Related papers: Optimal control of the mean field equilibrium for …
This paper investigates the model for pedestrian flow firstly proposed in [Cristiani et al., DOI:10.1137/140962413]. The model assumes that each individual in the crowd moves in a known domain, aiming at minimizing a given cost functional.…
A mean field Jacobi process governing the dynamics of the travel demand of agents is formulated and its application to sustainable tourism is investigated both mathematically and computationally. The bounded nature of the Jacobi diffusion…
We consider a symmetric $n$-player nonzero-sum stochastic differential game with controlled jumps and mean-field type interaction among the players. Each player minimizes some expected cost by affecting the drift as well as the jump part of…
We investigate how the framework of mean-field games may be used to investigate strategic interactions in large heterogeneous populations. We consider strategic interactions in a population of players which may be partitioned into…
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…
Nash equilibrium is one of the most influential solution concepts in game theory. With the development of computer science and artificial intelligence, there is an increasing demand on Nash equilibrium computation, especially for Internet…
Mean field games (MFG) and mean field control (MFC) problems have been introduced to study large populations of strategic players. They correspond respectively to non-cooperative or cooperative scenarios, where the aim is to find the Nash…
We formulate a stochastic game of mean field type where the agents solve optimal stopping problems and interact through the proportion of players that have already stopped. Working with a continuum of agents, typical equilibria become…
In this paper, we consider a first-order deterministic mean field game model inspired by crowd motion in which agents moving in a given domain aim to reach a given target set in minimal time. To model interaction between agents, we assume…
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…
This paper studies the connections between mean-field games and the social welfare optimization problems. We consider a mean field game in functional spaces with a large population of agents, each of which seeks to minimize an individual…
Predicting selfish behavior in public environments by considering Nash equilibria is a central concept of game theory. For the dynamic traffic assignment problem modeled by a flow over time game, in which every particle tries to reach its…
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…
We consider a large queueing system that consists of many strategic servers that are weakly interacting. Each server processes jobs from its unique critically loaded buffer and controls the rate of arrivals and departures associated with…
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…
We consider a mean field game describing the limit of a stochastic differential game of $N$-players whose state dynamics are subject to idiosyncratic and common noise and that can be absorbed when they hit a prescribed region of the state…
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.…
Subject to reasonable conditions, in large population stochastic dynamics games, where the agents are coupled by the system's mean field (i.e. the state distribution of the generic agent) through their nonlinear dynamics and their nonlinear…
We propose a new approach to mean field games with major and minor players. Our formulation involves a two player game where the optimization of the representative minor player is standard while the major player faces an optimization over…
We study the asymptotic organization among many optimizing individuals interacting in a suitable "moderate" way. We justify this limiting game by proving that its solution provides approximate Nash equilibria for large but finite player…