Related papers: Model Predictive Mean Field Games for Controlling …
Mean Field Games (MFGs) provide a principled framework for modelling interactions in large population systems. However, algorithmic progress has been limited since model-free methods are high variance and exact methods scale poorly. Recent…
Mean field games are studied by means of the weak formulation of stochastic optimal control. This approach allows the mean field interactions to enter through both state and control processes and take a form which is general enough to…
Multi-agent deep reinforcement learning makes optimal decisions dependent on system states observed by agents, but any uncertainty on the observations may mislead agents to take wrong actions. The Mean-Field Actor-Critic reinforcement…
In this paper the extended model of Minority game (MG), incorporating variable number of agents and therefore called Grand Canonical, is used for prediction. We proved that the best MG-based predictor is constituted by a tremendously…
In this paper, we address linear-quadratic-Gaussian (LQG) risk-sensitive mean field games (MFGs) with common noise. In this framework agents are exposed to a common noise and aim to minimize an exponential cost functional that reflects…
We consider deterministic Mean Field Games (MFG) in all Euclidean space with a cost functional continuous with respect to the distribution of the agents and attaining its minima in a compact set. We first show that the static MFG with such…
We explore the problem of imitation learning (IL) in the context of mean-field games (MFGs), where the goal is to imitate the behavior of a population of agents following a Nash equilibrium policy according to some unknown payoff function.…
The theory of Mean-Field Games is interested in the behaviour of interacting particle systems in which the individual interaction between particles (players) decreases as the size of the population increases. In recent years, it was…
The analysis and control of large-population systems is of great interest to diverse areas of research and engineering, ranging from epidemiology over robotic swarms to economics and finance. An increasingly popular and effective approach…
Mean field games are concerned with the limit of large-population stochastic differential games where the agents interact through their empirical distribution. In the classical setting, the number of players is large but fixed throughout…
In this paper we model the role of a government of a large population as a mean field optimal control problem. Such control problems are constrainted by a PDE of continuity-type, governing the dynamics of the probability distribution of the…
In this work, we present an application of the probabilistic weak formulation of mean field games (MFG) for modeling liquidity pools in a constant product automated market maker (AMM) protocol in the context of decentralized finance. Our…
We propose a distributed model predictive control (MPC) framework for coordinating heterogeneous, nonlinear multi-agent systems under individual and coupling constraints. The cooperative task is encoded as a shared objective function…
In this paper, we study the long-time behavior of mean field game (MFG) systems influenced by a common noise. While classical results establish the convergence of deterministic MFG towards stationary solutions under suitable monotonicity…
The mean field games (MFG) theory has broad application in mathematical modeling of social phenomena. The Mean Field Games System (MFGS) is the key to the MFG theory. This is a system of two nonlinear parabolic partial differential…
We consider discrete-time stationary mean field games (MFG) with unknown dynamics and design algorithms for finding the equilibrium with finite-time complexity guarantees. Prior solutions to the problem assume either the contraction of a…
We consider a model that demonstrates the crucial role of inertia and stickiness in multi-agent systems, based on the Minority Game (MG). The inertia of an agent is introduced into the game model by allowing agents to apply hypothesis…
We present a dynamical theory of a multi-agent market game, the so-called Minority Game (MG), based on crowds and anticrowds. The time-averaged version of the dynamical equations provides a quantitatively accurate, yet intuitively simple,…
This paper investigates a novel class of mean field games involving a major agent and numerous minor agents, where the agents' functionals are recursive with nonlinear backward stochastic differential equation (BSDE) representations. We…
In the Minority, Majority and Dollar Games (MG, MAJG, $G), synthetic agents compete for rewards, at each time-step acting in accord with the previously best-performing of their limited sets of strategies. Different components and/or aspects…