Related papers: Computational Mean-field Games on Manifolds
Coordinating communication and control is a key component in the stability and performance of networked multi-agent systems. While single user networked control systems have gained a lot of attention within this domain, in this work, we…
We study the asymptotic organization among many optimizing individuals interacting in a suitable "moderate" way. We justify this limiting game by proving that its solution provides approximate Nash equilibria for large but finite player…
Mean field type games (MFTGs) describe Nash equilibria between large coalitions: each coalition consists of a continuum of cooperative agents who maximize the average reward of their coalition while interacting non-cooperatively with a…
In this paper, we consider discrete-time dynamic games of the mean-field type with a finite number $N$ of agents subject to an infinite-horizon discounted-cost optimality criterion. The state space of each agent is a locally compact Polish…
This paper studies a class of stationary mean-field games of singular stochastic control with regime-switching. The representative agent adjusts the dynamics of a Markov-modulated It\^o-diffusion via a two-sided singular stochastic control…
The Nash Equilibrium (NE), one of the elegant and fundamental concepts in game theory, plays a crucial part within various fields, including engineering and computer science. However, efficiently computing an NE in normal-form games remains…
We present a computational formulation for the approximate version of several variational inequality problems, investigating their computational complexity and establishing PPAD-completeness. Examining applications in computational game…
This paper presents a general mean-field game (GMFG) framework for simultaneous learning and decision-making in stochastic games with a large population. It first establishes the existence of a unique Nash Equilibrium to this GMFG, and…
We study mean field portfolio games under Epstein-Zin preferences, which naturally encompass the classical time-additive power utility as a special case. In a general non-Markovian framework, we establish a uniqueness result by proving a…
This paper is concerned with a new class of mean-field games which involve a finite number of agents. Necessary and sufficient conditions are obtained for the existence of the decentralized open-loop Nash equilibrium in terms of…
The recent mean field game (MFG) formalism facilitates otherwise intractable computation of approximate Nash equilibria in many-agent settings. In this paper, we consider discrete-time finite MFGs subject to finite-horizon objectives. We…
In this paper, we consider a class of mean field games in which the optimal strategy of a representative agent depends on the statistical distribution of the states and controls. We prove some existence results for the forward-backward…
This paper presents a general mean-field game (GMFG) framework for simultaneous learning and decision-making in stochastic games with a large population. It first establishes the existence of a unique Nash Equilibrium to this GMFG, and…
For a mean field game model with a major and infinite minor players, we characterize a notion of Nash equilibrium via a system of so-called master equations, namely a system of nonlinear transport equations in the space of measures. Then,…
Mean field games are studied in the framework of controlled martingale problems, and general existence theorems are proven in which the equilibrium control is Markovian. The framework is flexible enough to include degenerate volatility,…
In this paper, we study a class of degenerate mean field game systems arising from the mean field games with H\"ormander diffusion, where the generic player may have a ``forbidden'' direction at some point. Here we prove the existence and…
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 Mean Field Games of Controls, the dynamics of the single agent is influenced not only by the distribution of the agents, as in the classical theory, but also by the distribution of their optimal strategies. In this paper, we study…
This work proposes a novel distributed approach for computing a Nash equilibrium in convex games with merely monotone and restricted strongly monotone pseudo-gradients. By leveraging the idea of the centralized operator extrapolation method…
We consider a deterministic mean field games problem in which a typical agent solves an optimal control problem where the dynamics is affine with respect to the control and the cost functional has a growth which is polynomial with respect…