Related papers: Continuous-time mean field games: a primal-dual ch…
We consider strongly monotone games with convex separable coupling constraints, played by dynamical agents, in a partial-decision information scenario. We start by designing continuous-time fully distributed feedback controllers, based on…
This paper presents a novel data-driven approach for approximating the $\varepsilon$-Nash equilibrium in continuous-time linear quadratic Gaussian (LQG) games, where multiple agents interact with each other through their dynamics and…
We consider a class of systems of time dependent partial differential equations which arise in mean field type models with congestion. The systems couple a backward viscous Hamilton-Jacobi equation and a forward Kolmogorov equation both…
We propose a mean field game (MFG) framework to model the evolution of renewable energy production in competitive electricity markets. Producers interact through the spot price while optimising their profits under production, installation,…
Mean-field games (MFGs) are models of large populations of rational agents who seek to optimize an objective function that takes into account their location and the distribution of the remaining agents. Here, we consider stationary MFGs…
We address the problem of regularity of solutions $u^i(t, x^1, \dots, x^N)$ to a family of semilinear parabolic systems of $N$ equations, which describe closed-loop equilibria of some $N$-player differential games with Lagrangian having…
We consider variational Mean Field Games endowed with a constraint on the maximal density of the distribution of players. Minimizers of the variational formulation are equilibria for a game where both the running cost and the final cost of…
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…
We study the existence of strong solutions for mean-field forward-backward stochastic differential equations (FBSDEs) with measurable coefficients and their implication on the Nash equilibrium of a multi-population mean-field game. More…
In this paper, we study a class of two-player deterministic finite-horizon difference games with coupled inequality constraints, where each player has two types of decision variables: one involving sequential interactions and the other…
In this paper we propose a numerical method to obtain an approximation of Nash equilibria for multi-player non-cooperative games with a special structure. We consider the infinite horizon problem in a case which leads to a system of…
We formulate a mean field game where each player stops a privately observed Brownian motion with absorption. Players are ranked according to their level of stopping and rewarded as a function of their relative rank. There is a unique mean…
We consider a mean field game describing the limit of a stochastic differential game of $N$-players whose state dynamics are subject to idiosyncratic and common noise and that can be absorbed when they hit a prescribed region of the state…
Mean field game facilitates analyzing multi-armed bandit (MAB) for a large number of agents by approximating their interactions with an average effect. Existing mean field models for multi-agent MAB mostly assume a binary reward function,…
We consider forward-forward Mean Field Game (MFG) models that arise in numerical approximations of stationary MFGs. First, we establish a link between these models and a class of hyperbolic conservation laws as well as certain nonlinear…
This paper presents a general mean-field game (GMFG) framework for simultaneous learning and decision-making in stochastic games with a large population. It first establishes the existence of a unique Nash Equilibrium to this GMFG, and…
Mean field games equations are examined for conservation laws. The system of mean field games equations consists of two partial differential equations: the Hamilton-Jacobi-Bellman equation for the value function and the forward Kolmogorov…
In this article, we consider mean field games between a dominating player and a group of representative agents, each of which acts similarly and also interacts with each other through a mean field term being substantially influenced by the…
We consider deterministic Mean Field Games (MFG) in all Euclidean space with a cost functional continuous with respect to the distribution of the agents and attaining its minima in a compact set. We first show that the static MFG with such…
Mean field games is a recent area of study introduced by Lions and Lasry in a series of seminal papers in 2006. Mean field games model situations of competition between large number of rational agents that play non-cooperative dynamic games…