Related papers: Long-Term Average Impulse Control with Mean Field …

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…

For algorithms based on interacting particle systems that admit a mean-field description, convergence analysis is often more accessible at the mean-field level. In order to transfer convergence results obtained at the mean-field level to…

We consider an economy made of competing firms which are heterogeneous in their capital and use several inputs for producing goods. Their consumption policy is fixed rationally by maximizing a utility and their capital cannot fall below a…

In this paper, we investigate a mean-field singular stochastic optimal control problem for systems governed by mean-field regime-switching singular stochastic differential equations. The state process is assumed to depend on both a regular…

We study a multiscale approach for the control of agent-based, two-population models. The control variable acts over one population of leaders, which influence the population of followers via the coupling generated by their interaction. We…

In this paper, we consider discrete-time partially observed mean-field games with the risk-sensitive optimality criterion. We introduce risk-sensitivity behaviour for each agent via an exponential utility function. In the game model, each…

This article considers a mean field game model inspired by crowd motion models in which agents aim at reaching a given target set and wish to minimize a cost consisting of an individual running cost, an individual cost depending on the…

A dynamical model of an ecological community is analyzed within a "mean-field approximation" in which one of the species interacts with the combination of all of the other species in the community. Within this approximation the model may be…

We study a model of competition among nomadic agents for time-varying and location-specific resources, arising in crowd-sourced transportation services, online communities, and traditional location-based economic activity. This model…

In this paper, we study the social optimality for mean field linear quadratic control systems following the direct approach, where subsystems are coupled via individual dynamics and costs according to a network topology. A graph is…

In this article, we apply a probabilistic approach to study general mean field type control (MFTC) problems with jump-diffusions, and give the first global-in-time solution. We allow the drift coefficient $b$ and the diffusion coefficient…

Within the realm of dynamic of \emph{smart buildings} and \emph{smart cities}, dynamic response management is playing an ever-increasing role thus attracting the attention of scientists from different disciplines. Dynamic demand response…

We consider deterministic mean field games in which the agents control their acceleration and are constrained to remain in a domain of R n. We study relaxed equilibria in the Lagrangian setting; they are described by a probability measure…

This work tackles the problem of energy-efficient distributed power control in wireless networks with a large number of transmitters. The problem is modeled by a dynamic game. Each transmitter-receiver communication is characterized by a…

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…

This paper discusses the control of coherent structures in turbulent flows, which has broad applications among complex systems in science and technology. Mean field games have been proved a powerful tool and are proposed here to control the…

We investigate the long-time dynamics and optimal control problem of a diffuse interface model that describes the growth of a tumor in presence of a nutrient and surrounded by host tissues. The state system consists of a Cahn-Hilliard type…

This paper studies the equilibrium consumption under external habit formation in a large population of agents. We first formulate problems under two types of conventional habit formation preferences, namely linear and multiplicative…

Collaborative multi-agent robotic systems where agents coordinate by modifying a shared environment often result in undesired dynamical couplings that complicate the analysis and experiments when solving a specific problem or task.…

In this paper, we address the problem of modeling the traffic flow of a heritage city whose streets are represented by a network. We consider a mean field approach where the standard forward backward system of equations is also intertwined…