Related papers: Linearly-Solvable Mean-Field Approximation for Mul…
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,…
In this work, we systematically investigate mean field games and mean field type control problems with multiple populations using a coupled system of forward-backward stochastic differential equations of McKean-Vlasov type stemming from…
This paper proposes and studies a class of discrete-time finite-time-horizon Stackelberg mean-field games, with one leader and an infinite number of identical and indistinguishable followers. In this game, the objective of the leader is to…
This study investigates an adaptive pricing scheme aimed at achieving an efficient state in a traffic congestion game characterized by a diverse population of road users. While the planner possesses knowledge of players' preferences, their…
A multiclass queue with many servers is considered, where customers make a join-or-leave decision upon arrival based on queue length information, without knowing the scheduling policy or the state of other queues. A game theoretic…
Establishing the existence of Nash equilibria for partially observed stochastic dynamic games is known to be quite challenging, with the difficulties stemming from the noisy nature of the measurements available to individual players…
One of the primary challenges in urban autonomous vehicle decision-making and planning lies in effectively managing intricate interactions with diverse traffic participants characterized by unpredictable movement patterns. Additionally,…
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)…
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…
This paper presents a game theoretic formulation of a graph traversal problem, with applications to robots moving through hazardous environments in the presence of an adversary, as in military and security scenarios. The blue team of robots…
We address in this paper Reinforcement Learning (RL) among agents that are grouped into teams such that there is cooperation within each team but general-sum (non-zero sum) competition across different teams. To develop an RL method that…
We present a new combined \textit{mean field control game} (MFCG) problem which can be interpreted as a competitive game between collaborating groups and its solution as a Nash equilibrium between groups. Players coordinate their strategies…
We study multi-strategies in multiplayer reachability games played on finite graphs. A multi-strategy prescribes a set of possible actions, instead of a single action as usual strategies: it represents a set of all strategies that are…
In this paper, we propose a multi-player extension of the minimum cost flow problem inspired by a transportation problem that arises in modern transportation industry. We associate one player with each arc of a directed network, each trying…
We study the convergence of Nash equilibria in a game of optimal stopping. If the associated mean field game has a unique equilibrium, any sequence of $n$-player equilibria converges to it as $n\to\infty$. However, both the finite and…
Building upon the results in [Hinterm\"uller et al., SIAM J. Optim, '15], generalized Nash equilibrium problems are considered, in which the feasible set of each player is influenced by the decisions of their competitors. This is realized…
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…
In this paper, the problem of finding a Nash equilibrium of a multi-player game is considered. The players are only aware of their own cost functions as well as the action space of all players. We develop a relatively fast algorithm within…
This paper studies the connection between a class of mean-field games and a social welfare optimization problem. We consider a mean-field game in function spaces with a large population of agents, and each agent seeks to minimize an…
We consider a class of multi-robot motion planning problems where each robot is associated with multiple objectives and decoupled task specifications. The problems are formulated as an open-loop non-cooperative differential game. A…