Related papers: Linear quadratic mean-field game-team analysis: a …
We consider the mean-field game where each agent determines the optimal time to exit the game by solving an optimal stopping problem with reward function depending on the density of the state processes of agents still present in the game.…
This paper investigates a class of mixed stochastic linear-quadratic-Gaussian (LQG) social optimization and Nash game in the context of a large scale system. Two types of interactive agents are involved: a major agent and a large number of…
This paper presents a potential game approach for distributed cooperative selection of informative sensors, when the goal is to maximize the mutual information between the measurement variables and the quantities of interest. It is proved…
We study a toy model of linear-quadratic mean field game with delay. We "lift" the delayed dynamic into an infinite dimensional space, and recast the mean field game system which is made of a forward Kolmogorov equation and a backward…
A novel framework is presented that combines Mean Field Game (MFG) theory and Hybrid Optimal Control (HOC) theory to obtain a unique $\epsilon$-Nash equilibrium for a non-cooperative game with switching and stopping times. We consider the…
This paper studies open-loop and feedback solutions to leader-follower mean field linear-quadratic-Gaussian games with multiplicative noise by the direct approach. The leader-follower game involves a leader and many followers, where the…
Mean Field Games (MFGs) have been introduced to efficiently approximate games with very large populations of strategic agents. Recently, the question of learning equilibria in MFGs has gained momentum, particularly using model-free…
Mean-field analysis is an important tool for understanding dynamics on complex networks. However, surprisingly little attention has been paid to the question of whether mean-field predictions are accurate, and this is particularly true for…
In the context of simple finite-state discrete time systems, we introduce a generalization of mean field game solution, called correlated solution, which can be seen as the mean field game analogue of a correlated equilibrium. Our notion of…
We initiate the analysis of the response of computer owners to various offers of defence systems against a cyber-hacker (for instance, a botnet attack), as a stochastic game of a large number of interacting agents. We introduce a simple…
This work extends the theory presented in Mean Field Games with a Dominating Player by Bensoussan, Chau and Yam on mean field games with a dominating player, to the case in which the utility and cost functions depend not only on the law of…
Mean field game theory studies the behavior of a large number of interacting individuals in a game theoretic setting and has received a lot of attention in the past decade (Lasry and Lions, Japanese journal of mathematics, 2007). In this…
A Mean-Field theory is presented and applied to a Cellular Automata model of distributed packet-switched networks. It is proved that, under a certain set of assumptions, the critical input traffic is inversely proportional to the free…
Convergence of the policy iteration method for discrete and continuous optimal control problems holds under general assumptions. Moreover, in some circumstances, it is also possible to show a quadratic rate of convergence for the algorithm.…
We discuss here the mean-field theory for a cellular automata model of meta-learning. The meta-learning is the process of combining outcomes of individual learning procedures in order to determine the final decision with higher accuracy…
Active systems, which are driven out of equilibrium by local non-conservative forces, exhibit unique behaviors and structures with potential utility for the design of novel materials. An important and difficult challenge along the path…
A linear quadratic (LQ) stochastic optimization problem with delay involving weakly-coupled large population is investigated in this paper. Different to classic mean field (MF) game, here agents cooperate with each other to minimize the…
This paper proposes a novel Mean-Field Game (MFG) framework for large-scale attacker-defender systems aimed at protecting one or multiple High-Value Units (HVUs). Motivated by classical agent-wise attrition models, we introduce a…
In his lectures at College de France, P.L. Lions introduced the concept of Master equation, see [5] for Mean Field Games. It is introduced in a heuristic fashion, from the system of partial differential equations, associated to a Nash…
In this paper, we address an instance of uniquely solvable mean-field game with a common noise whose corresponding counterpart without common noise has several equilibria. We study the selection problem for this mean-field game without…