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We study a class of dynamic decision problems of mean field type with time inconsistent cost functionals, and derive a stochastic maximum principle to characterize subgame perfect Nash equilibrium points. Subsequently, this approach is…

Optimization and Control · Mathematics 2014-03-26 Boualem Djehiche , Minyi Huang

We propose local-biased random walks on general networks where a Markovian walker can choose between different types of biases in each node to define transitions to its neighbors depending on their degrees. For this ergodic dynamics, we…

Statistical Mechanics · Physics 2022-04-27 Christopher Sebastian Hidalgo Calva , Alejandro P. Riascos

The existence of a phase transition with diverging susceptibility in batch Minority Games (MGs) is the mark of informationally efficient regimes and is linked to the specifics of the agents' learning rules. Here we study how the standard…

Physics and Society · Physics 2009-11-13 Tobias Galla , Andrea De Martino

Mean field games are limit models for symmetric $N$-player games with interaction of mean field type as $N\to\infty$. The limit relation is often understood in the sense that a solution of a mean field game allows to construct approximate…

Probability · Mathematics 2017-05-29 Markus Fischer

Recently, strategic games inspired by Schelling's influential model of residential segregation have been studied in the TCS and AI literature. In these games, agents of k different types occupy the nodes of a network topology aiming to…

Computer Science and Game Theory · Computer Science 2024-03-15 Lata Narayanan , Yasaman Sabbagh , Alexandros A. Voudouris

Perimeter identification involves ascertaining the boundaries of a designated area or zone, requiring traffic flow monitoring, control, or optimization. Various methodologies and technologies exist for accurately defining these perimeters;…

Artificial Intelligence · Computer Science 2024-09-06 Ayal Taitler

In this letter, we investigate the problem of dynamic spectrum access for small cell networks, using a graphical game approach. Compared with existing studies, we take the features of different cell loads and local interference relationship…

Information Theory · Computer Science 2016-11-17 Yuhua Xu , Chenggui Wang , Junhong Chen , Jinlong Wang , Yitao Xu , Qihui Wu , Alagan Anpalagan

Building on the line of work [DIRT15a], [DIRT15b], [NS17a], [DT17], [HLS18], [HS18] we continue the study of particle systems with singular interaction through hitting times. In contrast to the previous research, we (i) consider very…

Probability · Mathematics 2019-09-26 Sergey Nadtochiy , Mykhaylo Shkolnikov

Large-scale competitive platforms are interacting multi-agent systems in which latent skills drift over time and pairwise interactions are shaped by matchmaking. We study a controlled rating dynamics in the mean-field limit and derive a…

Optimization and Control · Mathematics 2025-12-29 Wataru Nozawa

We introduce a variant of the deterministic rendezvous problem for a pair of heterogeneous agents operating in an undirected graph, which differ in the time they require to traverse particular edges of the graph. Each agent knows the…

Data Structures and Algorithms · Computer Science 2014-06-10 Dariusz Dereniowski , Ralf Klasing , Adrian Kosowski , Łukasz Kuszner

The price of anarchy has become a standard measure of the efficiency of equilibria in games. Most of the literature in this area has focused on establishing worst-case bounds for specific classes of games, such as routing games or more…

Computer Science and Game Theory · Computer Science 2022-06-09 Roberto Cominetti , Valerio Dose , Marco Scarsini

In a generic switching problem, a switching pattern consists of a one-to-one mapping from a set of inputs to a set of outputs (i.e., a permutation). We propose and investigate a wireless switching framework in which a multi-antenna relay is…

Information Theory · Computer Science 2011-04-21 Fanggang Wang , Soung Chang Liew

We solve two stochastic control problems in which a player tries to minimize or maximize the exit time from an interval of a Brownian particle, by controlling its drift. The player can change from one drift to another but is subject to a…

Probability · Mathematics 2014-08-19 Robert C. Dalang , Laura Vinckenbosch

We study how risk-sensitive players act in situations where the outcome is influenced not only by the state-action profile but also by the distribution of it. In such interactive decision-making problems, the classical mean-field game…

Optimization and Control · Mathematics 2015-05-26 Hamidou Tembine

Probabilistic timed automata are a suitable formalism to model systems with real-time, nondeterministic and probabilistic behaviour. We study two-player zero-sum games on such automata where the objective of the game is specified as the…

Logic in Computer Science · Computer Science 2016-04-18 Vojtěch Forejt , Marta Kwiatkowska , Gethin Norman , Ashutosh Trivedi

In mean-payoff games, the objective of the protagonist is to ensure that the limit average of an infinite sequence of numeric weights is nonnegative. In energy games, the objective is to ensure that the running sum of weights is always…

Computer Science and Game Theory · Computer Science 2012-09-17 Yaron Velner , Krishnendu Chatterjee , Laurent Doyen , Thomas A. Henzinger , Alexander Rabinovich , Jean-Francois Raskin

We introduce Mean Field Markov games with $N$ players, in which each individual in a large population interacts with other randomly selected players. The states and actions of each player in an interaction together determine the…

Optimization and Control · Mathematics 2012-01-12 H. Tembine , J. -Y. Le Boudec , R. El-Azouzi , E. Altman

In this paper, we provide an effective characterization of all the subgame-perfect equilibria in infinite duration games played on finite graphs with mean-payoff objectives. To this end, we introduce the notion of requirement, and the…

Computer Science and Game Theory · Computer Science 2022-04-22 Léonard Brice , Jean-François Raskin , Marie Van Den Bogaard

Two-player zero-sum "graph games" are a central model, which proceeds as follows. A token is placed on a vertex of a graph, and the two players move it to produce an infinite "play", which determines the winner or payoff of the game.…

Computer Science and Game Theory · Computer Science 2022-11-28 Guy Avni , Ismael Jecker , Djordje Zikelic

Motivated by recent developments in mean-field games in ecology, in this paper we introduce a connection between the best response dynamics in evolutionary game theory, the minimization of the highest income of a game, and minimizing…

Optimization and Control · Mathematics 2024-11-13 Dante Kalise , Alessio Oliviero , Domènec Ruiz-Balet
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