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In a game theoretic framework, we study energy markets with a continuum of homogenous producers who produce energy from an exhaustible resource such as oil. Each producer simultaneously optimizes production rate that drives her revenues, as…

Economics · Quantitative Finance 2017-10-17 Michael Ludkovski , Xuwei Yang

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

We study mean field games and corresponding $N$-player games in continuous time over a finite time horizon where the position of each agent belongs to a finite state space. As opposed to previous works on finite state mean field games, we…

Probability · Mathematics 2018-02-01 Alekos Cecchin , Markus Fischer

Mean field games are studied by means of the weak formulation of stochastic optimal control. This approach allows the mean field interactions to enter through both state and control processes and take a form which is general enough to…

Probability · Mathematics 2015-04-09 Rene Carmona , Daniel Lacker

This thesis is going to give a gentle introduction to Mean Field Games. It aims to produce a coherent text beginning for simple notions of deterministic control theory progressively to current Mean Field Games theory. The framework…

Optimization and Control · Mathematics 2019-07-03 Athanasios Vasiliadis

Mean field games are limit models for symmetric $N$-player games with interaction of mean field type as $N\to\infty$. The limit relation is often understood in the sense that a solution of a mean field game allows to construct approximate…

Probability · Mathematics 2017-05-29 Markus Fischer

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…

Mathematical Finance · Quantitative Finance 2022-04-26 Guanxing Fu , Chao Zhou

We study Nash equilibria for a sequence of symmetric $N$-player stochastic games of finite-fuel capacity expansion with singular controls and their mean-field game (MFG) counterpart. We construct a solution of the MFG via a simple iterative…

Probability · Mathematics 2022-01-19 Luciano Campi , Tiziano De Angelis , Maddalena Ghio , Giulia Livieri

We introduce a new mean field kinetic model for systems of rational agents interacting in a game theoretical framework. This model is inspired from non-cooperative anonymous games with a continuum of players and Mean-Field Games. The large…

Mathematical Physics · Physics 2012-12-27 Pierre Degond , Jian-Guo Liu , Christian Ringhofer

We study mean field portfolio games with consumption. For general market parameters, we establish a one-to-one correspondence between Nash equilibria of the game and solutions to some FBSDE, which is proved to be equivalent to some BSDE.…

Mathematical Finance · Quantitative Finance 2022-12-08 Guanxing Fu

We consider Cournot mean field games of controls, a model originally developed for the production of an exhaustible resource by a continuum of producers. We prove uniqueness of the solution under general assumptions on the price function.…

Optimization and Control · Mathematics 2024-10-30 Fabio Camilli , Mathieu Laurière , Qing Tang

In this paper, we propose a mean-field game model for the price formation of a commodity whose production is subjected to random fluctuations. The model generalizes existing deterministic price formation models. Agents seek to minimize…

Analysis of PDEs · Mathematics 2020-03-05 Diogo Gomes , Julian Gutierrez , Ricardo Ribeiro

We study discrete-time, finite-state mean-field games (MFGs) under model uncertainty, where agents face ambiguity about the state transition probabilities. Each agent maximizes its expected payoff against the worst-case transitions within…

Optimization and Control · Mathematics 2026-01-21 Zongxia Liang , Zhou Zhou , Yaqi Zhuang , Bin Zou

This paper studies an optimal investment-consumption problem for competitive agents with exponential or power utilities and a common finite time horizon. Each agent regards the average of habit formation and wealth from all peers as…

Optimization and Control · Mathematics 2024-05-06 Zongxia Liang , Keyu Zhang

We find closed-form solutions to the stochastic game between a broker and a mean-field of informed traders. In the finite player game, the informed traders observe a common signal and a private signal. The broker, on the other hand,…

Trading and Market Microstructure · Quantitative Finance 2024-01-11 Philippe Bergault , Leandro Sánchez-Betancourt

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

We formulate a mean field game where each player stops a privately observed Brownian motion with absorption. Players are ranked according to their level of stopping and rewarded as a function of their relative rank. There is a unique mean…

Optimization and Control · Mathematics 2021-03-09 Marcel Nutz , Yuchong Zhang

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 theory of mean field games aims at studying deterministic or stochastic differential games (Nash equilibria) as the number of agents tends to infinity. Since very few mean field games have explicit or semi-explicit solutions, numerical…

Optimization and Control · Mathematics 2020-03-11 Yves Achdou , Mathieu Laurière

We consider mean field games with ergodic cost in the framework of a general discrete time controlled Markov processes. The state space of the processes is given by a general $\sigma$-compact Polish space. Under certain conditions, we show…

Probability · Mathematics 2015-11-02 Anup Biswas
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