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Related papers: Nonsmooth mean field games with state constraints

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Mean-field games (MFGs) are models of large populations of rational agents who seek to optimize an objective function that takes into account their location and the distribution of the remaining agents. Here, we consider stationary MFGs…

Analysis of PDEs · Mathematics 2016-11-28 David Evangelista , Diogo A. Gomes

The primary objective of this paper is to understand first-order, time-dependent mean-field games with Neumann boundary conditions, a question that remains under-explored in the literature. This matter is particularly relevant given the…

Analysis of PDEs · Mathematics 2024-10-24 Diogo A. Gomes , Michele Ricciardi

The objective of this paper is to analyze the existence of equilibria for a class of deterministic mean field games of controls. The interaction between players is due to both a congestion term and a price function which depends on the…

Optimization and Control · Mathematics 2022-01-19 Joseph Frédéric Bonnans , Justina Gianatti , Laurent Pfeiffer

We introduce a mean field model for optimal holding of a representative agent of her peers as a natural expected scaling limit from the corresponding $N-$agent model. The induced mean field dynamics appear naturally in a form which is not…

Optimization and Control · Mathematics 2022-04-05 Mao Fabrice Djete , Nizar Touzi

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…

Computer Science and Game Theory · Computer Science 2010-12-13 Sachin Adlakha , Ramesh Johari

In this paper, we address the problem of modeling the traffic flow of a heritage city whose streets are represented by a network. We consider a mean field approach where the standard forward backward system of equations is also intertwined…

Optimization and Control · Mathematics 2019-09-09 Fabio Bagagiolo , Rosario Maggistro , Raffaele Pesenti

We consider network aggregative games to model and study multi-agent populations in which each rational agent is influenced by the aggregate behavior of its neighbors, as specified by an underlying network. Specifically, we examine systems…

Systems and Control · Computer Science 2015-06-26 Francesca Parise , Sergio Grammatico , Basilio Gentile , John Lygeros

We show the existence of "mild solutions" for a first-order mean field game of controls under the state constraint that trajectories be confined in a closed and bounded set in euclidean space. This extends the results of Cannarsa and…

Optimization and Control · Mathematics 2023-01-24 Jameson Graber , Sergio Mayorga

The paper is concerned with the study of a control system consisting of one major agent and many identical minor agents in the limit case when the number of agents tends to infinity. To study the limiting system we use the mean field…

Optimization and Control · Mathematics 2022-12-13 Yurii Averboukh

In this paper we study a mean field model for discrete time, finite number of states, dynamic games. These models arise in situations that involve a very large number of agents moving from state to state according to certain optimality…

Optimization and Control · Mathematics 2009-03-10 Diogo A. Gomes , Joana Mohr , Rafael R. Souza

Mean-field games (MFGs) are models for large populations of competing rational agents that seek to optimize a suitable functional. In the case of congestion, this functional takes into account the difficulty of moving in high-density areas.…

Analysis of PDEs · Mathematics 2017-10-05 David Evangelista , Rita Ferreira , Diogo A. Gomes , Levon Nurbekyan , Vardan Voskanyan

In this paper we study Mean Field Game systems under density constraints as optimality conditions of two optimization problems in duality. A weak solution of the system contains an extra term, an additional price imposed on the saturated…

Optimization and Control · Mathematics 2016-12-09 Pierre Cardaliaguet , Alpár Richárd Mészáros , Filippo Santambrogio

The framework of Mean-field Games (MFGs) is used for modelling the collective dynamics of large populations of non-cooperative decision-making agents. We formulate and analyze a kinetic MFG model for an interacting system of non-cooperative…

Optimization and Control · Mathematics 2024-07-29 Piyush Grover , Mandy Huo

This paper focuses on the role of a government of a large population of interacting agents as a mean field optimal control problem derived from deterministic finite agent dynamics. The control problems are constrained by a PDE of…

Analysis of PDEs · Mathematics 2020-11-17 Massimo Fornasier , Stefano Lisini , Carlo Orrieri , Giuseppe Savaré

In this article, we consider mean field games between a dominating player and a group of representative agents, each of which acts similarly and also interacts with each other through a mean field term being substantially influenced by the…

Optimization and Control · Mathematics 2014-07-28 Alain Bensoussan , Michael Chau , Phillip Yam

In the present work, we study deterministic mean field games (MFGs) with finite time horizon in which the dynamics of a generic agent is controlled by the acceleration. They are described by a system of PDEs coupling a continuity equation…

Analysis of PDEs · Mathematics 2020-07-29 Yves Achdou , Paola Mannucci , Claudio Marchi , Nicoletta Tchou

In stochastic dynamic games, when the number of players is sufficiently large and the interactions between agents depend on empirical state distribution, one way to approximate the original game is to introduce infinite-population limit of…

Optimization and Control · Mathematics 2019-08-26 Naci Saldi

We consider a class of Mean Field Games in which the agents may interact through the statistical distribution of their states and controls. It is supposed that the Hamiltonian behaves like a power of its arguments as they tend to infinity,…

Analysis of PDEs · Mathematics 2020-06-24 Z Kobeissi

We propose an approach to modelling large-scale multi-agent dynamical systems allowing interactions among more than just pairs of agents using the theory of mean field games and the notion of hypergraphons, which are obtained as limits of…

Computer Science and Game Theory · Computer Science 2022-11-23 Kai Cui , Wasiur R. KhudaBukhsh , Heinz Koeppl

In this paper, we study a large population game with heterogeneous dynamics and cost functions solving a consensus problem. Moreover, the agents have communication constraints which appear as: (1) an Additive-White Gaussian Noise (AWGN)…

Systems and Control · Electrical Eng. & Systems 2022-08-26 Shubham Aggarwal , Muhammad Aneeq uz Zaman , Tamer Başar