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Related papers: Forecasting Public Sentiments via Mean Field Games

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In this paper, we consider a mean field game model inspired by crowd motion where agents aim to reach a closed set, called target set, in minimal time. Congestion phenomena are modeled through a constraint on the velocity of an agent that…

Optimization and Control · Mathematics 2022-12-23 Saeed Sadeghi Arjmand , Guilherme Mazanti

We study in this paper three aspects of Mean Field Games. The first one is the case when the dynamics of each player depend on the strategies of the other players. The second one concerns the modeling of '' noise '' in discrete space models…

Analysis of PDEs · Mathematics 2018-08-02 Charles Bertucci , Jean Michel Lasry , Pierre Louis Lions

For two classes of Mean Field Game systems we study the convergence of solutions as the interest rate in the cost functional becomes very large, modeling agents caring only about a very short time-horizon, and the cost of the control…

Optimization and Control · Mathematics 2020-04-10 Martino Bardi , Pierre Cardaliaguet

We present a Mean Field Game approach to obtain the rate function for the empirical measure of interacting particles under McKean-Vlasov dynamics. Although the result is well known, our approach relies on PDE methods and provides another…

Analysis of PDEs · Mathematics 2023-10-13 Nikiforos Mimikos-Stamatopoulos

The recent work arXiv:2407.17373 proposes a derivative-free consensus-based particle method that computes global solutions to nonconvex-nonconcave min-max problems and establishes global exponential convergence in the sense of the…

Optimization and Control · Mathematics 2026-02-16 Hui Huang , Jethro Warnett

Mean field games is a recent area of study introduced by Lions and Lasry in a series of seminal papers in 2006. Mean field games model situations of competition between large number of rational agents that play non-cooperative dynamic games…

Optimization and Control · Mathematics 2011-03-18 Diogo A. Gomes , Joana Mohr , Rafael R. Souza

In this article we study the convergence of the Nash Equilibria in a N-player differential game towards the optimal strategies in the Mean Field Games, when the dynamic of the generic player includes a reflection process which guarantees…

Analysis of PDEs · Mathematics 2022-03-16 Michele Ricciardi

This paper suggests a model for the motion of tagged pedestrians: pedestrians moving towards a specified targeted destination, which they are forced to reach. It aims to be a decision-making tool for the positioning of fire fighters,…

Optimization and Control · Mathematics 2019-02-25 Alexander Aurell , Boualem Djehiche

We introduce the use of conservation laws to develop strategies in multi-player consensus games. First, basic well posedness results provide a reliable analytic setting. Then, a general non anticipative strategy is proposed through its…

Optimization and Control · Mathematics 2018-01-15 Rinaldo M. Colombo , Mauro Garavello

Many real-world problems modeled by stochastic games have huge state and/or action spaces, leading to the well-known curse of dimensionality. The complexity of the analysis of large-scale systems is dramatically reduced by exploiting mean…

Systems and Control · Computer Science 2015-03-19 H. Tembine

We unify standard frameworks for approachability both in full or partial monitoring by defining a new abstract game, called the "purely informative game", where the outcome at each stage is the maximal information players can obtain,…

Computer Science and Game Theory · Computer Science 2013-01-17 Vianney Perchet , Marc Quincampoix

We study the problem of characterizing the set of games that are consistent with observed equilibrium play. Our contribution is to develop and analyze a new methodology based on convex optimization to address this problem for many classes…

Computer Science and Game Theory · Computer Science 2017-03-23 Juba Ziani , Venkat Chandrasekaran , Katrina Ligett

In a crowd forecasting system, aggregation is an algorithm that returns aggregated probabilities for each question based on the probabilities provided per question by each individual in the crowd. Various aggregation methods have been…

Applications · Statistics 2022-03-18 Yuzhong Huang , Andres Abeliuk , Fred Morstatter , Pavel Atanasov , Aram Galstyan

Planning safe robot motions in the presence of humans requires reliable forecasts of future human motion. However, simply predicting the most likely motion from prior interactions does not guarantee safety. Such forecasts fail to model the…

Artificial Intelligence · Computer Science 2023-10-23 Kushal Kedia , Prithwish Dan , Sanjiban Choudhury

This paper studies the convergence of mean field games with finite state space to mean field games with a continuous state space. We examine a space discretization of a diffusive dynamics, which is reminiscent of the Markov chain…

Optimization and Control · Mathematics 2024-01-18 Charles Bertucci , Alekos Cecchin

The theory of Mean-Field Games is interested in the behaviour of interacting particle systems in which the individual interaction between particles (players) decreases as the size of the population increases. In recent years, it was…

Optimization and Control · Mathematics 2024-01-23 Daniel Hernández-Hernández , Joshué Helí Ricalde-Guerrero

In a mean field game of controls, a large population of identical players seek to minimize a cost that depends on the joint distribution of the states of the players and their controls. We first consider the classes of mean field games of…

Optimization and Control · Mathematics 2025-12-05 P. Jameson Graber , Kyle Rosengartner

This paper gives a critical account of the minority game literature. The minority game is a simple congestion game: players need to choose between two options, and those who have selected the option chosen by the minority win. The learning…

General Finance · Quantitative Finance 2008-12-02 Willemien Kets

We study a multi-agent decision problem in population games, where agents select from multiple available strategies and continually revise their selections based on the payoffs associated with these strategies. Unlike conventional…

Multiagent Systems · Computer Science 2024-09-17 Shinkyu Park

In this paper, we investigate the interaction of two populations with a large number of indistinguishable agents. The problem consists in two levels: the interaction between agents of a same population, and the interaction between the two…

Optimization and Control · Mathematics 2018-10-30 Alain Bensoussan , Tao Huang , Mathieu Laurière