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In this paper, we consider the social optimal problem of discrete time finite state space mean field games (referred to as finite mean field games [1]). Unlike the individual optimization of their own cost function in competitive models, in…

Optimization and Control · Mathematics 2024-08-09 Zijia Niu , Sanjin Huang , Lu Ren , Wang Yao , Xiao Zhang

We initiate the study of game dynamics in the population protocol model: $n$ agents each maintain a current local strategy and interact in pairs uniformly at random. Upon each interaction, the agents play a two-person game and receive a…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-05-21 Dan Alistarh , Krishnendu Chatterjee , Mehrdad Karrabi , John Lazarsfeld

Mean field games model equilibria in games with a continuum of players as limiting systems of symmetric $n$-player games with weak interaction between the players. We consider a finite-state, infinite-horizon problem with two cost criteria:…

Analysis of PDEs · Mathematics 2022-11-17 Asaf Cohen , Ethan Zell

Game dynamics theory, as a field of science, the consistency of theory and experiment is essential. In the past 10 years, important progress has been made in the merging of the theory and experiment in this field, in which dynamics cycle is…

Theoretical Economics · Economics 2024-11-13 Zhijian Wang , Shujie Zhou , Qinmei Yao , Yijia Wang

We consider continuous-time mean-field stochastic games with strategic complementarities. The interaction between the representative productive firm and the population of rivals comes through the price at which the produced good is sold and…

Optimization and Control · Mathematics 2024-02-13 Jodi Dianetti , Salvatore Federico , Giorgio Ferrari , Giuseppe Floccari

This paper studies a type of rank-based mean field game in which competing agents strategically switch among multiple effort regimes. We propose an entropy regularized auxiliary problem where the switching decisions are randomized to the…

Optimization and Control · Mathematics 2026-05-29 Zongxia Liang , Shu Wang , Xiang Yu

Mean Field Games provide a powerful framework to analyze the dynamics of a large number of controlled objects in interaction. Though these models are much simpler than the underlying differential games they describe in some limit, their…

Physics and Society · Physics 2020-07-15 Thibault Bonnemain , Thierry Gobron , Denis Ullmo

We establish the existence and uniqueness of distributed equilibria to possibly nonsymmetric $N$ player differential games with interactions through controls under displacement semimonotonicity assumptions. Surprisingly, the nonseparable…

Analysis of PDEs · Mathematics 2026-04-01 Hei Jie Lam , Alpár R. Mészáros

We study a class of linear-quadratic stochastic differential games in which each player interacts directly only with its nearest neighbors in a given graph. We find a semi-explicit Markovian equilibrium for any transitive graph, in terms of…

Probability · Mathematics 2021-09-27 Daniel Lacker , Agathe Soret

This paper proposes a new equilibrium concept "robust perfect equilibrium" for non-cooperative games with a continuum of players, incorporating three types of perturbations. Such an equilibrium is shown to exist (in symmetric mixed…

Theoretical Economics · Economics 2021-05-06 Enxian Chen , Lei Qiao , Xiang Sun , Yeneng Sun

We analyze inertial coordination games: dynamic coordination games with an endogenously changing state that depends on (i) a persistent fundamental players privately learn about over time; and (ii) past play. The speed of learning…

Theoretical Economics · Economics 2025-08-14 Andrew Koh , Ricky Li , Kei Uzui

In this work, we study a class of stationary mean-field games of singular stochastic control under model uncertainty. The representative agent adjusts the dynamics of an It\^o diffusion via one-sided singular stochastic control, aiming to…

Optimization and Control · Mathematics 2025-05-14 Giorgio Ferrari , Ioannis Tzouanas

We study discrete-time, finite-state mean-field games (MFGs) under model uncertainty, where agents face ambiguity about the state transition probabilities. Each agent maximizes its expected payoff against the worst-case transitions within…

Optimization and Control · Mathematics 2026-01-21 Zongxia Liang , Zhou Zhou , Yaqi Zhuang , Bin Zou

Static and dynamic equilibria in noisy binary choice (Ising) games on complete and random graphs in the annealed approximation are analysed. Two versions, an Ising game with interaction term defined in accordance with the Ising model in…

Physics and Society · Physics 2023-12-27 Andrey Leonidov , Alexey Savvateev , Andrew G. Semenov

The interactions between the components of many real-world systems are best modelled by networks with multiple layers. Different theories have been proposed to explain how multilayered connections affect the linear stability of…

Physics and Society · Physics 2022-03-25 Charo I. del Genio , Sergio Faci-Lázaro , Jesús Gómez-Gardeñes , Stefano Boccaletti

We propose a finite automaton-style solution concept for supergames. In our model, we define an equilibrium to be a cycle of state switches and a supergame to be an infinite walk on states of a finite stage game. We show that if the stage…

Theoretical Economics · Economics 2022-05-30 Davidson Cheng

We study a dynamic game with a large population of players who choose actions from a finite set in continuous time. Each player has a state in a finite state space that evolves stochastically with their actions. A player's reward depends…

Systems and Control · Electrical Eng. & Systems 2025-11-04 Leonardo Pedroso , Andrea Agazzi , W. P. M. H. Heemels , Mauro Salazar

Random perturbations applied in tandem to an ensemble of oscillating objects can synchronize their motion. We study multiple copies of an arbitrary dynamical system in a stable limit cycle, described via a standard phase reduction picture.…

Statistical Mechanics · Physics 2024-02-23 Yunxiang Song , Thomas A. Witten

The broad goal of the research surveyed in this article is to develop methods for understanding the aggregate behavior of interconnected dynamical systems, as found in mathematical physics, neuroscience, economics, power systems and neural…

Optimization and Control · Mathematics 2025-02-04 Prashant Mehta , Sean Meyn

We introduce a mean-field term to an evolutionary spatial game model. Namely, we consider the game of Nowak and May, based on the Prisoner's dilemma, and augment the game rules by a self-consistent mean-field term. This way, an agent…

Statistical Mechanics · Physics 2021-09-29 Dmitriy Antonov , Evgeni Burovski , Lev Shchur