Related papers: Linear quadratic mean-field game-team analysis: a …
We consider a class of mean field games in which the agents interact through both their states and controls, and we focus on situations in which a generic agent tries to adjust her speed (control) to an average speed (the average is made in…
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,…
Mean-field games (MFGs) have shown strong modeling capabilities for large systems in various fields, driving growth in computational methods for mean-field game problems. However, high order methods have not been thoroughly investigated. In…
In this paper we study iterative procedures for stationary equilibria in games with large number of players. Most of learning algorithms for games with continuous action spaces are limited to strict contraction best reply maps in which the…
This paper considers mean field games with optimal stopping time (OSMFGs) where agents make optimal exit decisions, the coupled obstacle and Fokker-Planck equations in such models pose challenges versus classic MFGs. This paper proposes a…
This paper proposes a new mathematical paradigm to analyze discrete-time mean-field games. It is shown that finding Nash equilibrium solutions for a general class of discrete-time mean-field games is equivalent to solving an optimization…
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…
In the literature, existence of mean-field equilibria has been established for discrete-time mean field games under both the discounted cost and the average cost optimality criteria. In this paper, we provide a value iteration algorithm to…
We consider team optimal control of decentralized systems with linear dynamics, quadratic costs, and arbitrary disturbance that consist of multiple sub-populations with exchangeable agents (i.e., exchanging two agents within the same…
We introduce a mean-field term to an evolutionary spatial game model. Namely, we consider the game of Nowak and May, based on the Prisoner's dilemma, and augment the game rules by a self-consistent mean-field term. This way, an agent…
This paper develops a mean field game framework for dynamic two-sided matching markets, extending existing matching theory by integrating micro-macro dynamics in two-sided environments. Unlike traditional matching models focusing on static…
Stochastic games provide a framework for interactions among multiple agents and enable a myriad of applications. In these games, agents decide on actions simultaneously, the state of every agent moves to the next state, and each agent…
Across science and engineering, mean-field methods have been a powerful and versatile approach for the analysis of systems of many interacting elements. However, common arguments used to characterize an infinite population limit can be…
We derive a general mean-field theory of inhomogeneous polymer dynamics; a theory whose form has been speculated and widely applied, but not heretofore derived. Our approach involves a functional integral representation of a…
We analyze the behavior of a large number of strategic drivers traveling over an urban traffic network using the mean-field game framework. We assume an incentive mechanism for congestion mitigation under which each driver selecting a…
We investigate mean-field games (MFG) in which agents can actively control their speed of access to information. Specifically, the agents can dynamically decide to obtain observations with reduced delay by accepting higher observation…
This paper is concerned with a class of linear-quadratic stochastic large-population problems with partial information, where the individual agent only has access to a noisy observation process related to the state. The dynamics of each…
In this paper, we study a class of linear-quadratic (LQ) mean-field games in which the individual control process is constrained in a closed convex subset $\Gamma$ of full space $\mathbb{R}^m$. The decentralized strategies and consistency…
This paper studies mean field games for multi-agent systems with control-dependent multiplicative noises. For the general systems with nonuniform agents, we obtain a set of decentralized strategies by solving an auxiliary limiting optimal…
We consider the basic problem of approximating Nash equilibria in noncooperative games. For monotone games, we design continuous time flows which converge in an averaged sense to Nash equilibria. We also study mean field equilibria, which…