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Mean-field games (MFG) were introduced to efficiently analyze approximate Nash equilibria in large population settings. In this work, we consider entropy-regularized mean-field games with a finite state-action space in a discrete time…

Computer Science and Game Theory · Computer Science 2022-07-26 Yue Guan , Mi Zhou , Ali Pakniyat , Panagiotis Tsiotras

In this paper, we investigate the interaction of two populations with a large number of indistinguishable agents. The problem consists in two levels: the interaction between agents of a same population, and the interaction between the two…

Optimization and Control · Mathematics 2018-10-30 Alain Bensoussan , Tao Huang , Mathieu Laurière

We study the mean field game problem for a nervous system consisting of a large number of neurons with mean-field interaction. In this system, each neuron can modulate its spiking activity by controlling its membrane potential to…

Optimization and Control · Mathematics 2024-12-18 Lijun Bo , Dongfang Yang , Shihua Wang

We study the convergence of Nash equilibria in a game of optimal stopping. If the associated mean field game has a unique equilibrium, any sequence of $n$-player equilibria converges to it as $n\to\infty$. However, both the finite and…

Optimization and Control · Mathematics 2019-05-30 Marcel Nutz , Jaime San Martin , Xiaowei Tan

Establishing the existence of Nash equilibria for partially observed stochastic dynamic games is known to be quite challenging, with the difficulties stemming from the noisy nature of the measurements available to individual players…

Systems and Control · Computer Science 2018-06-06 Naci Saldi , Tamer Basar , Maxim Raginsky

This work tackles the problem of energy-efficient distributed power control in wireless networks with a large number of transmitters. The problem is modeled by a dynamic game. Each transmitter-receiver communication is characterized by a…

Information Theory · Computer Science 2013-01-30 François Mériaux , Vineeth Varma , Samson Lasaulce

Mean field games and controls involve guiding the behavior of large populations of interacting agents, where each individual's influence on the group is negligible but collectively impacts overall dynamics. Hybrid systems integrate…

Optimization and Control · Mathematics 2024-12-17 Tejaswi K. C. , Taeyoung Lee

The aim of this paper is to study first order Mean field games subject to a linear controlled dynamics on $\mathbb R^{d}$. For this kind of problems, we define Nash equilibria (called Mean Field Games equilibria), as Borel probability…

Optimization and Control · Mathematics 2019-12-11 Piermarco Cannarsa , Cristian Mendico

In this article we study the convergence of the Nash Equilibria in a N-player differential game towards the optimal strategies in the Mean Field Games, when the dynamic of the generic player includes a reflection process which guarantees…

Analysis of PDEs · Mathematics 2022-03-16 Michele Ricciardi

Computing an equilibrium in congestion games can be challenging when the number of players is large. Yet, it is a problem to be addressed in practice, for instance to forecast the state of the system and be able to control it. In this work,…

Computer Science and Game Theory · Computer Science 2018-10-04 Cheng Wan , Paulin Jacquot , Olivier Beaude , Nadia Oudjane

This work considers stochastic differential games with a large number of players, whose costs and dynamics interact through the empirical distribution of both their states and their controls. We develop a new framework to prove convergence…

Probability · Mathematics 2022-03-24 Mathieu Laurière , Ludovic Tangpi

This paper studies a large population dynamic game involving nonlinear stochastic dynamical systems with agents of the following mixed types: (i) a major agent, and (ii) a population of $N$ minor agents where $N$ is very large. The major…

Optimization and Control · Mathematics 2013-06-07 Mojtaba Nourian , Peter E. Caines

We develop a model based on mean-field games of competitive firms producing similar goods according to a standard AK model with a depreciation rate of capital generating pollution as a byproduct. Our analysis focuses on the widely-used…

Mathematical Finance · Quantitative Finance 2024-07-18 Gianmarco Del Sarto , Marta Leocata , Giulia Livieri

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…

Optimization and Control · Mathematics 2025-06-25 Shubham Aggarwal , Muhammad Aneeq uz Zaman , Melih Bastopcu , Tamer Başar

The theory of mean field games aims at studying deterministic or stochastic differential games (Nash equilibria) as the number of agents tends to infinity. Since very few mean field games have explicit or semi-explicit solutions, numerical…

Optimization and Control · Mathematics 2020-03-11 Yves Achdou , Mathieu Laurière

In a mean field game of controls, a large population of identical players seek to minimize a cost that depends on the joint distribution of the states of the players and their controls. We first consider the classes of mean field games of…

Optimization and Control · Mathematics 2025-12-05 P. Jameson Graber , Kyle Rosengartner

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…

Optimization and Control · Mathematics 2021-12-20 Franco Flandoli , Maddalena Ghio , Giulia Livieri

We show the convergence of finite state symmetric N-player differential games, where players control their transition rates from state to state, to a limiting dynamics given by a finite state Mean Field Game system made of two coupled…

Probability · Mathematics 2018-12-05 Alekos Cecchin , Guglielmo Pelino

We develop a financial market model in which a large population of firms chooses dynamic emission strategies under climate transition risk, interacting with both environmentally concerned and neutral investors. Firms face a trade-off…

Mathematical Finance · Quantitative Finance 2026-02-24 Pierre Lavigne , Peter Tankov

We introduce a mean field model for optimal holding of a representative agent of her peers as a natural expected scaling limit from the corresponding $N-$agent model. The induced mean field dynamics appear naturally in a form which is not…

Optimization and Control · Mathematics 2022-04-05 Mao Fabrice Djete , Nizar Touzi