Related papers: Mean field games with incomplete information
We study the mechanism design problem of allocating a set of indivisible items without monetary transfers. Despite the vast literature on this very standard model, it still remains unclear how do truthful mechanisms look like. We focus on…
In this manuscript, we propose a structural condition on non-separable Hamiltonians, which we term displacement monotonicity condition, to study second order mean field games master equations. A rate of dissipation of a bilinear form is…
For zero-sum two-player continuous-time games with integral payoff and incomplete information on one side, one shows that the optimal strategy of the informed player can be computed through an auxiliary optimization problem over some…
We investigate a two-player zero-sum stochastic differential game in which the players have an asymmetric information on the random payoff. We prove that the game has a value and characterize this value in terms of dual solutions of some…
We study a family of mean field games arising in modeling the behavior of strategic economic agents which move across space maximizing their utility from consumption and have the possibility to accumulate resources for production (such as…
We propose a numerical method for stationary Mean Field Games defined on a network. In this framework a correct approximation of the transition conditions at the vertices plays a crucial role. We prove existence, uniqueness and convergence…
We consider a stationary Mean Field Games system defined on a network. In this framework, the transition conditions at the vertices play a crucial role: the ones here considered are based on the optimal control interpretation of the…
In this paper we study mean field games with possibly multiple mean field equilibria. Instead of focusing on the individual equilibria, we propose to study the set of values over all possible equilibria, which we call the set value of the…
We introduce a simple class of mean field games with absorbing boundary over a finite time horizon. In the corresponding $N$-player games, the evolution of players' states is described by a system of weakly interacting It\^o equations with…
We introduce a model of anonymous games with the player dependent action sets. We propose several learning procedures based on the well-known Fictitious Play and Online Mirror Descent and prove their convergence to equilibrium under the…
A simple model of corruption that takes into account the effect of the interaction of a large number of agents by both rational decision making and myopic behavior is developed. Its stationary version turns out to be a rare example of an…
In this paper, we are concerned with the inverse problem of determining anomalies in the state space associated with the stationary mean field game (MFG) system. We establish novel unique identifiability results for the intrinsic structure…
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 study discrete-time, finite-state mean-field games (MFGs) under model uncertainty, where agents face ambiguity about the state transition probabilities. Each agent maximizes its expected payoff against the worst-case transitions within…
Probabilistic concurrent/distributed strategies have so far not been investigated thoroughly in the context of imperfect information, where the Player has only partial knowledge of the moves made by the Opponent. In a situation where the…
A mean-field-type game is a game in which the instantaneous payoffs and/or the state dynamics functions involve not only the state and the action profile but also the joint distributions of state-action pairs. This article presents some…
We study first order evolutive Mean Field Games whose operators are non-coercive. This situation occurs, for instance, when some directions are `forbidden' to the generic player at some points. Under some regularity assumptions, we…
We consider an n-player symmetric stochastic game with weak interaction between the players. Time is continuous and the horizon and the number of states are finite. We show that the value function of each of the players can be approximated…
This paper is concerned with developing mean-field game models for the evolution of epidemics. Specifically, an agent's decision -- to be socially active in the midst of an epidemic -- is modeled as a mean-field game with health-related…
This article studies linear-quadratic Stackelberg games between two dominating players (or equivalently, leaders) and a large group of followers, each of whom interacts under a mean field game (MFG) framework. Unlike the conventional…