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The objective of this work is to study the existence, uniqueness, and stability of equilibria in mean field games involving a major player and a continuum of minor players over finite intervals of arbitrary length. Following earlier…

Optimization and Control · Mathematics 2025-01-07 Francois Delarue , Chenchen Mou

In this article, we introduce a new class of entropy-penalized robust mean field game problems in which the representative agent is opposed to Nature. The agent's objective is formulated as a min-max stochastic control problem, in which…

Optimization and Control · Mathematics 2026-03-27 François Delarue , Pierre Lavigne

We consider the stability of synchronized states (including equilibrium point, periodic orbit or chaotic attractor) in arbitrarily coupled dynamical systems (maps or ordinary differential equations). We develop a general approach, based on…

Chaotic Dynamics · Physics 2009-11-07 Yonghong Chen , Govindan Rangarajan , Mingzhou Ding

This paper investigates the discrete-time asynchronous games in which noncooperative agents seek to minimize their individual cost functions. Building on the assumption of partial asynchronism, i.e., each agent updates at least once within…

Optimization and Control · Mathematics 2025-08-13 Zifan Wang , Xinlei Yi , Michael M. Zavlanos , Karl H. Johansson

We consider a stationary Mean Field Games system defined on a network. In this framework, the transition conditions at the vertices play a crucial role: the ones here considered are based on the optimal control interpretation of the…

Analysis of PDEs · Mathematics 2015-05-20 Fabio Camilli , Claudio Marchi

This paper considers games where the utilities for agents are the sum of a term proportional to a social utility, and another term that is an individual cost or reward. The agents are assumed to be irrational in their perception of the…

Computer Science and Game Theory · Computer Science 2026-05-21 Ashok Krishnan K. S. , Helene Le Cadre , Ana Busic

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

Finding equilibrium points in continuous minmax games has become a key problem within machine learning, in part due to its connection to the training of generative adversarial networks and reinforcement learning. Because of existence and…

Machine Learning · Statistics 2025-11-12 Viktor Nilsson , Pierre Nyquist

We propose a model of discrete time dynamic congestion games with atomic players and a single source-destination pair. The latencies of edges are composed by free-flow transit times and possible queuing time due to capacity constraints. We…

Computer Science and Game Theory · Computer Science 2019-01-03 Marco Scarsini , Marc Schröder , Tristan Tomala

Recently, a couple of investigations related to symmetry breaking phenomena, 'spontaneous stochasticity' and 'ergodicity breaking' have led to significant impacts in a variety of fields related to the stochastic processes such as economics…

Physics and Society · Physics 2024-07-10 Tatsuru Kikuchi

In this paper, we investigate a class of nonzero-sum dynamic stochastic games, where players have linear dynamics and quadratic cost functions. The players are coupled in both dynamics and cost through a linear regression (weighted average)…

Optimization and Control · Mathematics 2020-10-20 Jalal Arabneydi , Amir G. Aghdam , Roland P. Malhamé

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

This paper considers a class of mean field linear-quadratic-Gaussian (LQG) games with model uncertainty. The drift term in the dynamics of the agents contains a common unknown function. We take a robust optimization approach where a…

Optimization and Control · Mathematics 2017-01-03 Jianhui Huang , Minyi Huang

Although ubiquitous, interactions of groups of individuals (e.g., modern messaging applications, group meetings, or even a parliament discussion) are not yet thoroughly studied. Frequently, single-groups are modeled as critical-mass…

Physics and Society · Physics 2023-06-19 Guilherme Ferraz de Arruda , Giovanni Petri , Pablo Martín Rodriguez , Yamir Moreno

The paper addresses the synchronization of multi-agent systems with continuous-time dynamics interacting through a very general class of monotonic continuous signal functions that covers estimation biases, approximation of discrete…

Systems and Control · Electrical Eng. & Systems 2025-03-14 Anthony Couthures , Vineeth S. Varma , Samson Lasaulce , Irinel-Constantin Morarescu

We study convergence rates of random-order best-response dynamics in games on networks with linear best responses and strategic substitutes. Combining formal analysis with numerical simulations we identify phenomena that lead to slow…

Computer Science and Game Theory · Computer Science 2026-02-19 Wojciech Misiak , Marcin Dziubiński

We introduce a simple stochastic dynamics for game theory. It assumes ``local'' rationality in the sense that any player climbs the gradient of his utility function in the presence of a stochastic force which represents deviation from…

Statistical Mechanics · Physics 2008-11-23 Matteo Marsili , Yi-Cheng Zhang

A mathematical model of dynamic interaction between mining and processing industries is formalized and studied in the paper. The process of interaction is described by a system of two delay differential equations. The criterion for…

Optimization and Control · Mathematics 2017-06-20 A. I. Kirjanen , O. A. Malafeyev , N. D. Redinskikh

Westudy how a planner can design dynamic interventions to overcome status-quo inertia in living temporal games, where strategic agents control their state (active, sleep, partially dead) on a temporal network. Building on the…

Theoretical Economics · Economics 2026-05-20 Madjid Eshaghi Gordji , Ali Jabbari , Mohammad Ali Berahman , Esmaiel Abounoori

In the game theory literature, there appears to be little research on equilibrium selection for normal-form games with an infinite strategy space and discontinuous utility functions. Moreover, many existing selection methods are not…

Computer Science and Game Theory · Computer Science 2018-09-24 Yuke Li , A. Stephen Morse
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