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In this paper, we consider a mean field game model inspired by crowd motion in which several interacting populations evolving in $\mathbb R^d$ aim at reaching given target sets in minimal time. The movement of each agent is described by a…

Optimization and Control · Mathematics 2022-08-16 Saeed Sadeghi Arjmand , Guilherme Mazanti

Building on the line of work [DIRT15a], [DIRT15b], [NS17a], [DT17], [HLS18], [HS18] we continue the study of particle systems with singular interaction through hitting times. In contrast to the previous research, we (i) consider very…

Probability · Mathematics 2019-09-26 Sergey Nadtochiy , Mykhaylo Shkolnikov

The non-equilibrium steady states emerging from stochastic resetting to a distribution is studied. We show that for a range of processes, the steady-state moments can be expressed as a linear combination of the moments of the distribution…

Statistical Mechanics · Physics 2023-10-10 Kristian Stølevik Olsen

This paper establishes the existence of equilibria result of a class of mean field games with singular controls. The interaction takes place through both states and controls. A relaxed solution approach is used. To circumvent the tightness…

Optimization and Control · Mathematics 2022-05-10 Guanxing Fu

We propose a thermodynamically consistent minimal model to study synchronization which is made of driven and interacting three-state units. This system exhibits at the mean-field level two bifurcations separating three dynamical phases: a…

Statistical Mechanics · Physics 2018-09-12 Tim Herpich , Juzar Thingna , Massimiliano Esposito

We study asynchronous dynamics in a network of interacting agents updating their binary states according to a time-varying threshold rule. Specifically, agents revise their state asynchronously by comparing the weighted average of the…

Computer Science and Game Theory · Computer Science 2023-02-01 Laura Arditti , Giacomo Como , Fabio Fagnani , Martina Vanelli

In this paper, we introduce a novel equilibrium concept, called the equilibrium cycle, which seeks to capture the outcome of oscillatory game dynamics. Unlike the (pure) Nash equilibrium, which defines a fixed point of mutual best…

Theoretical Economics · Economics 2025-10-07 Tushar Shankar Walunj , Shiksha Singhal , Veeraruna Kavitha , Jayakrishnan Nair

We study a class of dynamic decision problems of mean field type with time inconsistent cost functionals, and derive a stochastic maximum principle to characterize subgame perfect Nash equilibrium points. Subsequently, this approach is…

Optimization and Control · Mathematics 2014-03-26 Boualem Djehiche , Minyi Huang

Imitating successful behavior is a natural and frequently applied approach to trust in when facing scenarios for which we have little or no experience upon which we can base our decision. In this paper, we consider such behavior in atomic…

Computer Science and Game Theory · Computer Science 2008-10-04 Heiner Ackermann , Petra Berenbrink , Simon Fischer , Martin Hoefer

The Minority Game framework was recently generalized to account for the possibility that agents adapt not only through strategy selection but also by diversifying their response according to the kind of dynamical regime, or the risk, they…

Disordered Systems and Neural Networks · Physics 2009-11-11 A. Tedeschi , A. De Martino , I. Giardina

In a probabilistic mean-field game driven by a linear diffusion an individual player aims to minimize an ergodic long-run cost by controlling the diffusion through a pair of -- increasing and decreasing -- c\`adl\`ag processes, while he is…

Optimization and Control · Mathematics 2024-06-13 Sören Christensen , Ernesto Mordecki , Facundo Oliú Eguren

We study the dynamics of phase synchronization in growing populations of discrete phase oscillatory systems when the division process is coupled to the distribution of oscillator phases. Using mean field theory, linear stability analysis,…

Statistical Mechanics · Physics 2015-06-16 Wen Yu , Kevin B. Wood

Infinitely repeated games support equilibrium concepts beyond those present in one-shot games (e.g., cooperation in the prisoner's dilemma). Nonetheless, repeated games fail to capture our real-world intuition for settings with many…

Computer Science and Game Theory · Computer Science 2025-05-22 Henry Fleischmann , Kiriaki Fragkia , Ratip Emin Berker

Quitting games are one of the simplest stochastic games in which at any stage each player has only two possible actions, continue and quit. The game ends as soon as at least one player chooses to quit. The players then receive a payoff,…

Probability · Mathematics 2011-01-13 Katharina Fischer

We consider stochastic mean field games for which the state space is a network. In the ergodic case, they are described by a system coupling a Hamilton-Jacobi-Bellman equation and a Fokker-Planck equation, whose unknowns are the invariant…

Analysis of PDEs · Mathematics 2018-05-30 Yves Achdou , Manh-Khang Dao , Olivier Ley , Nicoletta Tchou

We study systems of identical coupled oscillators introducing a distribution of delay times in the coupling. For arbitrary network topologies, we show that the frequency and stability of the fully synchronized states depend only on the mean…

Chaotic Dynamics · Physics 2016-07-04 Lucas Wetzel , Luis G. Morelli , Andrew C. Oates , Frank Julicher , Saul Ares

Leveraging tools from the study of linear fractional transformations and algebraic Riccati equations, a local characterization of consistent conjectural variations equilibrium is given for two player games on continuous action spaces with…

Computer Science and Game Theory · Computer Science 2023-06-07 Daniel J. Calderone , Benjamin J. Chasnov , Samuel A. Burden , Lillian J. Ratliff

Animal behavior and evolution can often be described by game-theoretic models. Although in many situations, the number of players is very large, their strategic interactions are usually decomposed into a sum of two-player games. Only…

Populations and Evolution · Quantitative Biology 2007-05-23 Dominik Kaminski , Jacek Miekisz , Marcin Zaborowski

Consider a set of agents who play a network game repeatedly. Agents may not know the network. They may even be unaware that they are interacting with other agents in a network. Possibly, they just understand that their payoffs depend on an…

Theoretical Economics · Economics 2022-07-26 Pierpaolo Battigalli , Fabrizio Panebianco , Paolo Pin

We introduce a zero-sum game problem of mean-field type as an extension of the classical zero-sum Dynkin game problem to the case where the payoff processes might depend on the value of the game and its probability law. We establish…

Optimization and Control · Mathematics 2022-05-06 Boualem Djehiche , Roxana Dumitrescu
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