Related papers: Generalized replicator dynamics based on mean-fiel…
Replicator dynamics have been widely used in evolutionary game theory to model how strategy frequencies evolve over time in large populations. The so-called payoff matrix encodes the pairwise fitness that each strategy obtains when…
Selection in a time-periodic environment is modeled via the two-player replicator dynamics. For sufficiently fast environmental changes, this is reduced to a multi-player replicator dynamics in a constant environment. The two-player terms…
The mean field methods, which entail approximating intractable probability distributions variationally with distributions from a tractable family, enjoy high efficiency, guaranteed convergence, and provide lower bounds on the true…
This paper demonstrates the first application of feedback linearization to replicator dynamics, driving the evolution of non-convergent evolutionary games to systems with guaranteed global asymptotic stability.
The theory of mean field games aims at studying deterministic or stochastic differential games (Nash equilibria) as the number of agents tends to infinity. Since very few mean field games have explicit or semi-explicit solutions, numerical…
We analyze a replicator-mutator model arising in the context of directed evolution [23], where the selection term is modulated over time by the mean-fitness. We combine a Cumulant Generating Function approach [13] and a spatio-temporal…
We propose a model-based lifelong reinforcement-learning approach that estimates a hierarchical Bayesian posterior distilling the common structure shared across different tasks. The learned posterior combined with a sample-based Bayesian…
Mean Field Games (MFGs) can potentially scale multi-agent systems to extremely large populations of agents. Yet, most of the literature assumes a single initial distribution for the agents, which limits the practical applications of MFGs.…
This paper studies a linear-quadratic mean-field game of stochastic large-population system, where the large-population system satisfies a class of $N$ weakly coupled linear backward stochastic differential equation. Different from the…
We present a new combined \textit{mean field control game} (MFCG) problem which can be interpreted as a competitive game between collaborating groups and its solution as a Nash equilibrium between groups. Players coordinate their strategies…
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…
The Mean-Field approximation is a tractable approach for studying large population dynamics. However, its assumption on homogeneity and universal connections among all agents limits its applicability in many real-world scenarios.…
Many real-world problems modeled by stochastic games have huge state and/or action spaces, leading to the well-known curse of dimensionality. The complexity of the analysis of large-scale systems is dramatically reduced by exploiting mean…
Generative adversarial nets (GANs) have become a preferred tool for tasks involving complicated distributions. To stabilise the training and reduce the mode collapse of GANs, one of their main variants employs the integral probability…
In this paper, we address the inverse problem for linear-quadratic differential non-cooperative games with output-feedback. Given players' stabilizing feedback laws, the goal is to find cost function parameters that lead to a game for which…
In this paper, we address the inverse problem in the case of linear-quadratic discrete-time dynamic non-cooperative games. Given feedback laws of players that are known to be a Nash equilibrium pair for a discrete-time linear system, we…
This work studies discrete-time discounted Markov decision processes with continuous state and action spaces and addresses the inverse problem of inferring a cost function from observed optimal behavior. We first consider the case in which…
We apply the generalized conditional gradient algorithm to potential mean field games and we show its well-posedeness. It turns out that this method can be interpreted as a learning method called fictitious play. More precisely, each step…
We extend classical evolutionary game dynamics based on the momentary action choices of agents by accounting for two elements: forward-looking behavior and exploration cost. We focus on pairwise comparison protocols that cover major…
This paper investigates the design of optimal strategy revision in Population Games (PG) by establishing its connection to finite-state Mean Field Games (MFG). Specifically, by linking Evolutionary Dynamics (ED) -- which models agent…