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We propose a mean field game (MFG) framework to model the evolution of renewable energy production in competitive electricity markets. Producers interact through the spot price while optimising their profits under production, installation,…

Optimization and Control · Mathematics 2026-03-25 Luciano Campi , Zhuoshu Wu

In this work, we consider a novel inverse problem in mean-field games (MFG). We aim to recover the MFG model parameters that govern the underlying interactions among the population based on a limited set of noisy partial observations of the…

Numerical Analysis · Mathematics 2022-04-12 Yat Tin Chow , Samy Wu Fung , Siting Liu , Levon Nurbekyan , Stanley Osher

Mean Field Games (MFG) theory describes strategic interactions in differential games with a large number of small and indistinguishable players. Traditionally, the players' control impacts only the drift term in the system's dynamics,…

Analysis of PDEs · Mathematics 2024-07-31 Vincenzo Ignazio , Michele Ricciardi

Mean Field Games (MFG) have been introduced to tackle games with a large number of competing players. Considering the limit when the number of players is infinite, Nash equilibria are studied by considering the interaction of a typical…

Optimization and Control · Mathematics 2021-06-14 Mathieu Lauriere

The intersection of Mean Field Games (MFGs) and Reinforcement Learning (RL) has fostered a growing family of algorithms designed to solve large-scale multi-agent systems. However, the field currently lacks a standardized evaluation…

Machine Learning · Computer Science 2026-02-16 Lorenzo Magnino , Jiacheng Shen , Matthieu Geist , Olivier Pietquin , Mathieu Laurière

A mean-field selective optimal control problem of multipopulation dynamics via transient leadership is considered. The agents in the system are described by their spatial position and their probability of belonging to a certain population.…

Optimization and Control · Mathematics 2021-06-15 Giacomo Albi , Stefano Almi , Marco Morandotti , Francesco Solombrino

Mean Field Games (MFG) are the class of games with a very large number of agents and the standard equilibrium concept is a Mean Field Equilibrium (MFE). Algorithms for learning MFE in dynamic MFGs are unknown in general. Our focus is on an…

Optimization and Control · Mathematics 2021-02-02 Kiyeob Lee , Desik Rengarajan , Dileep Kalathil , Srinivas Shakkottai

In this paper the optimal control of alignment models composed by a large number of agents is investigated in presence of a selective action of a controller, acting in order to enhance consensus. Two types of selective controls have been…

Optimization and Control · Mathematics 2016-10-06 Giacomo Albi , Lorenzo Pareschi

Mean field theory provides an effective way of scaling multiagent reinforcement learning algorithms to environments with many agents that can be abstracted by a virtual mean agent. In this paper, we extend mean field multiagent algorithms…

Multiagent Systems · Computer Science 2022-06-22 Sriram Ganapathi Subramanian , Pascal Poupart , Matthew E. Taylor , Nidhi Hegde

Mean-Field Games are games with a continuum of players that incorporate the time-dimension through a control-theoretic approach. Recently, simpler approaches relying on the Best Reply Strategy have been proposed. They assume that the agents…

Optimization and Control · Mathematics 2014-12-24 Pierre Degond , Michael Herty , Jian-Guo Liu

Existing multi-agent reinforcement learning methods are limited typically to a small number of agents. When the agent number increases largely, the learning becomes intractable due to the curse of the dimensionality and the exponential…

Multiagent Systems · Computer Science 2020-12-16 Yaodong Yang , Rui Luo , Minne Li , Ming Zhou , Weinan Zhang , Jun Wang

Mean field games and controls involve guiding the behavior of large populations of interacting agents, where each individual's influence on the group is negligible but collectively impacts overall dynamics. Hybrid systems integrate…

Optimization and Control · Mathematics 2024-12-17 Tejaswi K. C. , Taeyoung Lee

Many applications involving multi-agent systems require fulfilling safety constraints. Control barrier functions offer a systematic framework to enforce forward invariance of safety sets. Recent work extended this paradigm to mean-field…

Systems and Control · Electrical Eng. & Systems 2026-03-20 Cinzia Tomaselli , Gian Carlo Maffettone , Samy Wu Fung , Levon Nurbekyan , Mario di Bernardo

The Mean-Field approximation is a tractable approach for studying large population dynamics. However, its assumption on homogeneity and universal connections among all agents limits its applicability in many real-world scenarios.…

Computer Science and Game Theory · Computer Science 2023-10-26 Peihan Huo , Oscar Peralta , Junyu Guo , Qiaomin Xie , Andreea Minca

Macroeconomic outcomes emerge from individuals' decisions, making it essential to model how agents interact with macro policy via consumption, investment, and labor choices. We formulate this as a dynamic Stackelberg game: the government…

Theoretical Economics · Economics 2025-06-03 Qirui Mi , Zhiyu Zhao , Chengdong Ma , Siyu Xia , Yan Song , Mengyue Yang , Jun Wang , Haifeng Zhang

This paper presents a general mean-field game (GMFG) framework for simultaneous learning and decision-making in stochastic games with a large population. It first establishes the existence of a unique Nash Equilibrium to this GMFG, and…

Machine Learning · Computer Science 2023-01-05 Xin Guo , Anran Hu , Renyuan Xu , Junzi Zhang

The Parallel Minority Game (PMG) is a synchronous adaptive multi-agent model that exhibits active-absorbing transitions characteristic of non-equilibrium statistical systems. We perform a comprehensive numerical study of the PMG under two…

Statistical Mechanics · Physics 2026-01-29 Aryan Tyagi , Soumyajyoti Biswas , Anirban Chakraborti

Collaborative multi-agent robotic systems where agents coordinate by modifying a shared environment often result in undesired dynamical couplings that complicate the analysis and experiments when solving a specific problem or task.…

Robotics · Computer Science 2022-03-10 Daniel Jarne Ornia , Pedro J Zufiria , Manuel Mazo

The field of multi-agent reinforcement learning (MARL) has made considerable progress towards controlling challenging multi-agent systems by employing various learning methods. Numerous of these approaches focus on empirical and algorithmic…

Multiagent Systems · Computer Science 2022-09-09 Christian Fabian , Kai Cui , Heinz Koeppl

In many stochastic games stemming from financial models, the environment evolves with latent factors and there may be common noise across agents' states. Two classic examples are: (i) multi-agent trading on electronic exchanges, and (ii)…

Optimization and Control · Mathematics 2019-07-24 Dena Firoozi , Peter E. Caines , Sebastian Jaimungal