Related papers: High-dimensional Mean-Field Games by Particle-base…
Financial markets are often driven by latent factors which traders cannot observe. Here, we address an algorithmic trading problem with collections of heterogeneous agents who aim to perform optimal execution or statistical arbitrage, where…
In this paper, we study a large population game with heterogeneous dynamics and cost functions solving a consensus problem. Moreover, the agents have communication constraints which appear as: (1) an Additive-White Gaussian Noise (AWGN)…
High-fidelity modeling of turbulent flows requires capturing complex spatiotemporal dynamics and multi-scale intermittency, posing a fundamental challenge for traditional knowledge-based systems. While deep generative models, such as…
We propose a single-level numerical approach to solve Stackelberg mean field game (MFG) problems. In Stackelberg MFG, an infinite population of agents play a non-cooperative game and choose their controls to optimize their individual…
Mean field control (MFC) problems have vast applications in artificial intelligence, engineering, and economics, while solving MFC problems accurately and efficiently in high-dimensional spaces remains challenging. This work introduces…
We present a computational framework for modeling large-scale particle-laden flows in complex domains with the goal of enabling simulations in medical-image derived patient specific geometries. The framework is based on a volume-filtered…
Here, we prove the existence of solutions to first-order mean-field games (MFGs) arising in optimal switching. First, we use the penalization method to construct approximate solutions. Then, we prove uniform estimates for the penalized…
Neural network-based methods have demonstrated effectiveness in solving high-dimensional Mean-Field Games (MFG) equilibria, yet ensuring mathematically consistent density-coupled evolution remains a major challenge. This paper proposes the…
This paper studies a large population dynamic game involving nonlinear stochastic dynamical systems with agents of the following mixed types: (i) a major agent, and (ii) a population of $N$ minor agents where $N$ is very large. The major…
Here, we develop numerical methods for finite-state mean-field games (MFGs) that satisfy a monotonicity condition. MFGs are determined by a system of differential equations with initial and terminal boundary conditions. These non-standard…
Mean-field games (MFG) were introduced to efficiently analyze approximate Nash equilibria in large population settings. In this work, we consider entropy-regularized mean-field games with a finite state-action space in a discrete time…
The formulation of Mean Field Games (MFG) typically requires continuous differentiability of the Hamiltonian in order to determine the advective term in the Kolmogorov--Fokker--Planck equation for the density of players. However, in many…
This paper investigates the control of a massive population of UAVs such as drones. The straightforward method of control of UAVs by considering the interactions among them to make a flock requires a huge inter-UAV communication which is…
Neural network-based methods are effective for solving equilibria in Mean-Field Games (MFGs), particularly in high-dimensional settings. However, solving the coupled partial differential equations (PDEs) in MFGs limits their applicability…
We consider stationary viscous Mean-Field Games systems in the case of local, decreasing and unbounded coupling. These systems arise in ergodic mean-field game theory, and describe Nash equilibria of games with a large number of agents…
Max-min fairness (MMF) is a widely known approach to a fair allocation of bandwidth to each of the users in a network. This allocation can be computed by uniformly raising the bandwidths of all users without violating capacity constraints.…
Mean field games (MFGs) offer a versatile framework for modeling large-scale interactive systems across multiple domains. This paper builds upon a previous work, by developing a state-of-the-art unified approach to decode or design the…
We propose a novel Particle Flow Map (PFM) method to enable accurate long-range advection for incompressible fluid simulation. The foundation of our method is the observation that a particle trajectory generated in a forward simulation…
We study Nash equilibria for a sequence of symmetric $N$-player stochastic games of finite-fuel capacity expansion with singular controls and their mean-field game (MFG) counterpart. We construct a solution of the MFG via a simple iterative…
This thesis is going to give a gentle introduction to Mean Field Games. It aims to produce a coherent text beginning for simple notions of deterministic control theory progressively to current Mean Field Games theory. The framework…