Related papers: Mean field games with incomplete information
This paper considers mean field games in a multi-agent Markov decision process (MDP) framework. Each player has a continuum state and binary action, and benefits from the improvement of the condition of the overall population. Based on an…
Player ONE chooses a meager set and player TWO, a nowhere dense set per inning. They play $\omega$ many innings. ONE's consecutive choices must form a (weakly) increasing sequence. TWO wins if the union of the chosen nowhere dense sets…
This paper examines multiplayer symmetric constant-sum games with more than two players in a competitive setting, including examples like Mahjong, Poker, and various board and video games. In contrast to two-player zero-sum games,…
Heifetz, Meier, and Schipper (2013) introduced dynamic game with unawareness consisting of a partially ordered set of games in extensive form. Here, we study the normal form of dynamic games with unawareness. The generalized normal form…
We explore a mechanism of decision-making in Mean Field Games with myopic players. At each instant, agents set a strategy which optimizes their expected future cost by assuming their environment as immutable. As the system evolves, the…
We consider N-player and mean field games in continuous time over a finite horizon, where the position of each agent belongs to {-1,1}. If there is uniqueness of mean field game solutions, e.g. under monotonicity assumptions, then the…
We provide a self-contained introduction to finite extensive games with perfect information. In these games players proceed in turns having, at each stage, finitely many moves to their disposal, each play always ends, and in each play the…
Matrix games constitute a fundamental problem of game theory and describe a situation of two players with completely conflicting interests. We show how methods from statistical mechanics can be used to investigate the statistical properties…
We consider a mean field game describing the limit of a stochastic differential game of $N$-players whose state dynamics are subject to idiosyncratic and common noise and that can be absorbed when they hit a prescribed region of the state…
It is well known that a non-cooperative game may have multiple equilibria. In this paper we consider the efficiency of games, measured by the ratio between the aggregate payoff over all Nash equilibria and that over all admissible controls.…
We consider imperfect information stochastic games where we require the players to use pure (i.e. non randomised) strategies. We consider reachability, safety, B\"uchi and co-B\"uchi objectives, and investigate the existence of…
This paper provides a complexity analysis for the game of reconnaissance blind chess (RBC), a recently-introduced variant of chess where each player does not know the positions of the opponent's pieces a priori but may reveal a subset of…
In this article, we study a simplified version of a density-dependent first-order mean field game, in which the players face a penalization equal to the population density at their final position. We consider the problem of finding an…
We provide, to the best of our knowledge, the first computational study of extensive-form adversarial team games. These games are sequential, zero-sum games in which a team of players, sharing the same utility function, faces an adversary.…
In this article we study the well-posedness of the Master Equation of Mean Field Games in a framework of Neumann boundary condition. The definition of solution is closely related to the classical one of the Mean Field Games system, but the…
Mean Field Games (MFG) theory describes strategic interactions in differential games with a large number of small and indistinguishable players. Traditionally, the players' control impacts only the drift term in the system's dynamics,…
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…
This paper is concerned with non-zero sum differential games of mean-field stochastic differential equations with partial information and convex control domain. First, applying the classical convex variations, we obtain stochastic maximum…
In this work, we study a class of stationary mean-field games of singular stochastic control under model uncertainty. The representative agent adjusts the dynamics of an It\^o diffusion via one-sided singular stochastic control, aiming to…
We prove that in a general zero-sum repeated game where the first player is more informed than the second player and controls the evolution of information on the state, the uniform value exists. This result extends previous results on…