Related papers: Computational analysis on a linkage between genera…
In this paper we consider a mean field approach to modeling the agents flow over a transportation network. In particular, beside a standard framework of mean field games, with controlled dynamics by the agents and costs mass-distribution…
In this paper, we introduce a natural learning rule for mean field games with finite state and action space, the so-called myopic adjustment process. The main motivation for these considerations are the complex computations necessary to…
The influence of a fixed number of agents with the same fixed behavior on the dynamics of the minority game is studied. Alternatively, the system studied can be considered the minority game with a change in the comfort threshold away from…
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…
While the topic of mean-field games (MFGs) has a relatively long history, heretofore there has been limited work concerning algorithms for the computation of equilibrium control policies. In this paper, we develop a computable policy…
We address the problem of finding conditions which guarantee the existence of open-loop Nash equilibria in discrete time dynamic games (DTDGs). The classical approach to DTDGs involves analyzing the problem using optimal control theory…
This work contains the mathematical exploration of a few prototypical games in which central concepts from statistics and probability theory naturally emerge. The first two kinds of games are termed Fisher and Bayesian games, which are…
Matrix games constitute a fundamental problem of game theory and describe a situation of two players with completely conflicting interests. We show how methods from statistical mechanics can be used to investigate the statistical properties…
The Minority Game (MG) behaves as a stochastically perturbed deterministic system due to the coin-toss invoked to resolve tied strategies. Averaging over this stochasticity yields a description of the MG's deterministic dynamics via mapping…
Professional team sports provide an excellent domain for studying the dynamics of social competitions. These games are constructed with simple, well-defined rules and payoffs that admit a high-dimensional set of possible actions and…
We show that identification in a general class of dynamic panel logit models with fixed effects is related to the truncated moment problem from the mathematics literature. We use this connection to show that the identified set for…
Game-theoretic solution concepts, such as the Nash equilibrium, have been key to finding stable joint actions in multi-player games. However, it has been shown that the dynamics of agents' interactions, even in simple two-player games with…
In this paper, zero-sum mean-field type games (ZSMFTG) with linear dynamics and quadratic cost are studied under infinite-horizon discounted utility function. ZSMFTG are a class of games in which two decision makers whose utilities sum to…
We introduce and study a nonlinear discrete dynamical system describing the evolution of a resource distribution among interacting agents. The model generalizes several classical mean-field and opinion-dynamics frameworks and is defined on…
We introduce capital games, which generalize the definition of standard games to incorporate dynamics. In capital games, payoffs are in units of capital which are not assumed to be units of utility. The dynamics allow us to infer player…
In this paper we study the long time behaviour of mean field games systems with fractional diffusion, modeling the case that the individual dynamics of the players is driven by independent jump processes and controlled through the drift…
We study an atomic signaling game under stochastic evolutionary dynamics. There is a finite number of players who repeatedly update from a finite number of available languages/signaling strategies. Players imitate the most fit agents with…
Dynamic nonzero sum games are widely used to model multi agent decision making in control, economics, and related fields. Classical methods for computing Nash equilibria, especially in linear quadratic settings, rely on strong structural…
In this paper, zero-sum mean-field type games (ZSMFTG) with linear dynamics and quadratic utility are studied under infinite-horizon discounted utility function. ZSMFTG are a class of games in which two decision makers whose utilities sum…
With increasing game size, a problem of computational complexity arises. This is especially true in real world problems such as in social systems, where there is a significant population of players involved in the game, and the complexity…