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We develop a probabilistic approach to continuous-time finite state mean field games. Based on an alternative description of continuous-time Markov chain by means of semimartingale and the weak formulation of stochastic optimal control, our…

Probability · Mathematics 2018-08-24 Rene Carmona , Peiqi Wang

Given a large number of homogeneous players that are distributed across three possible states, we consider the problem in which these players have to control their transition rates, while minimizing a cost. The optimal transition rates are…

Systems and Control · Computer Science 2018-02-13 Leonardo Stella , Dario Bauso

In this paper, we study finite-agent linear-quadratic games on graphs. Specifically, we propose a comprehensive framework that extends the existing literature by incorporating heterogeneous and interpretable player interactions. Compared to…

Optimization and Control · Mathematics 2025-11-19 Ruimeng Hu , Jihao Long , Haosheng Zhou

Elucidating the mechanisms that lead to cooperation is still one of the main scientific challenges of current times, as many common cooperative scenarios remain elusive and at odds with Darwin's natural selection theory. Here, we study…

Physics and Society · Physics 2021-07-14 H. Guo , D. Jia , I. Sendiña-Nadal , M. Zhang , Z. Wang , X. Li , K. Alfaro-Bittner , Y. Moreno , S. Boccaletti

Repeated interactions are ubiquitous and known to promote social behaviour. While research often focuses on cooperation in the Prisoner's Dilemma, experimental evidence suggests repeated interactions also foster fairness. This study…

Adaptation and Self-Organizing Systems · Physics 2026-04-07 Prosanta Mandal , Arunava Patra , Sagar Chakraborty

To investigate the origin of cooperative behaviors, we developed an evolutionary model of sequential strategies and tested our model with computer simulations. The sequential strategies represented by stochastic machines were evaluated…

Computer Science and Game Theory · Computer Science 2021-01-12 Jin Hong Kuan , Aadesh Salecha

We construct two models of discrete-time replicator dynamics with time delay. In the social-type model, players imitate opponents taking into account average payoffs of games played some units of time ago. In the biological-type model, new…

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

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

This paper is concerned with the death-birth updating process. This model is an example of a spatial game in which players located on the~$d$-dimensional integer lattice are characterized by one of two possible strategies and update their…

Probability · Mathematics 2015-06-25 Stephen Evilsizor , Nicolas Lanchier

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

In this work, we systematically investigate mean field games and mean field type control problems with multiple populations using a coupled system of forward-backward stochastic differential equations of McKean-Vlasov type stemming from…

Probability · Mathematics 2020-11-03 Masaaki Fujii

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

We study the evolutionary dynamics of games under environmental feedback using replicator equations for two interacting populations. One key feature is to consider jointly the co-evolution of the dynamic payoff matrices and the state of the…

Populations and Evolution · Quantitative Biology 2021-05-20 Lulu Gong , Jian Gao , Ming Cao

In recent years, there has been growing interest in studying evolutionary games with environmental feedback. Previous studies exclusively focus on two-player games. However, extension to multi-player game is needed to study problems such as…

Physics and Society · Physics 2019-07-24 Yanxuan Shao , Xin Wang , Feng Fu

We study a toy model of linear-quadratic mean field game with delay. We "lift" the delayed dynamic into an infinite dimensional space, and recast the mean field game system which is made of a forward Kolmogorov equation and a backward…

Probability · Mathematics 2018-08-21 Jean-Pierre Fouque , Zhaoyu Zhang

Epstein introduced an agent-based model called Demographic Prisoner's dilemma. He shows, via simulations, that cooperation in this spatial evolutionary repeated game can be sustained. In order to do proves, we put on this model a particle…

Probability · Mathematics 2016-09-22 Sylvain Gibaud

Spatial evolution game has traditionally assumed that players interact with neighbors on a single network, which is isolated and not influenced by other systems. We introduce the simple game model into the interdependent networks composed…

Physics and Society · Physics 2015-03-20 Qing Jin , Zhen Wang

In this paper, we present a model of a game among teams. Each team consists of a homogeneous population of agents. Agents within a team are cooperative while the teams compete with other teams. The dynamics and the costs are coupled through…

Computer Science and Game Theory · Computer Science 2023-10-20 Jayakumar Subramanian , Akshat Kumar , Aditya Mahajan

The pairwise comparison dynamic is a forward ordinary differential equation in a Banach space whose solution is a time-dependent probability measure to maximize utility based on a nonlinear and nonlocal protocol. It contains a wide class of…

Optimization and Control · Mathematics 2025-04-21 Hidekazu Yoshioka

Microscopic strategy update rules play an important role in the evolutionary dynamics of cooperation among interacting agents on complex networks. Many previous related works only consider one \emph{fixed} rule, while in the real world,…

Optimization and Control · Mathematics 2023-11-27 Shengxian Wang , Weijia Yao , Ming Cao , Xiaojie Chen