Related papers: MFGLib: A Library for Mean-Field Games

Synthetic data generated by generative models can enhance the performance and capabilities of data-hungry deep learning models in medical imaging. However, there is (1) limited availability of (synthetic) datasets and (2) generative models…

In this note, we develop Fourier approximation methods for the solutions of first-order nonlocal mean-field games (MFG) systems. Using Fourier expansion techniques, we approximate a given MFG system by a simpler one that is equivalent to a…

The designs of many large-scale systems today, from traffic routing environments to smart grids, rely on game-theoretic equilibrium concepts. However, as the size of an $N$-player game typically grows exponentially with $N$, standard game…

Here, we consider one-dimensional forward-forward mean-field games (MFGs) with congestion, which were introduced to approximate stationary MFGs. We use methods from the theory of conservation laws to examine the qualitative properties of…

Here, we prove the existence of solutions to first-order mean-field games (MFGs) arising in optimal switching. First, we use the penalization method to construct approximate solutions. Then, we prove uniform estimates for the penalized…

We present a method enabling a large number of agents to learn how to flock, which is a natural behavior observed in large populations of animals. This problem has drawn a lot of interest but requires many structural assumptions and is…

mlpy is a Python Open Source Machine Learning library built on top of NumPy/SciPy and the GNU Scientific Libraries. mlpy provides a wide range of state-of-the-art machine learning methods for supervised and unsupervised problems and it is…

Mean-field Games systems (MFGs) serve as paradigms to describe the games among a huge number of players. In this paper, we consider the ergodic Mean-field Games systems in the bounded domain with Neumann boundary conditions and the…

This paper describes the autofeat Python library, which provides scikit-learn style linear regression and classification models with automated feature engineering and selection capabilities. Complex non-linear machine learning models, such…

Mean-field games have been studied under the assumption of very large number of players. For such large systems, the basic idea consists to approximate large games by a stylized game model with a continuum of players. The approach has been…

A python library for the creation of MCNP6 input decks is described. The library supports geometry generation with automatic assignment of surface/facet numbers, cell numbers, transform numbers and material numbers along with MCNP Universes…

Mean Field Control Games (MFCG), introduced in [Angiuli et al., 2022a], represent competitive games between a large number of large collaborative groups of agents in the infinite limit of number and size of groups. In this paper, we prove…

The Feature Selection Library (FSLib) introduces a comprehensive suite of feature selection (FS) algorithms for MATLAB, aimed at improving machine learning and data mining tasks. FSLib encompasses filter, embedded, and wrapper methods to…

Understanding how galaxies form and evolve requires measuring their light distributions in images taken by telescopes. This process often involves fitting mathematical models to galaxy images to extract properties such as size, brightness,…

Mean Field Games (MFG) provide a theoretical frame to model socio-economic systems. In this letter, we study a particular class of MFG which shows strong analogies with the {\em non-linear Schr\"odinger and Gross-Pitaevski equations}…

We study a Mean Field Games (MFG) system in a real, separable infinite dimensional Hilbert space. The system consists of a second order parabolic type equation, called Hamilton-Jacobi-Bellman (HJB) equation in the paper, coupled with a…

We propose a policy iteration method to solve an inverse problem for a mean-field game (MFG) model, specifically to reconstruct the obstacle function in the game from the partial observation data of value functions, which represent the…

Financial markets are often driven by latent factors which traders cannot observe. Here, we address an algorithmic trading problem with collections of heterogeneous agents who aim to perform optimal execution or statistical arbitrage, where…

This paper studies Mean Field Games (MFGs) in which agent dynamics are given by jump processes of controlled intensity, with mean-field interaction via the controls and affecting the jump intensities. We establish the existence of MFG…

We establish a connection between federated learning, a concept from machine learning, and mean-field games, a concept from game theory and control theory. In this analogy, the local federated learners are considered as the players and the…