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Multiplayer games with selfish agents naturally occur in the design of distributed and embedded systems. As the goals of selfish agents are usually neither equivalent nor antagonistic to each other, such games are non zero-sum games. We…

Computer Science and Game Theory · Computer Science 2012-12-19 Thomas Brihaye , Julie De Pril , Sven Schewe

Methods like multi-agent reinforcement learning struggle to scale with growing population size. Mean-field games (MFGs) are a game-theoretic approach that can circumvent this by finding a solution for an abstract infinite population, which…

Multiagent Systems · Computer Science 2025-12-23 Patrick Benjamin , Alessandro Abate

We study the problem of achieving decentralized coordination by a group of strategic decision makers choosing to engage or not in a task in a stochastic setting. First, we define a class of symmetric utility games that encompass a broad…

Systems and Control · Electrical Eng. & Systems 2023-04-05 Marcos M. Vasconcelos , Behrouz Touri

We study the mean field game problem for a nervous system consisting of a large number of neurons with mean-field interaction. In this system, each neuron can modulate its spiking activity by controlling its membrane potential to…

Optimization and Control · Mathematics 2024-12-18 Lijun Bo , Dongfang Yang , Shihua Wang

We develop a convex analysis approach for solving LQG optimal control problems and apply it to major-minor (MM) LQG mean-field game (MFG) systems. The approach retrieves the best response strategies for the major agent and all minor agents…

Systems and Control · Computer Science 2020-06-15 Dena Firoozi , Sebastian Jaimungal , Peter E. Caines

Multi-agent reinforcement learning is a challenging and active field of research due to the inherent nonstationary property and coupling between agents. A popular approach to modeling the multi-agent interactions underlying the multi-agent…

Multiagent Systems · Computer Science 2025-10-07 Jushan Chen , Santiago Paternain

In this article, we consider mean field games between a dominating player and a group of representative agents, each of which acts similarly and also interacts with each other through a mean field term being substantially influenced by the…

Optimization and Control · Mathematics 2014-07-28 Alain Bensoussan , Michael Chau , Phillip Yam

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…

Optimization and Control · Mathematics 2025-02-19 Rama Cont , Anran Hu

In the context of large population symmetric games, approximate Nash equilibria are introduced through equilibrium solutions of the corresponding mean field game in the sense that the individual gain from optimal unilateral deviation under…

Computer Science and Game Theory · Computer Science 2026-01-30 Mao Fabrice Djete , Nizar Touzi

In this paper, we consider a mean field game model inspired by crowd motion in which several interacting populations evolving in $\mathbb R^d$ aim at reaching given target sets in minimal time. The movement of each agent is described by a…

Optimization and Control · Mathematics 2022-08-16 Saeed Sadeghi Arjmand , Guilherme Mazanti

In this paper, we study deterministic mean field games for agents who operate in a bounded domain. In this case, the existence and uniqueness of Nash equilibria cannot be deduced as for unrestricted state space because, for a large set of…

Optimization and Control · Mathematics 2017-11-07 Piermarco Cannarsa , Rossana Capuani

Many large-scale platforms and networked control systems have a centralized decision maker interacting with a massive population of agents under strict observability constraints. Motivated by such applications, we study a cooperative Markov…

Multiagent Systems · Computer Science 2026-05-12 Emile Anand , Ishani Karmarkar

In a situation of moral hazard, this paper investigates the problem of Principal with $n$ Agents when the number of Agents $n$ goes to infinity. There is competition between the Agents expressed by the fact that they optimize their utility…

Optimization and Control · Mathematics 2023-09-06 Mao Fabrice Djete

This paper is concerned with an indefinite linear-quadratic mean field games of stochastic large-population system, where the individual diffusion coefficients can depend on both the state and the control of the agents. Moreover, the…

Optimization and Control · Mathematics 2024-07-01 Wenyu Cong , Jingtao Shi

Reinforcement learning is a powerful tool to learn the optimal policy of possibly multiple agents by interacting with the environment. As the number of agents grow to be very large, the system can be approximated by a mean-field problem.…

Optimization and Control · Mathematics 2020-08-18 Weichen Wang , Jiequn Han , Zhuoran Yang , Zhaoran Wang

In this article, we employ an input-output approach to expand the study of cooperative multi-agent control and optimization problems characterized by mean-field interactions that admit decentralized and selfish solutions. The setting…

Optimization and Control · Mathematics 2025-10-02 Vivek Khatana , Duo Wang , Petros Voulgaris , Nicola Elia , Naira Hovakimyan

We propose and analyze a framework for discrete-time robust mean-field control problems under common noise uncertainty. In this framework, the mean-field interaction describes the collective behavior of infinitely many cooperative agents'…

Optimization and Control · Mathematics 2025-11-07 Mathieu Laurière , Ariel Neufeld , Kyunghyun Park

In this paper, the consensus problems of the continuous-time integrator systems under noisy measurements are considered. The measurement noises, which appear when agents measure their neighbors' states, are modeled to be multiplicative. By…

Optimization and Control · Mathematics 2013-04-22 Yuan-Hua Ni , Xun Li

In this article, we introduce a new class of entropy-penalized robust mean field game problems in which the representative agent is opposed to Nature. The agent's objective is formulated as a min-max stochastic control problem, in which…

Optimization and Control · Mathematics 2026-03-27 François Delarue , Pierre Lavigne

We propose a reinforcement learning algorithm for stationary mean-field games, where the goal is to learn a pair of mean-field state and stationary policy that constitutes the Nash equilibrium. When viewing the mean-field state and the…

Machine Learning · Computer Science 2020-10-12 Qiaomin Xie , Zhuoran Yang , Zhaoran Wang , Andreea Minca
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