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Related papers: Corruption via Mean Field Games

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Traditional solvable game theory and mean-field-type game theory (risk-aware games) predominantly focus on quadratic costs due to their analytical tractability. Nevertheless, they often fail to capture critical non-linearities inherent in…

Optimization and Control · Mathematics 2025-05-09 Julian Barreiro-Gomez , Tyrone E. Duncan , Bozenna Pasik-Duncan , Hamidou Tembine

In-context learning enables large language models to perform novel tasks through few-shot demonstrations. However, demonstrations per se can naturally contain noise and conflicting examples, making this capability vulnerable. To understand…

Machine Learning · Computer Science 2026-03-06 Difan Jiao , Di Wang , Lijie Hu

Data corruption, including missing and noisy data, poses significant challenges in real-world machine learning. This study investigates the effects of data corruption on model performance and explores strategies to mitigate these effects…

Machine Learning · Computer Science 2025-05-22 Qi Liu , Wanjing Ma

The recently developed mean-field game models of corruption and bot-net defence in cyber-security, the evolutionary game approach to inspection and corruption, and the pressure-resistance game element, can be combined under an extended…

Optimization and Control · Mathematics 2022-05-03 Stamatios Katsikas , Vassili Kolokoltsov

Corruption is an endemic societal problem with profound implications in the development of nations. In combating this issue, cross-national evidence supporting the effectiveness of the rule of law seems at odds with poorly realized outcomes…

General Economics · Economics 2019-02-04 Omar A. Guerrero , Gonzalo Castañeda

We discuss a class of explicitly solvable mean field type control problems/mean field games with a clear economic interpretation. More precisely, we consider long term average impulse control problems with underlying general one-dimensional…

Optimization and Control · Mathematics 2021-04-28 Sören Christensen , Berenice Anne Neumann , Tobias Sohr

Mean-Field Games are games with a continuum of players that incorporate the time-dimension through a control-theoretic approach. Recently, simpler approaches relying on the Best Reply Strategy have been proposed. They assume that the agents…

Optimization and Control · Mathematics 2014-12-24 Pierre Degond , Michael Herty , Jian-Guo Liu

The goal of the paper is to introduce a set of problems which we call mean field games of timing. We motivate the formulation by a dynamic model of bank run in a continuous-time setting. We briefly review the economic and game theoretic…

Probability · Mathematics 2017-01-24 Rene Carmona , Francois Delarue , Daniel Lacker

Driven by recent successes in two-player, zero-sum game solving and playing, artificial intelligence work on games has increasingly focused on algorithms that produce equilibrium-based strategies. However, this approach has been less…

Computer Science and Game Theory · Computer Science 2022-06-24 Dustin Morrill , Ryan D'Orazio , Reca Sarfati , Marc Lanctot , James R. Wright , Amy Greenwald , Michael Bowling

Robust learning methods aim to learn a clean target distribution from noisy and corrupted training data where a specific corruption pattern is often assumed a priori. Our proposed method can not only successfully learn the clean target…

Machine Learning · Computer Science 2023-02-08 Jeongeun Park , Seungyoun Shin , Sangheum Hwang , Sungjoon Choi

In this paper, we study two kinds of inverse problems for Mean Field Games (MFGs) with common noise. Our focus is on MFGs described by a coupled system of stochastic Hamilton-Jacobi-Bellman and Fokker-Planck equations. Firstly, we establish…

Analysis of PDEs · Mathematics 2024-12-12 Qi Lü , Zhonghua Liao

Financial markets and more generally macro-economic models involve a large number of individuals interacting through variables such as prices resulting from the aggregate behavior of all the agents. Mean field games have been introduced to…

Optimization and Control · Mathematics 2021-07-12 René Carmona , Mathieu Laurière

Often in applications ranging from medical imaging and sensor networks to error correction and data science (and beyond), one needs to solve large-scale linear systems in which a fraction of the measurements have been corrupted. We consider…

Numerical Analysis · Mathematics 2021-07-09 Jamie Haddock , Deanna Needell , Elizaveta Rebrova , William Swartworth

While the general theory for the terminal-initial value problem in mean-field games is widely used in many models of applied mathematics, the modeling potential of the corresponding forward-forward version is still under-considered. In this…

Analysis of PDEs · Mathematics 2024-02-01 Adriano Festa , Simone Gottlich , Michele Ricciardi

The globally convergent convexification numerical method is constructed for a Coefficient Inverse Problem for the Mean Field Games System. A coefficient characterizing the global interaction term is recovered from the single measurement…

Numerical Analysis · Mathematics 2023-10-16 Michael V. Klibanov , Jingzhi Li , Zhipeng Yang

The dishonest casino is a well-known hidden Markov model (HMM) often used in education to introduce HMMs and graphical models. A sequence of die rolls is observed with the casino switching between a fair and a loaded die. Instead of…

Machine Learning · Computer Science 2026-01-09 Martin Haugh , Raghav Singal

Monitoring and reporting incorrect acts are pervasive for maintaining human cooperation, but in theory it is unclear how they influence each other. To explore their possible interactions we consider spatially structured population where…

Physics and Society · Physics 2018-12-11 Nanrong He , Xiaojie Chen , Attila Szolnoki

The main purpose of this paper is to formalize the modelling process, analysis and mathematical definition of corruption when entering into a contract between principal agent and producers. The formulation of the problem and the definition…

Economics · Quantitative Finance 2018-04-25 Oleg Malafeyev , Olga Koroleva , Dmitriy Prusskiy , Olga Zenovich

Real data are rarely pure. Hence the past half-century has seen great interest in robust estimation algorithms that perform well even when part of the data is corrupt. However, their vast majority approach optimal accuracy only when given a…

Machine Learning · Computer Science 2022-02-14 Ayush Jain , Alon Orlitsky , Vaishakh Ravindrakumar

Given a large number of homogeneous players that are distributed across three possible states, we consider the problem in which these players have to control their transition rates, while minimizing a cost. The optimal transition rates are…

Systems and Control · Computer Science 2018-02-13 Leonardo Stella , Dario Bauso