Related papers: A time-dependent switching mean-field game on netw…

We study nondeterministic strategies in parity games with the aim of computing a most permissive winning strategy. Following earlier work, we measure permissiveness in terms of the average number/weight of transitions blocked by the…

We formulate a mean field game where each player stops a privately observed Brownian motion with absorption. Players are ranked according to their level of stopping and rewarded as a function of their relative rank. There is a unique mean…

Mean-field games have been studied under the assumption of very large number of players. For such large systems, the basic idea consists to approximate large games by a stylized game model with a continuum of players. The approach has been…

Here, we prove the existence of solutions to first-order mean-field games (MFGs) arising in optimal switching. First, we use the penalization method to construct approximate solutions. Then, we prove uniform estimates for the penalized…

The transitivity of preferences is one of the basic assumptions used in the theory of games and decisions. It is often equated with rationality of choice and is considered useful in building rankings. Intransitive preferences are considered…

We study optimal portfolio choice models in markets with partial information about the stock's drift. We solve the single agent problem for general utilities using a new approach that yields regularity of the value function and closed form…

In this paper, a novel mean-field game framework is proposed for uplink power control in an ultra-dense millimeter wave network. The proposed mean-field game considers the time evolution of the mobile users' orientations as well as the…

In this paper, we consider a first-order deterministic mean field game model inspired by crowd motion in which agents moving in a given domain aim to reach a given target set in minimal time. To model interaction between agents, we assume…

Time change is a powerful technique for generating noises and providing flexible models. In the framework of time changed Brownian and Poisson random measures we study the existence and uniqueness of a solution to a general mean-field…

Imitation is widely observed in populations of decision-making agents. Using our recent convergence results for asynchronous imitation dynamics on networks, we consider how such networks can be efficiently driven to a desired equilibrium…

We consider a multilevel network game, where nodes can improve their communication costs by connecting to a high-speed network. The $n$ nodes are connected by a static network and each node can decide individually to become a gateway to the…

We establish the existence and uniqueness of the equilibrium for a stochastic mean-field game of optimal investment. The analysis covers both finite and infinite time horizons, and the mean-field interaction of the representative company…

Westudy how a planner can design dynamic interventions to overcome status-quo inertia in living temporal games, where strategic agents control their state (active, sleep, partially dead) on a temporal network. Building on the…

We consider the traffic assignment problem in nonatomic routing games where the players' cost functions may be subject to random fluctuations (e.g., weather disturbances, perturbations in the underlying network, etc.). We tackle this…

We study a network congestion game of discrete-time dynamic traffic of atomic agents with a single origin-destination pair. Any agent freely makes a dynamic decision at each vertex (e.g., road crossing) and traffic is regulated with given…

In this paper we further extend the optimal bubble riding model proposed by Tangpi and Wang by allowing for price-dependent entry times. Agents are characterized by their individual entry threshold that represents their belief in the…

We formulate a stochastic game of mean field type where the agents solve optimal stopping problems and interact through the proportion of players that have already stopped. Working with a continuum of agents, typical equilibria become…

A fundamental question in systems biology is what combinations of mean and variance of the species present in a stochastic biochemical reaction network are attainable by perturbing the system with an external signal. To address this…

We consider a class of optimal control problems that arise in connection with optimal advertising under uncertainty. Two main features appear in the model: a delay in the control variable driving the state dynamics; a mean-field term both…

We consider a dynamic traffic routing game over an urban road network involving a large number of drivers in which each driver selecting a particular route is subject to a penalty that is affine in the logarithm of the number of drivers…