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Recent successes of game-theoretic formulations in ML have caused a resurgence of research interest in differentiable games. Overwhelmingly, that research focuses on methods and upper bounds on their speed of convergence. In this work, we…

Machine Learning · Computer Science 2020-09-16 Adam Ibrahim , Waïss Azizian , Gauthier Gidel , Ioannis Mitliagkas

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

Stochastic games are a classical model in game theory in which two opponents interact and the environment changes in response to the players' behavior. The central solution concepts for these games are the discounted values and the value,…

Optimization and Control · Mathematics 2019-12-12 Miquel Oliu-Barton

We study linear quadratic dynamic games where players are uncertain about each other's control policies or goals and consequently seek to be strategically robust. Building on recent work on strategically robust and risk-averse game theory,…

Optimization and Control · Mathematics 2026-04-27 Boris Velasevic , Nicolas Lanzetti , Eric Mazumdar

The present paper gives a mathematical, in particular, syntax-independent, formulation of intensionality and dynamics of computation in terms of games and strategies. Specifically, we give a game semantics for a higher-order programming…

Logic in Computer Science · Computer Science 2021-02-10 Norihiro Yamada , Samson Abramsky

A critical aspect in strategic modeling of transportation systems is user heterogeneity. In many real-world scenarios, e.g., when tolls are charged and drivers have different trade-offs between time and money, or when they get informed…

Computer Science and Game Theory · Computer Science 2022-09-23 Leonardo Cianfanelli , Giacomo Como , Tommaso Toso

The paper is concerned with the deterministic limit of mean field games with the nonlocal coupling. It is assumed that the dynamics of mean field games are given by nonlinear Markov processes. This type of games includes stochastic mean…

Optimization and Control · Mathematics 2018-01-08 Yurii Averboukh

The purpose of this paper is to provide a complete probabilistic analysis of a large class of stochastic differential games for which the interaction between the players is of mean-field type. We implement the Mean-Field Games strategy…

Probability · Mathematics 2012-10-23 Rene Carmona , Francois Delarue

We introduce the sampling logit equilibrium (SLE), a stationary concept for population games in which agents evaluate actions using a finite sample of opponents' plays and respond according to a logit choice rule. This framework combines…

Theoretical Economics · Economics 2026-03-11 Minoru Osawa

We study first order evolutive Mean Field Games whose operators are non-coercive. This situation occurs, for instance, when some directions are `forbidden' to the generic player at some points. Under some regularity assumptions, we…

Analysis of PDEs · Mathematics 2019-03-14 Paola Mannucci , Claudio Marchi , Carlo Mariconda , Nicoletta Tchou

In the context of simple finite-state discrete time systems, we introduce a generalization of mean field game solution, called correlated solution, which can be seen as the mean field game analogue of a correlated equilibrium. Our notion of…

Optimization and Control · Mathematics 2021-07-12 Luciano Campi , Markus Fischer

We consider a version of large population games whose agents compete for resources using strategies with adaptable preferences. Diversity among the agents reduces their maladpative behavior. We find interesting scaling relations with…

Condensed Matter · Physics 2007-05-23 K. Y. Michael Wong , S. W. Lim , Zhuo Gao

The search for universal laws that help establish a relationship between dynamics and computation is driven by recent expansionist initiatives in biologically inspired computing. A general setting to understand both such dynamics and…

Machine Learning · Computer Science 2020-09-17 G Manjunath

The asymptotic behaviour of deterministic logit dynamics in heterogeneous routing games is analyzed. It is proved that in directed multigraphs with parallel routes, and in series composition of such multigraphs, the dynamics admits a…

Computer Science and Game Theory · Computer Science 2019-12-05 Leonardo Cianfanelli , Giacomo Como

Game theoretic equilibria are mathematical expressions of rationality. Rational agents are used to model not only humans and their software representatives, but also organisms, populations, species and genes, interacting with each other and…

Computer Science and Game Theory · Computer Science 2015-05-13 Dusko Pavlovic

In this work we are interested in the mean-field formulation of kinetic models under control actions where the control is formulated through a model predictive control strategy (MPC) with varying horizon. The relation between the (usually…

Optimization and Control · Mathematics 2015-11-30 Michael Herty , Mattia Zanella

We propose a new evolutionary dynamics for population games with a discrete strategy set, inspired by the theory of optimal transport and Mean field games. The dynamics can be described as a Fokker-Planck equation on a discrete strategy…

Optimization and Control · Mathematics 2018-11-14 Shui-Nee Chow , Wuchen Li , Jun Lu , Haomin Zhou

We consider deterministic mean field games in which the agents control their acceleration and are constrained to remain in a domain of R n. We study relaxed equilibria in the Lagrangian setting; they are described by a probability measure…

Analysis of PDEs · Mathematics 2021-11-04 Yves Achdou , Paola Mannucci , Claudio Marchi , Nicoletta Tchou

We introduce a general probabilistic framework for discrete-time, infinite-horizon discounted Mean Field Type Games (MFTGs) with both global common noise and team-specific common noises. In our model, agents are allowed to use randomized…

Optimization and Control · Mathematics 2026-01-01 Grégoire Lambrecht , Mathieu Laurière

Mean field games models describing the limit of a large class of stochastic differential games, as the number of players goes to $+\infty$, have been introduced by J.-M. Lasry and P.-L. Lions. We use a change of variables to transform the…

Numerical Analysis · Mathematics 2011-06-17 Olivier Guéant
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