Related papers: Convergence to the Mean Field Game Limit: A Case S…
This paper establishes the existence of equilibria result of a class of mean field games with singular controls. The interaction takes place through both states and controls. A relaxed solution approach is used. To circumvent the tightness…
The overall aim of our research is to develop techniques to reason about the equilibrium properties of multi-agent systems. We model multi-agent systems as concurrent games, in which each player is a process that is assumed to act…
In general, Nash equilibria in normal-form games may require players to play (probabilistically) mixed strategies. We define a measure of the complexity of finite probability distributions and study the complexity required to play Nash…
In the presence of a common noise, we study the convergence problems in mean field game (MFG) and mean field control (MFC) problem where the cost function and the state dynamics depend upon the joint conditional distribution of the…
In this paper, I prove that existence of pure-strategy Nash equilibrium in games with infinitely many players is equivalent to the axiom of choice.
A supermarket game is considered with $N$ FCFS queues with unit exponential service rate and global Poisson arrival rate $N \lambda$. Upon arrival each customer chooses a number of queues to be sampled uniformly at random and joins the…
This work studies Nash equilibria for games where a mixture of coordinating and anti-coordinating agents, with possibly heterogeneous thresholds, coexist and interact through an all-to-all network. Whilst games with only coordinating or…
Multiagent learning is a necessary yet challenging problem as multiagent systems become more prevalent and environments become more dynamic. Much of the groundbreaking work in this area draws on notable results from game theory, in…
In this paper, we study a class of discrete-time mean-field games under the infinite-horizon risk-sensitive discounted-cost optimality criterion. Risk-sensitivity is introduced for each agent (player) via an exponential utility function. In…
In the nonzero-sum setting, we establish a connection between Nash equilibria in games of optimal stopping (Dynkin games) and generalised Nash equilibrium problems (GNEP). In the Dynkin game this reveals novel equilibria of threshold type…
Synthesis of finite-state controllers from high-level specifications in multi-agent systems can be reduced to solving multi-player concurrent games over finite graphs. The complexity of solving such games with qualitative objectives for…
This work is mainly concerned with the so-called limit theory for mean-field games. Adopting the weak formulation paradigm put forward by Carmona and Lacker, we consider a fully non-Markovian setting allowing for drift control and…
We formulate and solve a multi-player stochastic differential game between financial agents who seek to cost-efficiently liquidate their position in a risky asset in the presence of jointly aggregated transient price impact, along with…
This paper is devoted to the study of the long time behavior of Nash equilibria in Mean Field Games within the framework of displacement monotonicity. We first show that any two equilibria defined on the time horizon $[0,T]$ must be close…
This paper tackles the problem of adversarial examples from a game theoretic point of view. We study the open question of the existence of mixed Nash equilibria in the zero-sum game formed by the attacker and the classifier. While previous…
A growing body of literature in networked systems research relies on game theory and mechanism design to model and address the potential lack of cooperation between self-interested users. Most game-theoretic models applied to system…
We consider $\epsilon$-equilibria notions for constant value of $\epsilon$ in $n$-player $m$-actions games where $m$ is a constant. We focus on the following question: What is the largest grid size over the mixed strategies such that…
We study mean field portfolio games with random market parameters, where each player is concerned with not only her own wealth but also relative performance to her competitors. We use the martingale optimality principle approach to…
In this paper, we propose and study a mean field game model with multiple populations of minor players and multiple major players, motivated by applications to the regulation of carbon emissions. Each population of minor players represent a…
In this paper we study a mean-field games system with Dirichlet boundary conditions in a closed domain and in a mean-field of control setting, that is in which the dynamics of each agent is affected not only by the average position of the…