Related papers: A mean field game model with non-local spatial int…
We study mean field games for large non--exchangeable populations with moderate local interactions and common noise. The finite--player system is driven by two complementary interaction mechanisms : a graphon--type structure, which encodes…
We consider the mean-field game where each agent determines the optimal time to exit the game by solving an optimal stopping problem with reward function depending on the density of the state processes of agents still present in the game.…
This paper studies the mean field game (MFG) problem arising from a large population competition in fund management, featuring a new type of relative performance via the benchmark tracking. In the $n$-player model, each agent aims to…
We consider the basic problem of approximating Nash equilibria in noncooperative games. For monotone games, we design continuous time flows which converge in an averaged sense to Nash equilibria. We also study mean field equilibria, which…
In this paper, we consider the social optimal problem of discrete time finite state space mean field games (referred to as finite mean field games [1]). Unlike the individual optimization of their own cost function in competitive models, in…
We study a family of mean field games with a state variable evolving as a multivariate jump diffusion process. The jump component is driven by a Poisson process with a time-dependent intensity function. All coefficients, i.e. drift,…
In this paper we study evolutive first order Mean Field Games in the Heisenberg group; each agent can move in the whole space but it has to follow "horizontal" trajectories which are given in terms of the vector fields generating the group…
In a regular mean field game (MFG), the agents are assumed to be insignificant, they do not realize their effect on the population level and this may result in a phenomenon coined as the Tragedy of the Commons by the economists. However, in…
The design of coherent and efficient policies to address infectious diseases and their consequences requires to model not only epidemics dynamics, but also individual behaviors, as the latter has a strong influence on the former. In our…
Independent learners are agents that employ single-agent algorithms in multi-agent systems, intentionally ignoring the effect of other strategic agents. This paper studies mean-field games from a decentralized learning perspective, with two…
Evolutionary game dynamics is one of the most fruitful frameworks for studying evolution in different disciplines, from Biology to Economics. Within this context, the approach of choice for many researchers is the so-called replicator…
We propose a new mean-field game model with two states to study synchronization phenomena, and we provide a comprehensive characterization of stationary and dynamic equilibria along with their stability properties. The game undergoes a…
We consider deterministic mean field games where the dynamics of a typical agent is non-linear with respect to the state variable and affine with respect to the control variable. Particular instances of the problem considered here are mean…
Motivated by the recent interests in asymmetric mean field games, this paper provides a general framework of Heterogeneous Mean Field Game (HMFG) that subsumes different formulations of graphon mean field games. The key feature of the HMFG…
This work considers stochastic differential games with a large number of players, whose costs and dynamics interact through the empirical distribution of both their states and their controls. We develop a new framework to prove convergence…
We develop a probabilistic approach to continuous-time finite state mean field games. Based on an alternative description of continuous-time Markov chain by means of semimartingale and the weak formulation of stochastic optimal control, our…
The framework of Mean-field Games (MFGs) is used for modelling the collective dynamics of large populations of non-cooperative decision-making agents. We formulate and analyze a kinetic MFG model for an interacting system of non-cooperative…
The paper is concerned with the study of a control system consisting of one major agent and many identical minor agents in the limit case when the number of agents tends to infinity. To study the limiting system we use the mean field…
We consider a system of mean field games with local coupling in the deterministic limit. Under general structure conditions on the Hamiltonian and coupling, we prove existence and uniqueness of the weak solution, characterizing this…
This paper studies mean field games for multi-agent systems with control-dependent multiplicative noises. For the general systems with nonuniform agents, we obtain a set of decentralized strategies by solving an auxiliary limiting optimal…