Related papers: Linear Quadratic Mean Field Stackelberg Games: Ope…
In this paper, linear quadratic mean field games (LQMFGs) under heterogeneous erroneous initial information are investigated, focusing on how to achieve error correction by calculation based on the agents' own actual state and interactions…
Inverse game theory is utilized to infer the cost functions of all players based on game outcomes. However, existing inverse game theory methods do not consider the learner as an active participant in the game, which could significantly…
We study a class of stochastic dynamic games that exhibit strategic complementarities between players; formally, in the games we consider, the payoff of a player has increasing differences between her own state and the empirical…
We investigate a stochastic differential game in which a major player has a private information (the knowledge of a random variable), which she discloses through her control to a population of small players playing in a Nash Mean Field Game…
We study Stackelberg equilibria in finitely repeated games, where the leader commits to a strategy that picks actions in each round and can be adaptive to the history of play (i.e. they commit to an algorithm). In particular, we study…
We study a class of linear-quadratic mean-field games with incomplete information. For each agent, the state is given by a linear forward stochastic differential equation with common noise. Moreover, both the state and control variables can…
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…
We consider a class of $N$-player games and mean-field games of singular controls with ergodic performance criterion, providing a benchmark case for irreversible investment games featuring mean-field interaction and strategic…
In this paper we formulate the now classical problem of optimal liquidation (or optimal trading) inside a Mean Field Game (MFG). This is a noticeable change since usually mathematical frameworks focus on one large trader in front of a…
Solving feedback Stackelberg games with nonlinear dynamics and coupled constraints, a common scenario in practice, presents significant challenges. This work introduces an efficient method for computing approximate local feedback…
This paper investigates leader-follower linear-quadratic stochastic graphon games, which consist of a single leader and a continuum of followers. The state equations of the followers interact through graphon coupling terms, with their…
Mobile data offloading is an emerging technology to avoid congestion in cellular networks and improve the level of user satisfaction. In this paper, we develop a distributed market framework to price the offloading service, and conduct a…
Mean field games (MFG) and mean field control problems (MFC) are frameworks to study Nash equilibria or social optima in games with a continuum of agents. These problems can be used to approximate competitive or cooperative games with a…
We discuss and compare two methods of investigations for the asymptotic regime of stochastic differential games with a finite number of players as the number of players tends to the infinity. These two methods differ in the order in which…
We consider discrete-time stationary mean field games (MFG) with unknown dynamics and design algorithms for finding the equilibrium with finite-time complexity guarantees. Prior solutions to the problem assume either the contraction of a…
This paper is concerned with linear quadratic optimal control problems for mean-field backward stochastic differential equations (MF-BSDEs, for short) with deterministic coefficients. The optimality system, which is a linear mean-field…
A growing body of work in game theory extends the traditional Stackelberg game to settings with one leader and multiple followers who play a Nash equilibrium. Standard approaches for computing equilibria in these games reformulate the…
We consider a dynamic traffic routing game over an urban road network involving a large number of drivers in which each driver selecting a particular route is subject to a penalty that is affine in the logarithm of the number of drivers…
Resource competition problems are often modeled using Colonel Blotto games, where players take simultaneous actions. However, many real-world scenarios involve sequential decision-making rather than simultaneous moves. To model these…
This paper studies asymptotic solvability of a linear quadratic (LQ) mean field social optimization problem with controlled diffusions and indefinite state and control weights. Starting with an $N$-agent model, we employ a rescaling…