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In this work, we present an application of the probabilistic weak formulation of mean field games (MFG) for modeling liquidity pools in a constant product automated market maker (AMM) protocol in the context of decentralized finance. Our…

Optimization and Control · Mathematics 2026-04-14 Agustín Muñoz González , Juan I. Sequeira , Rafael Orive Illera

Mean-field games (MFGs) have shown strong modeling capabilities for large systems in various fields, driving growth in computational methods for mean-field game problems. However, high order methods have not been thoroughly investigated. In…

Numerical Analysis · Mathematics 2023-08-16 Guosheng Fu , Siting Liu , Stanley Osher , Wuchen Li

Intelligent network selection plays an important role in achieving an effective data offloading in the integrated cellular and Wi-Fi networks. However, previously proposed network selection schemes mainly focused on offloading as much data…

Networking and Internet Architecture · Computer Science 2017-03-02 Man Hon Cheung , Fen Hou , Jianwei Huang , Richard Southwell

Existing deep learning methods for solving mean-field games (MFGs) with common noise fix the sampling common noise paths and then solve the corresponding MFGs. This leads to a nested-loop structure with millions of simulations of common…

Optimization and Control · Mathematics 2021-06-08 Ming Min , Ruimeng Hu

In this paper, we employ multiple wireless-powered relays to assist information transmission from a multi-antenna access point to a single-antenna receiver. The wireless relays can operate in either the passive mode via backscatter…

Signal Processing · Electrical Eng. & Systems 2020-08-05 Shimin Gong , Yuze Zou , Jing Xu , Dinh Thai Hoang , Bin Lyu , Dusit Niyato

Energy in Wireless Sensor Networks (WSNs) is critical to network lifetime and data delivery. However, the primary impediment to the durability and dependability of these sensor nodes is their short battery life. Currently, power-saving…

Networking and Internet Architecture · Computer Science 2025-08-19 Mehrshad Eskandarpour , Saba Pirahmadian , Parham Soltani , Hossein Soleimani

Wireless sensor networks are normally characterized by resource challenged nodes. Since communication costs the most in terms of energy in these networks, minimizing this overhead is important. We consider minimum length node scheduling in…

Networking and Internet Architecture · Computer Science 2013-01-24 K. Shashi Prabh

In this paper, we introduce various machine learning solvers for (coupled) forward-backward systems of stochastic differential equations (FBSDEs) driven by a Brownian motion and a Poisson random measure. We provide a rigorous comparison of…

Numerical Analysis · Mathematics 2024-05-28 Clémence Alasseur , Zakaria Bensaid , Roxana Dumitrescu , Xavier Warin

In this paper we consider prioritized maximal scheduling in multi-hop wireless networks, where the scheduler chooses a maximal independent set greedily according to a sequence specified by certain priorities. We show that if the probability…

Information Theory · Computer Science 2009-01-20 Qiao Li , Rohit Negi

We introduce a novel framework to model and solve mean-field game systems with nonlocal interactions. Our approach relies on kernel-based representations of mean-field interactions and feature-space expansions in the spirit of kernel…

Optimization and Control · Mathematics 2020-04-29 Siting Liu , Matthew Jacobs , Wuchen Li , Levon Nurbekyan , Stanley J. Osher

In this work, we consider a novel inverse problem in mean-field games (MFG). We aim to recover the MFG model parameters that govern the underlying interactions among the population based on a limited set of noisy partial observations of the…

Numerical Analysis · Mathematics 2022-04-12 Yat Tin Chow , Samy Wu Fung , Siting Liu , Levon Nurbekyan , Stanley Osher

This article introduces a novel mean-field game model for multi-sector economic growth in which a dynamically evolving externality, influenced by the collective actions of agents, plays a central role. Building on classical growth theories…

Optimization and Control · Mathematics 2026-05-05 Pierre Lavigne , Quentin Petit , Xavier Warin

This paper investigates a cellular edge caching problem under a very large number of small base stations (SBSs) and users. In this ultra-dense edge caching network (UDCN), conventional caching algorithms are inapplicable as their complexity…

Networking and Internet Architecture · Computer Science 2018-03-30 Hyesung Kim , Jihong Park , Mehdi Bennis , Seong-Lyun Kim , Mérouane Debbah

Mean field games (MFGs) offer a powerful framework for modeling large-scale multi-agent systems. This paper addresses MFGs formulated in continuous time with discrete state spaces, where agents' dynamics are governed by continuous-time…

Computer Science and Game Theory · Computer Science 2026-02-27 Yannick Eich , Christian Fabian , Kai Cui , Heinz Koeppl

Achieving the economical and stable operation of Multi-microgrids (MMG) systems is vital. However, there are still some challenging problems to be solved. Firstly, from the perspective of stable operation, it is necessary to minimize the…

Systems and Control · Electrical Eng. & Systems 2023-07-03 Yijian Wang , Yang Cui , Yang Li , Yang Xu

We propose and study several inverse problems for the mean field games (MFG) system in a bounded domain. Our focus is on simultaneously recovering the running cost and the Hamiltonian within the MFG system by the associated boundary…

Optimization and Control · Mathematics 2024-03-05 Hongyu Liu , Shen Zhang

The rise of microgrid-based architectures is heavily modifying the energy control landscape in distribution systems making distributed control mechanisms necessary to ensure reliable power system operations. In this paper, we propose the…

Systems and Control · Electrical Eng. & Systems 2020-10-14 Sergio Rozada , Dimitra Apostolopoulou , Eduardo Alonso

A mean-field game (MFG) seeks the Nash Equilibrium of a game involving a continuum of players, where the Nash Equilibrium corresponds to a fixed point of the best-response mapping. However, simple fixed-point iterations do not always…

Optimization and Control · Mathematics 2025-07-15 Jiajia Yu , Xiuyuan Cheng , Jian-Guo Liu , Hongkai Zhao

In this work, we study an equilibrium-based continuous asset pricing problem which seeks to form a price process endogenously by requiring it to balance the flow of sales-and-purchase orders in the exchange market, where a large number of…

Mathematical Finance · Quantitative Finance 2021-09-28 Masaaki Fujii , Akihiko Takahashi

In this paper, we study an interference avoidance scenario in the presence of a smart interferer which can rapidly observe the transmit power of a backscatter wireless sensor network (WSN) and effectively interrupt backscatter signals. We…

Networking and Internet Architecture · Computer Science 2017-12-29 Seung Gwan Hong , Yu Min Hwang , Sun Yui Lee , Yoan Shin , Dong In Kim , Jin Young Kim
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