waiting times and jumps have fat tails characterized by power laws with exponent between 0 and 1 for…

Probability · Mathematics 2008-01-03 Rudolf Gorenflo , Entsar A. A. Abdel-Rehim

We show that evolutionarily stable states in general (nonlinear) population games (which can be viewed as continuous vector fields constrained on a polytope) are asymptotically stable under a multiplicative weights dynamic (under…

Computer Science and Game Theory · Computer Science 2016-02-02 Ioannis Avramopoulos
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