Related papers: Semi-Explicit Solutions to some Non-Linear Non-Qua…
The purpose of this paper is to provide a complete probabilistic analysis of a large class of stochastic differential games for which the interaction between the players is of mean-field type. We implement the Mean-Field Games strategy…
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…
In this paper, we use mean field games (MFGs) to investigate approximations of $N$-player games with uniformly symmetrically continuous heterogeneous closed-loop actions. To incorporate agents' risk aversion (beyond the classical expected…
Here, we consider numerical methods for stationary mean-field games (MFG) and investigate two classes of algorithms. The first one is a gradient-flow method based on the variational characterization of certain MFG. The second one uses…
We analyze a fractional mean field game of controls system, showing existence of solutions when the order of the fractional Laplacian is $s\in(\frac{1}{2},1)$. Here the running cost depends on the distribution $\mu$ of not only the states…
H\"older stability estimate and uniqueness are proven for a retrospective problem of Mean Field Games with a non-quadratic Hamiltonian. The previous result was only for the quadratic Hamiltonian. The main tool is the apparatus of Carleman…
We present a simulation-based approach for solution of mean field games (MFGs), using the framework of empirical game-theoretical analysis (EGTA). Our primary method employs a version of the double oracle, iteratively adding strategies…
In a mean field game of controls, players seek to minimize a cost that depends on the joint distribution of players' states and controls. We consider an ergodic problem for second-order mean field games of controls with state constraints,…
We introduce a fully discrete scheme to solve a class of high-dimensional Mean Field Games systems. Our approach couples semi-Lagrangian (SL) time discretizations with Tensor-Train (TT) decompositions to tame the curse of dimensionality. By…
We discuss a non-equilibrium dynamical mean-field framework for simulating inhomogeneous Hubbard models with local disorders. Our approach treats electron interactions and disorders on equal footing, by considering only local dynamical…
This paper presents a novel data-driven approach for approximating the $\varepsilon$-Nash equilibrium in continuous-time linear quadratic Gaussian (LQG) games, where multiple agents interact with each other through their dynamics and…
Motivated by recent developments in mean-field games in ecology, in this paper we introduce a connection between the best response dynamics in evolutionary game theory, the minimization of the highest income of a game, and minimizing…
We investigate mean field game systems under invariance conditions for the state space, otherwise called {\it viability conditions} for the controlled dynamics. First we analyze separately the Hamilton-Jacobi and the Fokker-Planck…
A new class of projected dynamical systems of third order is investigated for quasi (parametric) variational inequalities in which the convex set in the classical variational inequality also depends upon the solution explicitly or…
In this paper we study evolutive first order Mean Field Games in the Heisenberg group; each agent can move in the whole space but it has to follow "horizontal" trajectories which are given in terms of the vector fields generating the group…
We provide an alternative approach to the existence of solutions to dynamic programming equations arising in the discrete game-theoretic interpretations for various nonlinear partial differential equations including the infinity Laplacian,…
This paper proposes a new mathematical paradigm to analyze discrete-time mean-field games. It is shown that finding Nash equilibrium solutions for a general class of discrete-time mean-field games is equivalent to solving an optimization…
In this paper, we prove the existence of classical solutions for time dependent mean-field games with a logarithmic nonlinearity and subquadratic Hamiltonians. Because the logarithm is unbounded from below, this nonlinearity poses…
An optimal control problem is studied for a linear mean-field stochastic differential equation with a quadratic cost functional. The coefficients and the weighting matrices in the cost functional are all assumed to be deterministic.…
In this work we discuss an Mean Field Games approach to traffic management on multi-lane roads. Such approach is particularly indicated to model self driven vehicles with perfect information of the domain. The mathematical interest of the…