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While the general theory for the terminal-initial value problem in mean-field games is widely used in many models of applied mathematics, the modeling potential of the corresponding forward-forward version is still under-considered. In this…

Analysis of PDEs · Mathematics 2024-02-01 Adriano Festa , Simone Gottlich , Michele Ricciardi

Mean-field game theory relies on approximating games that are intractable to model due to a very large to infinite population of players. While these kinds of games can be solved analytically via the associated system of partial…

Machine Learning · Computer Science 2026-04-16 Anna C. M. Thöni , Yoram Bachrach , Tal Kachman

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…

Analysis of PDEs · Mathematics 2016-10-04 Diogo A. Gomes , Stefania Patrizi

This paper studies the convergence problem for mean field games with common noise. We define a suitable notion of weak mean field equilibria, which we prove captures all subsequential limit points, as $n\to\infty$, of closed-loop…

Probability · Mathematics 2022-08-22 Daniel Lacker , Luc Le Flem

In this paper, we investigate the robustness of stationary mean-field equilibria in the presence of model uncertainties, specifically focusing on infinite-horizon discounted cost functions. To achieve this, we initially establish…

Systems and Control · Electrical Eng. & Systems 2026-04-10 Uğur Aydın , Naci Saldi

The theory of Mean Field Game of Controls considers a class of mean field games where the interaction is through the joint distribution of the state and control. It is well known that, for standard mean field games, certain monotonicity…

Probability · Mathematics 2022-08-11 Chenchen Mou , Jianfeng Zhang

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…

Machine Learning · Computer Science 2012-10-18 Hamidou Tembine , Raul Tempone , Pedro Vilanova

We study a complementarity game as a systematic tool for the investigation of the interplay between individual optimization and population effects and for the comparison of different strategy and learning schemes. The game randomly pairs…

Populations and Evolution · Quantitative Biology 2010-11-17 Juergen Jost , Wei Li

Coordination and cooperation between humans and autonomous agents in cooperative games raises interesting questions of human decision making and behaviour changes. Here we report our findings from a group formation game in a small-world…

Physics and Society · Physics 2021-05-21 Tuomas Takko , Kunal Bhattacharya , Daniel Monsivais , Kimmo Kaski

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…

Systems and Control · Electrical Eng. & Systems 2020-04-02 Berkay Anahtarci , Can Deha Kariksiz , Naci Saldi

We introduce a mean-field framework for the study of systems of interacting particles sharing a conserved quantity. The work generalises and unites the existing fields of asset-exchange models, often applied to socio-economic systems, and…

Physics and Society · Physics 2021-06-14 Dominic T Robson , Andreas CW Baas , Alessia Annibale

The processes of interplant competition within a field are still poorly understood. However, they explain a large part of the heterogeneity in a field and may have longer-term consequences, especially in mixed stands. Modeling can help to…

Analysis of PDEs · Mathematics 2019-06-05 Antonin Della Noce , Amélie Mathieu , Paul-Henry Cournède

We study the uniqueness of solutions to systems of PDEs arising in Mean Field Games with several populations of agents and Neumann boundary conditions. The main assumption requires the smallness of some data, e.g., the length of the time…

Analysis of PDEs · Mathematics 2017-09-08 Martino Bardi , Marco Cirant

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.…

Optimization and Control · Mathematics 2022-03-02 Fabio Camilli , Qing Tang

Mean field game equilibria are predicated on the assumption of immediate pairwise interactions within a population of homogeneous agents with asymptotically vanishing influence as population size increases. However, in many real-world…

Systems and Control · Electrical Eng. & Systems 2026-05-20 Farid Rajabali , Roland Malhame , Sadegh Bolouki

The objective of this paper is to analyze the existence of equilibria for a class of deterministic mean field games of controls. The interaction between players is due to both a congestion term and a price function which depends on the…

Optimization and Control · Mathematics 2022-01-19 Joseph Frédéric Bonnans , Justina Gianatti , Laurent Pfeiffer

This paper studies the bounded confidence model on growing fully-mixed populations. In this model, in addition to the usual opinion clusters, significant secondary clusters of smaller size appear systematically, while those secondary…

Physics and Society · Physics 2024-02-20 Yérali Gandica , Guillaume Deffuant

Evolutionary games on networks traditionally involve the same game at each interaction. Here we depart from this assumption by considering mixed games, where the game played at each interaction is drawn uniformly at random from a set of two…

Physics and Society · Physics 2016-05-23 Marco A. Amaral , Lucas Wardil , Matjaz Perc , Jafferson K. L. da Silva

To study the interplay between global market choice and local peer pressure, we construct a minority-game-like econophysical model. In this so-called networked minority game model, every selfish player uses both the historical minority…

Statistical Mechanics · Physics 2015-06-24 H. F. Chau , F. K. Chow , K. H. Ho

In this paper, we consider a mean field game model inspired by crowd motion where agents aim to reach a closed set, called target set, in minimal time. Congestion phenomena are modeled through a constraint on the velocity of an agent that…

Optimization and Control · Mathematics 2022-12-23 Saeed Sadeghi Arjmand , Guilherme Mazanti