Related papers: Mean field games with incomplete information
We consider multi-player graph games with partial-observation and parity objective. While the decision problem for three-player games with a coalition of the first and second players against the third player is undecidable, we present a…
The purpose of this paper is to provide a complete probabilistic analysis of a large class of stochastic differential games for which the interaction between the players is of mean-field type. We implement the Mean-Field Games strategy…
Mean field games allow to describe tractable models of dynamic games with a continuum of players, explicit interaction and heterogeneous states. Thus, these models are of great interest for socio-economic applications. A particular class of…
In a non-cooperative game, players do not communicate with each other. Their only feedback is the payoff they receive resulting from the strategies they execute. It is important to note that within each level set of the total payoff…
Infinite games where several players seek to coordinate under imperfect information are known to be intractable, unless the information flow is severely restricted. Examples of undecidable cases typically feature a situation where players…
Mean Field Games with state constraints are differential games with infinitely many agents, each agent facing a constraint on his state. The aim of this paper is to provide a meaning of the PDE system associated with these games, the…
In this paper we unveil novel monotonicity conditions applicable for Mean Field Games through the exploration of finite dimensional $canonical\ transformations$. Our findings contribute to establishing new global well-posedness results for…
Mean field games (MFGs) offer a versatile framework for modeling large-scale interactive systems across multiple domains. This paper builds upon a previous work, by developing a state-of-the-art unified approach to decode or design the…
This work considers stochastic differential games with a large number of players, whose costs and dynamics interact through the empirical distribution of both their states and their controls. We develop a new framework to prove convergence…
We study \emph{partial-information} two-player turn-based games on graphs with omega-regular objectives, when the partial-information player has \emph{limited memory}. Such games are a natural formalization for reactive synthesis when the…
The last two decades have witnessed a rapid development of quantum information processing, a new paradigm which studies the power and limit of "quantum advantages" in various information processing tasks. Problems such as when quantum…
We study a system of partial differential equations used to describe Bertrand and Cournot competition among a continuum of producers of an exhaustible resource. By deriving new a priori estimates, we prove the existence of classical…
Financial markets and more generally macro-economic models involve a large number of individuals interacting through variables such as prices resulting from the aggregate behavior of all the agents. Mean field games have been introduced to…
We study the wellposedness of the master equation for a second-order mean field games with the Grushin type diffusion. In order to do this, we obtain the properties of its solution by investigating a degenerate mean field games system for…
We consider repeated zero-sum games with incomplete information on the side of Player 2 with the total payoff given by the non-normalized sum of stage gains. In the classical examples the value $V_N$ of such an $N$-stage game is of the…
In this work the properties of minority games containing agents which try to winning all the time are studied by means of computational simulations. We have considered several ways of introducing above the rules clever players using…
We study in depth the class of games with opacity condition, which are two-player games with imperfect information in which one of the players only has imperfect information, and where the winning condition relies on the information he has…
It is well known that the monotonicity condition, either in Lasry-Lions sense or in displacement sense, is crucial for the global well-posedness of mean field game master equations, as well as for the uniqueness of mean field equilibria and…
We prove existence and uniqueness of classical solutions of the master equation for mean field game (MFG) systems with fractional and nonlocal diffusions. We cover a large class of L\'evy diffusions of order greater than one, including…
In many common interactive scenarios, participants lack information about other participants, and specifically about the preferences of other participants. In this work, we model an extreme case of incomplete information, which we term…