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It was demonstrated in [Bonnemain et al., Phys. Rev. E 107, 024612 (2023)] that the anticipation pattern displayed by a dense crowd crossed by an intruder can be successfully described by a minimal Mean-Field Games model. However,…

Physics and Society · Physics 2024-04-17 Matteo Butano , Cécile Appert-Rolland , Denis Ullmo

Reinforcement learning is a powerful tool to learn the optimal policy of possibly multiple agents by interacting with the environment. As the number of agents grow to be very large, the system can be approximated by a mean-field problem.…

Optimization and Control · Mathematics 2020-08-18 Weichen Wang , Jiequn Han , Zhuoran Yang , Zhaoran Wang

We describe a simple model of heterogeneous, interacting agents making decisions between $n\ge 2$ discrete choices. For a special class of interactions, our model is the mean field description of random-field Potts-like models, and is…

Physics and Society · Physics 2014-11-19 Ching Hua Lee , Andrew Lucas

The Minority Game is a simple yet highly non-trivial agent-based model for a complex adaptive system. Despite its importance, a quantitative explanation of the game's fluctuations which applies over the entire parameter range of interest…

Condensed Matter · Physics 2009-10-31 M. Hart , P. Jefferies , N. F. Johnson , P. M. Hui

Mean-field games (MFG) provide a statistical physics inspired modeling framework for decision making in large-populations of strategic, non-cooperative agents. Mathematically, these systems consist of a forward-backward in time system of…

Dynamical Systems · Mathematics 2024-05-10 Ali Akbar Rezaei Lori , Piyush Grover

We report the occurrence of quenching and annealing in a version of the Minority Game (MG) in which the winning option is to join a given fraction of the population that is a free, external parameter. We compare this to the different…

Condensed Matter · Physics 2009-10-31 E. Burgos , Horacio Ceva , R. P. J. Perazzo

Mean-field games (MFGs) are a modeling framework for systems with a large number of interacting agents. They have applications in economics, finance, and game theory. Normalizing flows (NFs) are a family of deep generative models that…

Optimization and Control · Mathematics 2023-05-24 Han Huang , Jiajia Yu , Jie Chen , Rongjie Lai

This work studies non-cooperative Multi-Agent Reinforcement Learning (MARL) where multiple agents interact in the same environment and whose goal is to maximize the individual returns. Challenges arise when scaling up the number of agents…

Artificial Intelligence · Computer Science 2023-04-14 Talal Algumaei , Ruben Solozabal , Reda Alami , Hakim Hacid , Merouane Debbah , Martin Takac

This paper revisits well-studied dynamic decisions of weakly coupled large-population (LP) systems. Specifically, three types of LP decision problems: mean-field game (MG), mean-field team (MT), and mean-field-type control (MC), are…

Optimization and Control · Mathematics 2022-11-22 Huang Jianhui , Qiu Zhenghong , Wang Shujun , Wu Zhen

Given a large number of homogeneous players that are distributed across three possible states, we consider the problem in which these players have to control their transition rates, while minimizing a cost. The optimal transition rates are…

Systems and Control · Computer Science 2018-02-13 Leonardo Stella , Dario Bauso

It is argued that, for strongly non-linear behaviors, a fully deterministic position can hardly be maintained in the micro-macro transitions. This is due to the lack of information on the relevant boundary conditions, and to the tendency of…

Classical Physics · Physics 2007-05-23 Mayeul Arminjon , Didier Imbault

We calculate the standard deviation of (N1-N0), the difference of the number of agents choosing between the two alternatives of the minority game. Our approach is based on two approximations: we use the whole set of possible strategies,…

Condensed Matter · Physics 2009-11-07 Ines Caridi , Horacio Ceva

Mean-Field Control (MFC) is a powerful tool to solve Multi-Agent Reinforcement Learning (MARL) problems. Recent studies have shown that MFC can well-approximate MARL when the population size is large and the agents are exchangeable.…

Machine Learning · Computer Science 2022-06-02 Washim Uddin Mondal , Vaneet Aggarwal , Satish V. Ukkusuri

The local navigation of pedestrians amid a crowd is generally believed to involve no anticipation beyond (at best) the avoidance of the most imminent collisions. We show that current models rooted in this belief fail to reproduce some key…

In this book, we present a curated collection of existing results on inverse problems for Mean Field Games (MFGs), a cutting-edge and rapidly evolving field of research. Our aim is to provide fresh insights, novel perspectives, and a…

Analysis of PDEs · Mathematics 2025-03-20 Hongyu Liu , Catharine W. K. Lo , Shen Zhang

We study a particle system with hopping (random walk) dynamics on the integer lattice $\mathbb Z^d$. The particles can exist in two states, active or inactive (sleeping); only the former can hop. The dynamics conserves the number of…

Statistical Mechanics · Physics 2017-02-22 Ronald Dickman , Leonardo T. Rolla , Vladas Sidoravicius

We study the dynamics and statics of a dilute batch minority game with random external information. We focus on the case in which the number of connections per agent is infinite in the thermodynamic limit. The dynamical scenario of…

Disordered Systems and Neural Networks · Physics 2009-11-10 Tobias Galla

This paper studies a general class of stochastic population processes in which agents interact with one another over a network. Agents update their behaviors in a random and decentralized manner according to a policy that depends only on…

Probability · Mathematics 2023-07-21 Anirudh Sridhar , Soummya Kar

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

In this paper, a novel decentralized intelligent adaptive optimal strategy has been developed to solve the pursuit-evasion game for massive Multi-Agent Systems (MAS) under uncertain environment. Existing strategies for pursuit-evasion games…

Systems and Control · Electrical Eng. & Systems 2020-08-10 Zejian Zhou , Hao Xu
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