Related papers: Linear Quadratic Graphon Field Games
Mean field games with a major player were introduced in (Huang, 2010) within a linear-quadratic (LQ) modeling framework. Due to the rich structure of major-minor player models, the past ten years have seen significant research efforts for…
Game theory is playing more and more important roles in understanding complex systems and in investigating intelligent machines with various uncertainties. As a starting point, we consider the classical two-player zero-sum linear-quadratic…
Mean field games (MFGs) tractably model behavior in large agent populations. The literature on learning MFG equilibria typically focuses on finding Nash equilibria (NE), which assume perfectly rational agents and are hence implausible in…
Network Creation Games(NCGs) model the creation of decentralized communication networks like the Internet. In such games strategic agents corresponding to network nodes selfishly decide with whom to connect to optimize some objective…
This paper investigates mean field games and control on sparse networks. In the case of large expander graphs, the limit topologies are analyzed using the graphexon framework, which characterizes both dense network limits and sparse…
This paper studies the limits of empirical means of open-loop Nash equilibria of linear-quadratic stochastic differential games as the number of players goes to infinity, when the corresponding mean field game is of potential type and may…
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)…
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…
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…
Motivated by recent works addressing adversarial attacks on deep reinforcement learning, a deception attack on linear quadratic Gaussian control is studied in this paper. In the considered attack model, the adversary can manipulate the…
Graphons are infinite-dimensional objects that represent the limit of convergent sequences of graphs as their number of nodes goes to infinity. This paper derives a theory of graphon signal processing centered on the notions of graphon…
Security games model strategic interactions in adversarial real-world applications. Such applications often involve extremely large but highly structured strategy sets (e.g., selecting a distribution over all patrol routes in a given…
Mean field game theory has been developed largely following two routes. One of them, called the direct approach, starts by solving a large-scale game and next derives a set of limiting equations as the population size tends to infinity. The…
Graph neural networks (GNNs) are learning architectures that rely on knowledge of the graph structure to generate meaningful representations of large-scale network data. GNN stability is thus important as in real-world scenarios there are…
For any two-by-two game $\G$, we define a new two-player game $\G^Q$. The definition is motivated by a vision of players in game $\G$ communicating via quantum technology according to a certain standard protocol originally introduced by…
This paper is concerned with a new class of mean-field games which involve a finite number of agents. Necessary and sufficient conditions are obtained for the existence of the decentralized open-loop Nash equilibrium in terms of…
Motivated by mean-field games (MFG) with common noise on the one hand and pathwise stochastic control theory on the other, we formulate here a linear-quadratic (LQ) MFG with rough common noise, along with a satisfactory well-posedness…
Mean field games were introduced independently by J-M. Lasry and P-L. Lions, and by M. Huang, R.P. Malham\'e and P. E. Caines, in order to bring a new approach to optimization problems with a large number of interacting agents. The…
In this paper, we study graphon mean field games using a system of forward-backward stochastic differential equations. We establish the existence and uniqueness of solutions under two different assumptions and prove the stability with…
In a graphical game agents play with their neighbors on a graph to achieve an appropriate state of equilibrium. Here relevant problems are characterizing the equilibrium set and discovering efficient algorithms to find such an equilibrium…