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This paper proposes a novel Mean-Field Game (MFG) framework for large-scale attacker-defender systems aimed at protecting one or multiple High-Value Units (HVUs). Motivated by classical agent-wise attrition models, we introduce a…

Analysis of PDEs · Mathematics 2026-04-03 Avetik Arakelyan , Tigran Bakaryan , Davit Alaverdyan , Naira Hovakimyan , Isaac Kaminer

In this paper, we characterize the asymptotic behavior of a first-order stationary mean-field game (MFG) with a logarithm coupling, a quadratic Hamiltonian, and a periodically oscillating potential. This study falls into the realm of the…

Analysis of PDEs · Mathematics 2019-05-07 Rita Ferreira , Diogo Gomes , Xianjin Yang

Multi-agent distributed consensus optimization problems arise in many signal processing applications. Recently, the alternating direction method of multipliers (ADMM) has been used for solving this family of problems. ADMM based distributed…

Systems and Control · Computer Science 2015-06-18 Tsung-Hui Chang , Mingyi Hong , Xiangfeng Wang

This paper studies a mean field game inspired by crowd motion in which agents evolve in a compact domain and want to reach its boundary minimizing the sum of their travel time and a given boundary cost. Interactions between agents occur…

Optimization and Control · Mathematics 2020-01-31 Samer Dweik , Guilherme Mazanti

This paper addresses the decentralized coordinated charging problem for a large population of battery storage agents (e.g. residential batteries, electrical vehicles, charging station batteries) using Mean Field Game (MFG). Agents are…

Systems and Control · Electrical Eng. & Systems 2026-04-08 Nour Al Dandachly , Shuang Gao , Roland Malhamé

This paper investigates the simultaneous reconstruction of the running cost function and the internal topological structure within the mean-field games (MFG) system utilizing partial boundary data. The inverse problem is notably challenging…

Optimization and Control · Mathematics 2024-08-20 Ming-Hui Ding , Hongyu Liu , Guang-Hui Zheng

Mean field control (MFC) problems have been introduced to study social optima in very large populations of strategic agents. The main idea is to consider an infinite population and to simplify the analysis by using a mean field…

Optimization and Control · Mathematics 2023-03-01 Sebastian Baudelet , Brieuc Frénais , Mathieu Laurière , Amal Machtalay , Yuchen Zhu

Mean field games (MFG) and mean field control problems (MFC) are frameworks to study Nash equilibria or social optima in games with a continuum of agents. These problems can be used to approximate competitive or cooperative games with a…

Optimization and Control · Mathematics 2021-06-28 Andrea Angiuli , Jean-Pierre Fouque , Mathieu Lauriere

Mean-field games (MFG) have become significant tools for solving large-scale multi-agent reinforcement learning problems under symmetry. However, the assumption of exact symmetry limits the applicability of MFGs, as real-world scenarios…

Computer Science and Game Theory · Computer Science 2024-08-28 Batuhan Yardim , Niao He

We present a fast numerical algorithm for large scale zero-sum stochastic games with perfect information, which combines policy iteration and algebraic multigrid methods. This algorithm can be applied either to a true finite state space…

Optimization and Control · Mathematics 2015-03-19 Marianne Akian , Sylvie Detournay

In this work, we systematically investigate mean field games and mean field type control problems with multiple populations using a coupled system of forward-backward stochastic differential equations of McKean-Vlasov type stemming from…

Probability · Mathematics 2020-11-03 Masaaki Fujii

An universal primal-dual approach of description equilibriums in large class of hierarchical congestion population games is proposed. At the very core of the approach is hierarchy of enclosed to each other transport networks. In different…

Optimization and Control · Mathematics 2016-03-09 Alexander Gasnikov , Evgenia Gasnikova , Sergey Matsievsky , Inna Usik

We propose the concept of a Lagrangian game to solve constrained Markov games. Such games model scenarios where agents face cost constraints in addition to their individual rewards, that depend on both agent joint actions and the evolving…

Optimization and Control · Mathematics 2025-03-14 Soham Das , Santiago Paternain , Luiz F. O. Chamon , Ceyhun Eksin

We develop a simple yet efficient Lagrangian method for computing equilibrium prices in a mean-field game price-formation model. We prove that equilibrium prices are optimal in terms of a suitable criterion and derive a primal-dual…

Optimization and Control · Mathematics 2025-09-18 Xu Wang , Samy Wu Fung , Levon Nurbekyan

This paper establishes the existence of relaxed solutions to mean field games (MFGs for short) with singular controls. We also prove approximations of solutions results for a particular class of MFGs with singular controls by solutions,…

Optimization and Control · Mathematics 2017-08-04 Guanxing Fu , Ulrich Horst

This paper gives a complete analysis of worst-case equilibria for various versions of weighted congestion games with two players and affine cost functions. The results are exact price of anarchy bounds which are parametric in the weights of…

Computer Science and Game Theory · Computer Science 2022-03-04 Joran van den Bosse , Marc Uetz , Matthias Walter

We study the asymptotic behavior of solutions to the constrained MFG system as the time horizon $T$ goes to infinity. For this purpose, we analyze first Hamilton-Jacobi equations with state constraints from the viewpoint of weak KAM theory,…

Analysis of PDEs · Mathematics 2023-04-04 Piermarco Cannarsa , Wei Cheng , Cristian Mendico , Kaizhi Wang

Conventional Mean-field games/control study the behavior of a large number of rational agents moving in the Euclidean spaces. In this work, we explore the mean-field games on Riemannian manifolds. We formulate the mean-field game Nash…

Optimization and Control · Mathematics 2023-04-26 Jiajia Yu , Rongjie Lai , Wuchen Li , Stanley Osher

We present a new combined \textit{mean field control game} (MFCG) problem which can be interpreted as a competitive game between collaborating groups and its solution as a Nash equilibrium between groups. Players coordinate their strategies…

Optimization and Control · Mathematics 2023-02-16 Andrea Angiuli , Nils Detering , Jean-Pierre Fouque , Mathieu Lauriere , Jimin Lin

We consider a class of dynamic collective choice models with social interactions, whereby a large number of non-uniform agents have to individually settle on one of multiple discrete alternative choices, with the relevance of their would-be…

Systems and Control · Computer Science 2017-08-21 Rabih Salhab , Roland P. Malhamé , Jerome Le Ny