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In this paper, we study the well-posedness (existence and uniqueness) of the Master Equation of Mean Field Games under invariance-type conditions, otherwise known as viability conditions for the controlled dynamics. The interior regularity…
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…
In the context of simple finite-state discrete time systems, we introduce a generalization of mean field game solution, called correlated solution, which can be seen as the mean field game analogue of a correlated equilibrium. Our notion of…
This paper considers a class of mean field linear-quadratic-Gaussian (LQG) games with model uncertainty. The drift term in the dynamics of the agents contains a common unknown function. We take a robust optimization approach where a…
Realistic effective interparticle interactions of quantum many-body systems are widely seen as being short-range. However, the rigorous mathematical analysis of this type of model turns out to be extremely difficult, in general, with many…
In this work we discuss an Mean Field Games approach to traffic management on multi-lane roads. Such approach is particularly indicated to model self driven vehicles with perfect information of the domain. The mathematical interest of the…
We develop a convex analysis approach for solving LQG optimal control problems and apply it to major-minor (MM) LQG mean-field game (MFG) systems. The approach retrieves the best response strategies for the major agent and all minor agents…
We study a class of stochastic dynamic games that exhibit strategic complementarities between players; formally, in the games we consider, the payoff of a player has increasing differences between her own state and the empirical…
This paper establishes the existence of equilibria result of a class of mean field games with singular controls. The interaction takes place through both states and controls. A relaxed solution approach is used. To circumvent the tightness…
Mean-field games arise in various fields including economics, engineering, and machine learning. They study strategic decision making in large populations where the individuals interact via certain mean-field quantities. The ground metrics…
We establish a connection between federated learning, a concept from machine learning, and mean-field games, a concept from game theory and control theory. In this analogy, the local federated learners are considered as the players and the…
We develop a probabilistic approach to continuous-time finite state mean field games. Based on an alternative description of continuous-time Markov chain by means of semimartingale and the weak formulation of stochastic optimal control, our…
This paper is concerned with a class of linear-quadratic stochastic large-population problems with partial information, where the individual agent only has access to a noisy observation process related to the state. The dynamics of each…
We analyze a system of partial differential equations that model a potential mean field game of controls, briefly MFGC. Such a game describes the interaction of infinitely many negligible players competing to optimize a personal value…
In this article we study the well-posedness of the Master Equation of Mean Field Games in a framework of Neumann boundary condition. The definition of solution is closely related to the classical one of the Mean Field Games system, but the…
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…
Relationships between general long-range interacting classical systems on a lattice and the corresponding mean-field models (infinitely long-range interacting models) are investigated. We study systems in arbitrary dimension d for periodic…
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…
While the general theory for the terminal-initial value problem for mean-field games (MFGs) has achieved a substantial progress, the corresponding forward-forward problem is still poorly understood - even in the one-dimensional setting.…
We consider mean field games with discrete state spaces (called discrete mean field games in the following) and we analyze these games in continuous and discrete time, over finite as well as infinite time horizons. We prove the existence of…