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We develop the fictitious play algorithm in the context of the linear programming approach for mean field games of optimal stopping and mean field games with regular control and absorption. This algorithm allows to approximate the mean…

Optimization and Control · Mathematics 2023-01-25 Roxana Dumitrescu , Marcos Leutscher , Peter Tankov

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

We study stationary mean field games with singular controls in which the representative player interacts with a long-time weighted average of the population through a discounted and an ergodic performance criterion. This class of games…

Optimization and Control · Mathematics 2025-09-23 Haoyang Cao , Jodi Dianetti , Giorgio Ferrari

We consider a general class of nonzero-sum $N$-player stochastic games with impulse controls, where players control the underlying dynamics with discrete interventions. We adopt a verification approach and provide sufficient conditions for…

Optimization and Control · Mathematics 2020-10-06 Matteo Basei , Haoyang Cao , Xin Guo

We consider a class of Mean Field Games in which the agents may interact through the statistical distribution of their states and controls. It is supposed that the Hamiltonian behaves like a power of its arguments as they tend to infinity,…

Analysis of PDEs · Mathematics 2020-06-24 Z Kobeissi

The purpose of this work is to pose and solve the problem to guide a collection of weakly interacting dynamical systems (agents, particles, etc.) to a specified terminal distribution. The framework is that of mean-field and of cooperative…

Systems and Control · Computer Science 2017-12-12 Yongxin Chen , Tryphon T. Georgiou , Michele Pavon

In the present work, we study deterministic mean field games (MFGs) with finite time horizon in which the dynamics of a generic agent is controlled by the acceleration. They are described by a system of PDEs coupling a continuity equation…

Analysis of PDEs · Mathematics 2020-07-29 Yves Achdou , Paola Mannucci , Claudio Marchi , Nicoletta Tchou

Non-cooperative and cooperative games with a very large number of players have many applications but remain generally intractable when the number of players increases. Introduced by Lasry and Lions, and Huang, Caines and Malham\'e, Mean…

Mean field games is a recent area of study introduced by Lions and Lasry in a series of seminal papers in 2006. Mean field games model situations of competition between large number of rational agents that play non-cooperative dynamic games…

Optimization and Control · Mathematics 2011-03-18 Diogo A. Gomes , Joana Mohr , Rafael R. Souza

We formulate a class of mean field games on a finite state space with variational principles resembling those in continuous-state mean field games. We construct a controlled continuity equation featuring a nonlinear activation function on…

Optimization and Control · Mathematics 2023-10-10 Yuan Gao , Wuchen Li , Jian-Guo Liu

This brief discusses evolutionary game theory as a powerful and unified mathematical tool to study evolution of collective behaviours. It summarises some of my recent research directions using evolutionary game theory methods, which include…

Multiagent Systems · Computer Science 2023-11-27 The Anh Han

The minimum-effort coordination game, having potentially important implications in both evolutionary biology and sociology, draws recently more attention for the fact that human behavior in this social dilemma is often inconsistent with the…

Physics and Society · Physics 2016-03-22 Kun Li , Rui Cong , Long Wang

Many socio-economic and biological processes can be modeled as systems of interacting individuals. The behaviour of such systems can be often described within game-theoretic models. In these lecture notes, we introduce fundamental concepts…

Populations and Evolution · Quantitative Biology 2013-05-30 Jacek Miekisz

We introduce a nonconvex Mean Field Games system by studying a model with a large number of identical pairs of players who are all rational, and each pair plays an identical zero-sum differential game. We study existence and uniqueness of…

Analysis of PDEs · Mathematics 2016-12-15 Hung Vinh Tran

We study the stochastic dynamics of evolutionary games, and focus on the so-called `stochastic slowdown' effect, previously observed in (Altrock et. al, 2010) for simple evolutionary dynamics. Slowdown here refers to the fact that a…

Populations and Evolution · Quantitative Biology 2012-07-30 Philipp M. Altrock , Arne Traulsen , Tobias Galla

We consider a class of mean field games in which the agents interact through both their states and controls, and we focus on situations in which a generic agent tries to adjust her speed (control) to an average speed (the average is made in…

Analysis of PDEs · Mathematics 2020-03-10 Y Achdou , Z Kobeissi

The large-population system consists of considerable small agents whose individual behavior and mass effect are interrelated via their state-average. The mean-field game provides an efficient way to get the decentralized strategies of…

Optimization and Control · Mathematics 2014-03-25 Jianhui Huang , Shujun Wang

We investigate mean field games for players, who are weakly coupled via their empirical measure. To this end we investigate time-dependent pure jump type propagators over a finite space in the framework of non-linear Markov processes. We…

Optimization and Control · Mathematics 2015-03-25 Rani Basna , Astrid Hilbert , Vassili N. Kolokoltsov

A mean-field selective optimal control problem of multipopulation dynamics via transient leadership is considered. The agents in the system are described by their spatial position and their probability of belonging to a certain population.…

Optimization and Control · Mathematics 2021-06-15 Giacomo Albi , Stefano Almi , Marco Morandotti , Francesco Solombrino

We show that mean field optimal controls satisfy a first order optimality condition (at a.e. time) without any a priori requirement on their spatial regularity. This principle is obtained by a careful limit procedure of the Pontryagin…

Analysis of PDEs · Mathematics 2025-04-02 Stefano Almi , Riccardo Durastanti , Francesco Solombrino