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We consider a mean field game describing the limit of a stochastic differential game of $N$-players whose state dynamics are subject to idiosyncratic and common noise and that can be absorbed when they hit a prescribed region of the state…

Probability · Mathematics 2022-05-25 Matteo Burzoni , Luciano Campi

We study graphs and two-player games in which rewards are assigned to states, and the goal of the players is to satisfy or dissatisfy certain property of the generated outcome, given as a mean payoff property. Since the notion of…

Logic in Computer Science · Computer Science 2016-04-22 Tomáš Brázdil , Vojtěch Forejt , Antonín Kučera , Petr Novotný

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

We study an ergodic mean field game problem with state constraints. In our model the agents are affected by idiosyncratic noise and use a (singular) feedback control to prevent the Brownian motion from exiting the domain. We characterize…

Analysis of PDEs · Mathematics 2023-10-05 Alessio Porretta , Michele Ricciardi

A new type of asymptotic behavior in a game dynamics system is discovered. The system exhibits behavior which combines chaotic motion and attraction to heteroclinic cycles; the trajectory visits several unstable stationary states repeatedly…

chao-dyn · Physics 2009-10-22 Tsuyoshi Chawanya

This paper establishes the equivalence between synchronous and asynchronous coordination mechanisms in dynamic games with strategic complementarities and common interests. Synchronous coordination, characterized by simultaneous commitments,…

Theoretical Economics · Economics 2024-11-19 Xinnian Kazusa Pan

We study the off equilibrium dynamics of a mean field disordered systems which can be interpreted both as a long range interaction spin glass and as a particle in a random potential. The statics of this problem is well known and exhibits a…

Condensed Matter · Physics 2009-10-22 S. Franz , M. Mézard

The existence of stationary Markov perfect equilibria in stochastic games is shown under a general condition called "(decomposable) coarser transition kernels". This result covers various earlier existence results on correlated equilibria,…

Optimization and Control · Mathematics 2017-01-24 Wei He , Yeneng Sun

Perfect synchronicity in $N$-player games is a useful theoretical dream, but communication delays are inevitable and may result in asynchronous interactions. Some systems such as financial markets are asynchronous by design, and yet most…

Physics and Society · Physics 2015-05-13 Giancarlo Mosetti , Damien Challet , Sorin Solomon

We investigate mean field game systems under invariance conditions for the state space, otherwise called {\it viability conditions} for the controlled dynamics. First we analyze separately the Hamilton-Jacobi and the Fokker-Planck…

Analysis of PDEs · Mathematics 2019-03-18 Alessio Porretta , Michele Ricciardi

Logit Dynamics [Blume, Games and Economic Behavior, 1993] are randomized best response dynamics for strategic games: at every time step a player is selected uniformly at random and she chooses a new strategy according to a probability…

Computer Science and Game Theory · Computer Science 2017-05-31 Vincenzo Auletta , Diodato Ferraioli , Francesco Pasquale , Giuseppe Persiano

Mean field games are limit models for symmetric $N$-player games with interaction of mean field type as $N\to\infty$. The limit relation is often understood in the sense that a solution of a mean field game allows to construct approximate…

Probability · Mathematics 2017-05-29 Markus Fischer

One of the main criticisms to game theory concerns the assumption of full rationality. Logit dynamics is a decentralized algorithm in which a level of irrationality (a.k.a. "noise") is introduced in players' behavior. In this context, the…

Computer Science and Game Theory · Computer Science 2014-11-05 Diodato Ferraioli , Carmine Ventre

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

We study a class of games which model the competition among agents to access some service provided by distributed service units and which exhibit congestion and frustration phenomena when service units have limited capacity. We propose a…

Computer Science and Game Theory · Computer Science 2015-08-19 F. Altarelli , A. Braunstein , L. Dall'Asta

We present a novel framework for mean field games with finite state space and common noise, where the common noise is given through shocks that occur at random times. We first analyze the game for up to $n$ shocks, in which case we are able…

Optimization and Control · Mathematics 2024-04-15 Berenice Anne Neumann , Frank T. Seifried

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 2025-11-06 Leonardo Pedroso , Andrea Agazzi , W. P. M. H. Heemels , Mauro Salazar

We study the problem of finding robust equilibria in multiplayer concurrent games with mean payoff objectives. A $(k,t)$-robust equilibrium is a strategy profile such that no coalition of size $k$ can improve the payoff of one its member by…

Computer Science and Game Theory · Computer Science 2016-02-02 Romain Brenguier

Motivated by applications in job scheduling, queuing networks, and load balancing in cyber-physical systems, we develop and analyze a game-theoretic framework to balance the load among servers in static and dynamic settings. In these…

Computer Science and Game Theory · Computer Science 2025-12-24 Fatemeh Fardno , S. Rasoul Etesami

Non-equilibrium dynamics are present in many aspects of our lives, ranging from microscopic physical systems to the functioning of the brain. What characterizes stochastic models of non-equilibrium processes is the breaking of the…

Statistical Mechanics · Physics 2025-01-27 Sergei Shmakov , Peter B. Littlewood