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This paper studies the relation between equilibria in single-period, discrete-time and continuous-time mean field game models. First, for single-period mean field games, we establish the existence of equilibria and then prove the…

Optimization and Control · Mathematics 2024-11-04 Jodi Dianetti , Max Nendel , Ludovic Tangpi , Shichun Wang

In a network of dynamical systems, concurrent synchronization is a regime where multiple groups of fully synchronized elements coexist. In the brain, concurrent synchronization may occur at several scales, with multiple ``rhythms''…

Neurons and Cognition · Quantitative Biology 2007-05-23 Quang-Cuong Pham , Jean-Jacques Slotine

In this paper we study stochastic dynamic games with many players; these are a fundamental model for a wide range of economic applications. The standard solution concept for such games is Markov perfect equilibrium (MPE), but it is well…

Computer Science and Game Theory · Computer Science 2015-03-17 Sachin Adlakha , Ramesh Johari , Gabriel Y. Weintraub

In this paper, we consider a first-order deterministic mean field game model inspired by crowd motion in which agents moving in a given domain aim to reach a given target set in minimal time. To model interaction between agents, we assume…

Optimization and Control · Mathematics 2022-02-21 Saeed Sadeghi Arjmand , Guilherme Mazanti

A class of nonzero-sum stochastic dynamic games with imperfect information structure is investigated. The game involves an arbitrary number of players, modeled as homogeneous Markov decision processes, aiming to find a sequential Nash…

Optimization and Control · Mathematics 2019-12-17 Jalal Arabneydi , Amir G. Aghdam

We consider deterministic mean field games where the dynamics of a typical agent is non-linear with respect to the state variable and affine with respect to the control variable. Particular instances of the problem considered here are mean…

Optimization and Control · Mathematics 2022-12-21 Justina Gianatti , Francisco J. Silva

We consider a general time-inconsistent stochastic linear-quadratic differential game. The time-inconsistency arises from the presence of quadratic terms of the expected state as well as state-dependent term in the objective functionals. We…

Mathematical Finance · Quantitative Finance 2024-05-15 Qinglong Zhou , Gaofeng Zong

A game-theoretic framework for time-inconsistent stopping problems where the time-inconsistency is due to the consideration of a non-linear function of an expected reward is developed. A class of mixed strategy stopping times that allows…

Optimization and Control · Mathematics 2020-01-23 Sören Christensen , Kristoffer Lindensjö

A basic question for zero-sum repeated games consists in determining whether the mean payoff per time unit is independent of the initial state. In the special case of "zero-player" games, i.e., of Markov chains equipped with additive…

Optimization and Control · Mathematics 2015-10-20 Marianne Akian , Stéphane Gaubert , Antoine Hochart

This paper examines equilibria in dynamic two-sided matching games, extending Gale and Shapley's foundational model to a non-cooperative, decentralized, and dynamic framework. We focus on markets where agents have utility functions and…

Theoretical Economics · Economics 2024-12-02 Nadia Guiñazú , Pablo Neme , Jorge Oviedo

Evolutionary anti-coordination games on networks capture real-world strategic situations such as traffic routing and market competition. In such games, agents maximize their utility by choosing actions that differ from their neighbors'…

Computer Science and Game Theory · Computer Science 2024-04-02 Zirou Qiu , Chen Chen , Madhav V. Marathe , S. S. Ravi , Daniel J. Rosenkrantz , Richard E. Stearns , Anil Vullikanti

In this paper, we consider a first-order mean field game model motivated by crowd motion in which agents evolve in a (not necessarily compact) metric space and wish to reach a given target set. Each agent aims to minimize the sum of their…

Optimization and Control · Mathematics 2024-12-20 Guilherme Mazanti

Logit dynamics are dynamical systems describing transitions and equilibria of actions of interacting players under uncertainty. An uncertainty is embodied in logit dynamic as a softmax type function often called a logit function originating…

Optimization and Control · Mathematics 2024-09-26 Hidekazu Yoshioka

The standard solution concept for stochastic games is Markov perfect equilibrium (MPE); however, its computation becomes intractable as the number of players increases. Instead, we consider mean field equilibrium (MFE) that has been…

Theoretical Economics · Economics 2020-06-05 Bar Light , Gabriel Weintraub

Motivated by continuous-time optimal inventory management, we study a class of stationary mean-field control problems with singular controls. The dynamics are modeled by a mean-reverting Ornstein-Uhlenbeck process, and the performance…

Optimization and Control · Mathematics 2026-02-02 Federico Cannerozzi

Sequential equilibrium is the conventional approach for analyzing multi-stage games of incomplete information. It relies on mutual consistency of beliefs. To relax mutual consistency, I theoretically and experimentally explore the dynamic…

Theoretical Economics · Economics 2023-11-06 Po-Hsuan Lin

This paper studies stochastic games on large graphs and their graphon limits. We propose a new formulation of graphon games based on a single typical player's label-state distribution. In contrast, other recently proposed models of graphon…

Optimization and Control · Mathematics 2022-04-21 Daniel Lacker , Agathe Soret

A general class of mean field games are considered where the governing dynamics are controlled diffusions in $\mathbb{R}^d$. The optimization criterion is the long time average of a running cost function. Under various sets of hypotheses,…

Optimization and Control · Mathematics 2019-08-21 Ari Arapostathis , Anup Biswas , Johnson Carroll

We study a mean-field game of optimal stopping and investigate the existence of strong solutions via a connection with the Bank-El Karoui's representation problem. Under certain continuity assumptions, where the common noise is generated by…

Optimization and Control · Mathematics 2025-07-28 Giorgio Ferrari , Anna Pajola

Coalition formation over graphs is a well studied class of games whose players are vertices and feasible coalitions must be connected subgraphs. In this setting, the existence and computation of equilibria, under various notions of…

Computer Science and Game Theory · Computer Science 2024-08-22 Angelo Fanelli , Laurent Gourvès , Ayumi Igarashi , Luca Moscardelli
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