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Related papers: Linearly Solvable Mean-Field Road Traffic Games

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We study the traffic routing game among a large number of selfish drivers over a traffic network. We consider a specific scenario where the strategic drivers can be classified into teams, where drivers in the same team have identical payoff…

Optimization and Control · Mathematics 2019-10-03 Ali Reza Pedram , Takashi Tanaka

We consider a dynamic traffic routing game over an urban road network involving a large number of drivers in which each driver selecting a particular route is subject to a penalty that is affine in the logarithm of the number of drivers…

Optimization and Control · Mathematics 2020-01-22 Takashi Tanaka , Ehsan Nekouei , Ali Reza Pedram , Karl Henrik Johansson

The recent emergence of navigational tools has changed traffic patterns and has now enabled new types of congestion-aware routing control like dynamic road pricing. Using the fundamental diagram of traffic flows - applied in macroscopic and…

We address a multi-class traffic model, for which we computationally assess the ability of mean-field games (MFGs) to yield approximate Nash equilibria for traffic flow games of intractable large finite-players. We introduce ad hoc…

Optimization and Control · Mathematics 2025-03-28 Amal Machtalay , Abderrahmane Habbal , Ahmed Ratnani , Imad Kissami

We consider the mean-field game where each agent determines the optimal time to exit the game by solving an optimal stopping problem with reward function depending on the density of the state processes of agents still present in the game.…

Optimization and Control · Mathematics 2020-07-09 Géraldine Bouveret , Roxana Dumitrescu , Peter Tankov

We propose a multi-agent based computational framework for modeling decision-making and strategic interaction at micro level for smart vehicles in a smart world. The concepts of Markov game and best response dynamics are heavily leveraged.…

Multiagent Systems · Computer Science 2022-01-05 Qi Dai , Xunnong Xu , Wen Guo , Suzhou Huang , Dimitar Filev

Inspired by the path coordination problem arising from robo-taxis, warehouse management, and mixed-vehicle routing problems, we model a group of heterogeneous players responding to stochastic demands as a congestion game under Markov…

Multiagent Systems · Computer Science 2022-07-06 Sarah H. Q. Li , Dan Calderone , Behcet Acikmese

We examine the routing problem for self-interested vehicles using stochastic decision strategies. By approximating the road latency functions and a non-linear variable transformation, we frame the problem as an aggregative game. We…

Systems and Control · Electrical Eng. & Systems 2024-05-09 Emilio Benenati , Sergio Grammatico

We present a framework that incorporates the idea of bounded rationality into dynamic stochastic pursuit-evasion games. The solution of a stochastic game is characterized, in general, by its (Nash) equilibria in feedback form. However,…

Systems and Control · Electrical Eng. & Systems 2020-03-17 Yue Guan , Dipankar Maity , Christopher M. Kroninger , Panagiotis Tsiotras

In this paper, we study a large population game with heterogeneous dynamics and cost functions solving a consensus problem. Moreover, the agents have communication constraints which appear as: (1) an Additive-White Gaussian Noise (AWGN)…

Systems and Control · Electrical Eng. & Systems 2022-08-26 Shubham Aggarwal , Muhammad Aneeq uz Zaman , Tamer Başar

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…

Trading and Market Microstructure · Quantitative Finance 2023-03-24 Eyal Neuman , Moritz Voß

We identify structural assumptions which provide solvability of the Nash system arising from a linear-quadratic closed-loop game, with stable properties with respect to the number of players. In a setting of interactions governed by a…

Optimization and Control · Mathematics 2024-01-15 Marco Cirant , Davide Francesco Redaelli

Markov decision process (MDP) congestion game is an extension of classic congestion games, where a continuous population of selfish agents solves Markov decision processes with congestion: the payoff of a strategy decreases as more…

Computer Science and Game Theory · Computer Science 2021-12-14 Sarah H. Q. Li , Yue Yu , Daniel Calderone , Lillian Ratliff , Behcet Acikmese

Mean field games (MFGs) offer a powerful framework for modeling large-scale multi-agent systems. This paper addresses MFGs formulated in continuous time with discrete state spaces, where agents' dynamics are governed by continuous-time…

Computer Science and Game Theory · Computer Science 2026-02-27 Yannick Eich , Christian Fabian , Kai Cui , Heinz Koeppl

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

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

In this paper, we study a routing and travel-mode choice problem for mobility systems with a multimodal transportation network as a ``mobility game" with coupled action sets. We develop a game-theoretic framework to study the impact on…

Computer Science and Game Theory · Computer Science 2022-12-15 Ioannis Vasileios Chremos , Andreas A. Malikopoulos

We are interested in the study of stochastic games for which each player faces an optimal stopping problem. In our setting, the players may interact through the criterion to optimise as well as through their dynamics. After briefly…

Probability · Mathematics 2025-09-03 Dylan Possamaï , Mehdi Talbi

In this paper, we consider discrete-time dynamic games of the mean-field type with a finite number $N$ of agents subject to an infinite-horizon discounted-cost optimality criterion. The state space of each agent is a locally compact Polish…

Systems and Control · Computer Science 2017-01-17 Naci Saldi , Tamer Başar , Maxim Raginsky

We introduce an atomic congestion game with two types of agents, cars and trucks, to model the traffic flow on a road over various time intervals of the day. Cars maximize their utility by finding a trade-off between the time they choose to…

Computer Science and Game Theory · Computer Science 2014-01-22 Farhad Farokhi , Karl H. Johansson
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