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Mean field game theory studies the behavior of a large number of interacting individuals in a game theoretic setting and has received a lot of attention in the past decade (Lasry and Lions, Japanese journal of mathematics, 2007). In this…

Optimization and Control · Mathematics 2019-10-31 Martin Frank , Michael Herty , Torsten Trimborn

In this work, we systematically investigate mean field games and mean field type control problems with multiple populations using a coupled system of forward-backward stochastic differential equations of McKean-Vlasov type stemming from…

Probability · Mathematics 2020-11-03 Masaaki Fujii

This work studies the behaviors of two large-population teams competing in a discrete environment. The team-level interactions are modeled as a zero-sum game while the agent dynamics within each team is formulated as a collaborative…

Systems and Control · Electrical Eng. & Systems 2024-02-26 Yue Guan , Mohammad Afshari , Panagiotis Tsiotras

Learning in games provides a powerful framework to design control policies for self-interested agents that may be coupled through their dynamics, costs, or constraints. We consider the case where the dynamics of the coupled system can be…

Systems and Control · Electrical Eng. & Systems 2024-09-18 Mostafa M. Shibl , Vijay Gupta

In this contribution, the performance of a multi-user system is analyzed in the context of frequency selective fading channels. Using game theoretic tools, a useful framework is provided in order to determine the optimal power allocation…

Information Theory · Computer Science 2016-11-18 Nicolas Bonneau , Mérouane Debbah , Eitan Altman , Are Hjørungnes

This study addresses primal-dual dynamics for a stochastic programming problem for capacity network design. It is proven that consensus can be achieved on the \textit{here and now} variables which represent the capacity of the network. The…

Optimization and Control · Mathematics 2020-09-11 Casper T. Röling , Dario Bauso , Hamidou Tembine

Methods like multi-agent reinforcement learning struggle to scale with growing population size. Mean-field games (MFGs) are a game-theoretic approach that can circumvent this by finding a solution for an abstract infinite population, which…

Multiagent Systems · Computer Science 2025-12-23 Patrick Benjamin , Alessandro Abate

We consider a multi-agent system in which a decentralized team of agents controls a stochastic system in the presence of an adversary. Instead of committing to a fixed information sharing protocol, the agents can strategically decide at…

Systems and Control · Electrical Eng. & Systems 2022-09-09 Dhruva Kartik , Sagar Sudhakara , Rahul Jain , Ashutosh Nayyar

Synthesis of finite-state controllers from high-level specifications in multi-agent systems can be reduced to solving multi-player concurrent games over finite graphs. The complexity of solving such games with qualitative objectives for…

Computer Science and Game Theory · Computer Science 2018-09-28 Shaull Almagor , Rajeev Alur , Suguman Bansal

In this paper we consider a class of dynamic vehicle routing problems, in which a number of mobile agents in the plane must visit target points generated over time by a stochastic process. It is desired to design motion coordination…

Optimization and Control · Mathematics 2007-05-23 Alessandro Arsie , Emilio Frazzoli

This paper studies the connections between mean-field games and the social welfare optimization problems. We consider a mean field game in functional spaces with a large population of agents, each of which seeks to minimize an individual…

Optimization and Control · Mathematics 2016-09-27 Sen Li , Wei Zhang , Lin Zhao

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

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

We introduce a new mean field kinetic model for systems of rational agents interacting in a game theoretical framework. This model is inspired from non-cooperative anonymous games with a continuum of players and Mean-Field Games. The large…

Mathematical Physics · Physics 2012-12-27 Pierre Degond , Jian-Guo Liu , Christian Ringhofer

In this paper, we investigate a class of mean field games where the mean field interactions are achieved through the joint (conditional) distribution of the controlled state and the control process. The strategies are of $open\;loop$ type,…

Probability · Mathematics 2021-08-05 Mao Fabrice Djete

We introduce a mean field model for optimal holding of a representative agent of her peers as a natural expected scaling limit from the corresponding $N-$agent model. The induced mean field dynamics appear naturally in a form which is not…

Optimization and Control · Mathematics 2022-04-05 Mao Fabrice Djete , Nizar Touzi

We formulate and solve a multi-player stochastic differential game between financial agents who seek to cost-efficiently liquidate their position in a risky asset in the presence of jointly aggregated transient price impact, along with…

Trading and Market Microstructure · Quantitative Finance 2023-03-24 Eyal Neuman , Moritz Voß

The mean-field framework has been used to find approximate solutions to problems involving very large populations of symmetric, anonymous agents, which may be intractable by other methods. The cooperative mean-field control (MFC) problem…

Multiagent Systems · Computer Science 2025-12-23 Patrick Benjamin , Alessandro Abate

Semantic communication (SC) is recognized as a promising approach for enabling reliable communication with minimal data transfer while maintaining seamless connectivity for a group of wireless users. Unlocking the advantages of SC for…

Information Theory · Computer Science 2024-06-24 Nitisha Singh , Christo Kurisummoottil Thomas , Walid Saad , Emilio Calvanese Strinati

This work considers stochastic differential games with a large number of players, whose costs and dynamics interact through the empirical distribution of both their states and their controls. We develop a new framework to prove convergence…

Probability · Mathematics 2022-03-24 Mathieu Laurière , Ludovic Tangpi