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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…

Probability · Mathematics 2012-10-23 Rene Carmona , Francois Delarue

Effective teams are crucial for organisations, especially in environments that require teams to be constantly created and dismantled, such as software development, scientific experiments, crowd-sourcing, or the classroom. Key factors…

Artificial Intelligence · Computer Science 2017-02-28 Ewa Andrejczuk , Juan A. Rodriguez-Aguilar , Carme Roig , Carles Sierra

We present a multi-agent and mean-field formulation of a game between investors who receive private signals informing their investment decisions and who interact through relative performance concerns. A key tool in our model is a Poisson…

Optimization and Control · Mathematics 2026-03-03 Peter Bank , Gemma Sedrakjan

The non-scientific event of a soccer match is analysed on a strictly scientific level. The analysis is based on the recently introduced concept of a team fitness (Eur. Phys. J. B 67, 445, 2009) and requires the use of finite-size scaling. A…

Data Analysis, Statistics and Probability · Physics 2010-03-03 Andreas Heuer , Christian Mueller , Oliver Rubner

The latest developments in AI focus on agentic systems where artificial and human agents cooperate to realize global goals. An example is collaborative learning, which aims to train a global model based on data from individual agents. A…

Computer Science and Game Theory · Computer Science 2025-08-20 Björn Filter , Ralf Möller , Özgür Lütfü Özçep

Federated learning is a setting where agents, each with access to their own data source, combine models from local data to create a global model. If agents are drawing their data from different distributions, though, federated learning…

Computer Science and Game Theory · Computer Science 2020-12-18 Kate Donahue , Jon Kleinberg

We study the notion of efficiency for cooperative games on simplicial complexes. In such games, the grand coalition $[n]$ may be forbidden, and, thus, it is a non-trivial problem to study the total number of payoff $v_{\Delta}$ of a…

Combinatorics · Mathematics 2020-01-22 Ivan Martino

In multiparty multiobjective optimization problems, solution sets are usually evaluated using classical performance metrics, aggregated across DMs. However, such mean-based evaluations may be unfair by favoring certain parties, as they…

Neural and Evolutionary Computing · Computer Science 2026-02-02 Zifan Zhao , Peilan Xu , Wenjian Luo

We construct Nash-equilibria in mean-field portfolio games of optimal investment and hedging under relative performance concerns with exponential (CARA) utility preferences. Common noise dynamics are modeled by integer-valued random…

Optimization and Control · Mathematics 2026-01-08 Dirk Becherer , Stefanie Hesse

A matching game is a cooperative profit game defined on an edge-weighted graph, where the players are the vertices and the profit of a coalition is the maximum weight of matchings in the subgraph induced by the coalition. A population…

Computer Science and Game Theory · Computer Science 2021-05-04 Han Xiao , Qizhi Fang

Properly coordinating cooperation is relevant for resolving public good problems such as clean energy and environmental protection. However, little is known about how individuals can coordinate themselves for a certain level of cooperation…

Physics and Society · Physics 2016-04-26 Tatsuya Sasaki , Satoshi Uchida

An important class of game-theoretic incentive mechanisms for eliciting effort from a crowd are the peer based mechanisms, in which workers are paid by matching their answers with one another. The other classic mechanism is to have the…

Computer Science and Game Theory · Computer Science 2018-11-16 Naman Goel , Boi Faltings

This paper investigates a robust incentive Stackelberg stochastic differential game problem for a linear-quadratic mean field system, where the model uncertainty appears in the drift term of the leader's state equation. Moreover, both the…

Optimization and Control · Mathematics 2026-03-31 Na Xiang , Jingtao Shi

We provide, to the best of our knowledge, the first computational study of extensive-form adversarial team games. These games are sequential, zero-sum games in which a team of players, sharing the same utility function, faces an adversary.…

Artificial Intelligence · Computer Science 2017-11-21 Andrea Celli , Nicola Gatti

Agents often have individual goals which depend on a group's actions. If agents trust a forecast of collective action and adapt strategically, such prediction can influence outcomes non-trivially, resulting in a form of performative…

Machine Learning · Computer Science 2025-02-18 António Góis , Mehrnaz Mofakhami , Fernando P. Santos , Gauthier Gidel , Simon Lacoste-Julien

We consider a class of optimal control problems that arise in connection with optimal advertising under uncertainty. Two main features appear in the model: a delay in the control variable driving the state dynamics; a mean-field term both…

Optimization and Control · Mathematics 2024-03-04 Michele Ricciardi , Mauro Rosestolato

Institutions can provide incentives to increase cooperation behaviour in a population where this behaviour is infrequent. This process is costly, and it is thus important to optimize the overall spending. This problem can be mathematically…

Optimization and Control · Mathematics 2021-11-17 Manh Hong Duong , The Anh Han

An extensive literature in economics and social science addresses contests, in which players compete to outperform each other on some measurable criterion, often referred to as a player's score, or output. Players incur costs that are an…

Computer Science and Game Theory · Computer Science 2013-08-01 Leslie Ann Goldberg , Paul W. Goldberg , Piotr Krysta , Carmine Ventre

This paper proposes a multiscale method for solving the numerical solution of mean field games which accelerates the convergence and addresses the problem of determining the initial guess. Starting from an approximate solution at the…

Numerical Analysis · Mathematics 2022-01-11 Haoya Li , Yuwei Fan , Lexing Ying

The paper discusses the strategy-proofness of sports tournaments with multiple group stages, where the results of matches already played in the previous round against teams in the same group are carried over. These tournaments, widely used…

Physics and Society · Physics 2023-02-24 László Csató
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