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We consider a class of mean field games in which the agents interact through both their states and controls, and we focus on situations in which a generic agent tries to adjust her speed (control) to an average speed (the average is made in…

Analysis of PDEs · Mathematics 2020-03-10 Y Achdou , Z Kobeissi

Mean field games are studied by means of the weak formulation of stochastic optimal control. This approach allows the mean field interactions to enter through both state and control processes and take a form which is general enough to…

Probability · Mathematics 2015-04-09 Rene Carmona , Daniel Lacker

The inverse problem method is tested for a class of monomer-dimer statistical mechanics models that contain also an attractive potential and display a mean-field critical point at a boundary of a coexistence line. The inversion is obtained…

Statistical Mechanics · Physics 2017-05-24 Pierluigi Contucci , Rachele Luzi , Cecilia Vernia

The processes of interplant competition within a field are still poorly understood. However, they explain a large part of the heterogeneity in a field and may have longer-term consequences, especially in mixed stands. Modeling can help to…

Analysis of PDEs · Mathematics 2019-06-05 Antonin Della Noce , Amélie Mathieu , Paul-Henry Cournède

In this article, we consider mean field games between a dominating player and a group of representative agents, each of which acts similarly and also interacts with each other through a mean field term being substantially influenced by the…

Optimization and Control · Mathematics 2014-07-28 Alain Bensoussan , Michael Chau , Phillip Yam

In recent years, mean field games (MFGs) have garnered considerable attention and emerged as a dynamic and actively researched field across various domains, including economics, social sciences, finance, and transportation. The inverse…

Analysis of PDEs · Mathematics 2024-10-02 Hongyu Liu , Catharine W. K. Lo , Shen Zhang

In this paper we study second order stationary Mean Field Game systems under density constraints on a bounded domain $\Omega \subset \mathbb{R}^d$. We show the existence of weak solutions for power-like Hamiltonians with arbitrary order of…

Analysis of PDEs · Mathematics 2016-03-04 Alpár Richárd Mészáros , Francisco J. Silva

In this work the properties of minority games containing agents which try to winning all the time are studied by means of computational simulations. We have considered several ways of introducing above the rules clever players using…

Disordered Systems and Neural Networks · Physics 2007-05-23 J. R. L. de Almeida , J. Menche

We study first order evolutive Mean Field Games where the Hamiltonian is non-coercive. This situation occurs, for instance, when some directions are "forbidden" to the generic player at some points. We establish the existence of a weak…

Analysis of PDEs · Mathematics 2018-12-03 Paola Mannucci , Claudio Marchi , Carlo Mariconda , Nicoletta Tchou

Designing suitable reward functions for numerous interacting intelligent agents is challenging in real-world applications. Inverse reinforcement learning (IRL) in mean field games (MFGs) offers a practical framework to infer reward…

Machine Learning · Computer Science 2025-09-05 Yang Chen , Xiao Lin , Bo Yan , Libo Zhang , Jiamou Liu , Neset Özkan Tan , Michael Witbrock

We consider minimization problems for curves of measure, with kinetic and potential energy and a congestion penalization, as in the functionals that appear in Mean Field Games with a variational structure. We prove L infinity regularity…

Analysis of PDEs · Mathematics 2017-05-17 Hugo Lavenant , Filippo Santambrogio

When deploying artificial agents in real-world environments where they interact with humans, it is crucial that their behavior is aligned with the values, social norms or other requirements of that environment. However, many environments…

Machine Learning · Computer Science 2023-05-05 Mattijs Baert , Pietro Mazzaglia , Sam Leroux , Pieter Simoens

This paper studies the convergence problem for mean field games with common noise. We define a suitable notion of weak mean field equilibria, which we prove captures all subsequential limit points, as $n\to\infty$, of closed-loop…

Probability · Mathematics 2022-08-22 Daniel Lacker , Luc Le Flem

In this work, we study the inverse problem of identifying complex flocking dynamics in a domain cluttered with obstacles. We get inspiration from animal flocks moving in complex ways with capabilities far beyond what current robots can do.…

Systems and Control · Electrical Eng. & Systems 2023-05-22 Amoolya Tirumalai , Christos N. Mavridis , John S. Baras

A system of two coupled nonlinear parabolic partial differential equations with two opposite directions of time is considered. In fact, this is the so-called "Mean Field Games System" (MFGS), which is derived in the mean field games (MFG)…

Numerical Analysis · Mathematics 2024-05-20 Michael V. Klibanov , Jingzhi Li , Zhipeng Yang

Deep models trained through maximum likelihood have achieved state-of-the-art results for survival analysis. Despite this training scheme, practitioners evaluate models under other criteria, such as binary classification losses at a chosen…

Machine Learning · Computer Science 2022-02-01 Xintian Han , Mark Goldstein , Aahlad Puli , Thomas Wies , Adler J Perotte , Rajesh Ranganath

Inverse source approaches have shown their relevance for several applications in the past years. They rely on the solution of an ill-posed problem where near-field/current data is reconstructed starting from far-field (or less informative…

Numerical Analysis · Mathematics 2022-05-10 Ermanno Citraro , Alexandre Dély , Adrien Merlini , Francesco Paolo Andriulli

We develop the fictitious play algorithm in the context of the linear programming approach for mean field games of optimal stopping and mean field games with regular control and absorption. This algorithm allows to approximate the mean…

Optimization and Control · Mathematics 2023-01-25 Roxana Dumitrescu , Marcos Leutscher , Peter Tankov

In this paper we study a type of games regularized by the relative entropy, where the players' strategies are coupled through a random environment variable. Besides the existence and the uniqueness of equilibria of such games, we prove that…

Computer Science and Game Theory · Computer Science 2020-04-24 Giovanni Conforti , Anna Kazeykina , Zhenjie Ren

We develop the linear programming approach to mean-field games in a general setting. This relaxed control approach allows to prove existence results under weak assumptions, and lends itself well to numerical implementation. We consider…

Optimization and Control · Mathematics 2020-11-24 Roxana Dumitrescu , Marcos Leutscher , Peter Tankov
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