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In this paper we consider extended stationary mean field games, that is mean-field games which depend on the velocity field of the players. We prove various a-priori estimates which generalize the results for quasi-variational mean field…

Analysis of PDEs · Mathematics 2013-05-14 Diogo A. Gomes , Stefania Patrizi , Vardan Voskanyan

In this paper, we consider a class of mean field games in which the optimal strategy of a representative agent depends on the statistical distribution of the states and controls. We prove some existence results for the forward-backward…

Analysis of PDEs · Mathematics 2020-07-13 Z Kobeissi

Stochastic games provide a framework for interactions among multiple agents and enable a myriad of applications. In these games, agents decide on actions simultaneously, the state of every agent moves to the next state, and each agent…

Machine Learning · Computer Science 2019-10-10 Mridul Agarwal , Vaneet Aggarwal , Arnob Ghosh , Nilay Tiwari

We present a new tool for the study of multiplayer stochastic games, namely the modified game, which is a normal-form game that depends on the discount factor, the initial state, and for every player a partition of the set of states and a…

Probability · Mathematics 2017-03-14 Eilon Solan

The planning domain has experienced increased interest in the formal synthesis of decision-making policies. This formal synthesis typically entails finding a policy which satisfies formal specifications in the form of some well-defined…

Artificial Intelligence · Computer Science 2021-11-30 George K. Atia , Andre Beckus , Ismail Alkhouri , Alvaro Velasquez

We consider stochastic differential games with a large number of players, with the aim of quantifying the gap between closed-loop, open-loop and distributed equilibria. We show that, under two different semi-monotonicity conditions, the…

Probability · Mathematics 2025-05-06 Marco Cirant , Joe Jackson , Davide Francesco Redaelli

In this paper we examine fully nonlinear mean-field games associated with a minimization problem. The variational setting is driven by a functional depending on its argument through its Hessian matrix. We work under fairly natural…

Analysis of PDEs · Mathematics 2020-10-30 Pêdra D. S. Andrade , Edgard A. Pimentel

This paper presents a new condition for the existence of optimal stationary policies in average-cost continuous-time Markov decision processes with unbounded cost and transition rates, arising from controlled queueing systems. This…

Optimization and Control · Mathematics 2015-04-23 Cao Ping , Xie Jingui

This work introduces a new general approach for the numerical analysis of stable equilibria to second order mean field games systems in cases where the uniqueness of solutions may fail. For the sake of simplicity, we focus on a simple…

Analysis of PDEs · Mathematics 2024-10-30 Jules Berry , Olivier Ley , Francisco J Silva

We consider zero-sum stochastic games for continuous time Markov decision processes with risk-sensitive average cost criterion. Here the transition and cost rates may be unbounded. We prove the existence of the value of the game and a…

Optimization and Control · Mathematics 2021-09-21 Mrinal K. Ghosh , Subrata Golui , Chandan Pal , Somnath Pradhan

This paper deals with N-person nonzero-sum discrete-time Markov games under a probability criterion, in which the transition probabilities and reward functions are allowed to vary with time. Differing from the existing works on the expected…

Probability · Mathematics 2025-05-16 Xin Guo , Xin Wen

We consider two-player stochastic games played on a finite graph for infinitely many rounds. Stochastic games generalize both Markov decision processes (MDP) by adding an adversary player, and two-player deterministic games by adding…

Computer Science and Game Theory · Computer Science 2022-02-28 Laurent Doyen

We consider a system of mean field games with local coupling in the deterministic limit. Under general structure conditions on the Hamiltonian and coupling, we prove existence and uniqueness of the weak solution, characterizing this…

Optimization and Control · Mathematics 2014-01-09 Pierre Cardaliaguet , Philip Jameson Graber

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

This paper is devoted to finite horizon deterministic mean field games in which the state space is a network. The agents control their velocity, and when they occupy a vertex, they can enter into any incident edge. The running and terminal…

Optimization and Control · Mathematics 2023-11-21 Yves Achdou , Paola Mannucci , Claudio Marchi , Nicoletta Tchou

We provide an abstract framework for submodular mean field games and identify verifiable sufficient conditions that allow to prove existence and approximation of strong mean field equilibria in models where data may not be continuous with…

Optimization and Control · Mathematics 2022-01-21 Jodi Dianetti , Giorgio Ferrari , Markus Fischer , Max Nendel

Markov decision processes (MDPs) are standard models for probabilistic systems with non-deterministic behaviours. Mean payoff (or long-run average reward) provides a mathematically elegant formalism to express performance related…

Performance · Computer Science 2017-09-08 Jan Křetínský , Tobias Meggendorfer

We study a model of competition among nomadic agents for time-varying and location-specific resources, arising in crowd-sourced transportation services, online communities, and traditional location-based economic activity. This model…

Computer Science and Game Theory · Computer Science 2018-08-17 Pu Yang , Krishnamurthy Iyer , Peter Frazier

The paper is concerned with the deterministic limit of mean field games with the nonlocal coupling. It is assumed that the dynamics of mean field games are given by nonlinear Markov processes. This type of games includes stochastic mean…

Optimization and Control · Mathematics 2018-01-08 Yurii Averboukh

We are interested in the study of stochastic games for which each player faces an optimal stopping problem. In our setting, the players may interact through the criterion to optimise as well as through their dynamics. After briefly…

Probability · Mathematics 2025-09-03 Dylan Possamaï , Mehdi Talbi