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This paper introduces and analyses some models in the framework of Mean Field Games describing interactions between two populations motivated by the studies on urban settlements and residential choice by Thomas Schelling. For static games,…

Analysis of PDEs · Mathematics 2016-07-18 Yves Achdou , Martino Bardi , Marco Cirant

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

This paper concerns a Mean Field Game (MFG) system related to a Nash type equilibrium for dynamical games associated to large populations. One shows that the MFG system may be viewed as the Euler-Lagrange system for an optimal control…

Optimization and Control · Mathematics 2025-03-21 Stefana-Lucia Anita

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

We propose an approach to modelling large-scale multi-agent dynamical systems allowing interactions among more than just pairs of agents using the theory of mean field games and the notion of hypergraphons, which are obtained as limits of…

Computer Science and Game Theory · Computer Science 2022-11-23 Kai Cui , Wasiur R. KhudaBukhsh , Heinz Koeppl

In this paper we present an optimal control approach modeling fast exit scenarios in pedestrian crowds. In particular we consider the case of a large human crowd trying to exit a room as fast as possible. The motion of every pedestrian is…

Analysis of PDEs · Mathematics 2013-04-19 Martin Burger , Marco Di Francesco , Peter Markowich , Marie-Therese Wolfram

In this paper we consider symmetric games where a large number of players can be in any one of d states. We derive a limiting mean field model and characterize its main properties. This mean field limit is a system of coupled ordinary…

Optimization and Control · Mathematics 2015-09-23 Diogo A. Gomes , Joana Mohr , Rafael R. Souza

The purpose of this work is to pose and solve the problem to guide a collection of weakly interacting dynamical systems (agents, particles, etc.) to a specified terminal distribution. The framework is that of mean-field and of cooperative…

Systems and Control · Computer Science 2017-12-12 Yongxin Chen , Tryphon T. Georgiou , Michele Pavon

A simple model of corruption that takes into account the effect of the interaction of a large number of agents by both rational decision making and myopic behavior is developed. Its stationary version turns out to be a rare example of an…

Optimization and Control · Mathematics 2022-05-03 Vassili N. Kolokoltsov , Oleg A. Malafeyev

Mean field games (MFGs) offer a versatile framework for modeling large-scale interactive systems across multiple domains. This paper builds upon a previous work, by developing a state-of-the-art unified approach to decode or design the…

Analysis of PDEs · Mathematics 2025-01-22 Hongyu Liu , Catharine W. K. Lo

Logit dynamics are dynamical systems describing transitions and equilibria of actions of interacting players under uncertainty. An uncertainty is embodied in logit dynamic as a softmax type function often called a logit function originating…

Optimization and Control · Mathematics 2024-09-26 Hidekazu Yoshioka

We investigate mean field game systems under invariance conditions for the state space, otherwise called {\it viability conditions} for the controlled dynamics. First we analyze separately the Hamilton-Jacobi and the Fokker-Planck…

Analysis of PDEs · Mathematics 2019-03-18 Alessio Porretta , Michele Ricciardi

In this paper we study a mean field model for discrete time, finite number of states, dynamic games. These models arise in situations that involve a very large number of agents moving from state to state according to certain optimality…

Optimization and Control · Mathematics 2009-03-10 Diogo A. Gomes , Joana Mohr , Rafael R. Souza

In this paper, a novel decentralized intelligent adaptive optimal strategy has been developed to solve the pursuit-evasion game for massive Multi-Agent Systems (MAS) under uncertain environment. Existing strategies for pursuit-evasion games…

Systems and Control · Electrical Eng. & Systems 2020-08-10 Zejian Zhou , Hao Xu

We study mean field games and corresponding $N$-player games in continuous time over a finite time horizon where the position of each agent belongs to a finite state space. As opposed to previous works on finite state mean field games, we…

Probability · Mathematics 2018-02-01 Alekos Cecchin , Markus Fischer

We study a family of mean field games arising in modeling the behavior of strategic economic agents which move across space maximizing their utility from consumption and have the possibility to accumulate resources for production (such as…

Analysis of PDEs · Mathematics 2026-01-22 Daria Ghilli , Fausto Gozzi , Giovanni Zanco

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

We analyze a system of partial differential equations that model a potential mean field game of controls, briefly MFGC. Such a game describes the interaction of infinitely many negligible players competing to optimize a personal value…

Analysis of PDEs · Mathematics 2020-10-27 Jameson Graber , Alan Mullenix , Laurent Pfeiffer

Finite mixture models are an important tool in the statistical analysis of data, for example in data clustering. The optimal parameters of a mixture model are usually computed by maximizing the log-likelihood functional via the…

Machine Learning · Statistics 2020-11-30 Laura Aquilanti , Simone Cacace , Fabio Camilli , Raul De Maio

In [14], Gueant, Lasry and Lions considered the model problem ``What time does meeting start?'' as a prototype for a general class of optimization problems with a continuum of players, called Mean Field Games problems. In this paper we…

Optimization and Control · Mathematics 2014-02-12 Fabio Camilli , Elisabetta Carlini , Claudio Marchi