Related papers: Mean field games with incomplete information
We analyze a mean field tournament: a mean field game in which the agents receive rewards according to the ranking of the terminal value of their projects and are subject to cost of effort. Using Schr\"{o}dinger bridges we are able to…
In this work, we proposed a new $N$-person game in which the players can bet on two options, for example represented by two boxers. Some of the players have privileged information about the boxers and part of them can provide this…
It is known that a player in a noncooperative game can benefit by publicly restricting his possible moves before play begins. We show that, more generally, a player may benefit by publicly committing to pay an external party an amount that…
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…
In an extended mean field game the vector field governing the flow of the population can be different from that of the individual player at some mean field equilibrium. This new class strictly includes the standard mean field games. It is…
The influence of a fixed number of agents with the same fixed behavior on the dynamics of the minority game is studied. Alternatively, the system studied can be considered the minority game with a change in the comfort threshold away from…
Mean field type models describing the limiting behavior, as the number of players tends to $+\infty$, of stochastic differential game problems, have been recently introduced by J-M. Lasry and P-L. Lions. Numerical methods for the…
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…
We introduce games with probabilistic uncertainty, a natural model for controller synthesis in which the controller observes the state of the system through imprecise sensors that provide correct information about the current state with a…
In this paper we model a game such that all strategies are non-revealing, with imperfect recall and incomplete information. We also introduce a modified sliding-block code as a linear transformation which generates common knowledge of how…
We propose a new approach to mean field games with major and minor players. Our formulation involves a two player game where the optimization of the representative minor player is standard while the major player faces an optimization over…
This paper focuses on finite-player incomplete information games where players may hold mutually inconsistent beliefs without a common prior. We introduce absolute continuity of beliefs, extending the classical notion of absolutely…
This paper establishes the existence of equilibria result of a class of mean field games with singular controls. The interaction takes place through both states and controls. A relaxed solution approach is used. To circumvent the tightness…
H\"older stability estimate and uniqueness are proven for a retrospective problem of Mean Field Games with a non-quadratic Hamiltonian. The previous result was only for the quadratic Hamiltonian. The main tool is the apparatus of Carleman…
In this paper, we introduce and study a first-order mean-field game obstacle problem. We examine the case of local dependence on the measure under assumptions that include both the logarithmic case and power-like nonlinearities. Since the…
We study the value and the optimal strategies for a two-player zero-sum optimal stopping game with incomplete and asymmetric information. In our Bayesian set-up, the drift of the underlying diffusion process is unknown to one player…
We study a two-player, zero-sum, dynamic game with incomplete information where one of the players is more informed than his opponent. We analyze the limit value as the players play more and more frequently. The more informed player…
We investigate systems of interacting stochastic differential equations with two kinds of heterogeneity: one originating from different weights of the linkages, and one concerning their asymptotic relevance when the system becomes large. To…
We introduce a "high probability" framework for repeated games with incomplete information. In our non-equilibrium setting, players aim to guarantee a certain payoff with high probability, rather than in expected value. We provide a high…
We study pure coordination games where in every outcome, all players have identical payoffs, 'win' or 'lose'. We identify and discuss a range of 'purely rational principles' guiding the reasoning of rational players in such games and…