English
Related papers

Related papers: Constrained Mean Field Games with Grushin type dyn…

200 papers

In this paper, we develop a Mean Field Games approach to Cluster Analysis. We consider a finite mixture model, given by a convex combination of probability density functions, to describe the given data set. We interpret a data point as an…

Numerical Analysis · Mathematics 2019-12-24 Laura Aquilanti , Simone Cacace , Fabio Camilli , Raul De Maio

This paper establishes that $N$-player stochastic games with singular controls, either of bounded velocity or of finite variation, can both be approximated by mean field games (MFGs) with singular controls of bounded velocity. More…

Optimization and Control · Mathematics 2020-04-28 Haoyang Cao , Xin Guo , Joon Seok Lee

This paper considers mean field games in a multi-agent Markov decision process (MDP) framework. Each player has a continuum state and binary action, and benefits from the improvement of the condition of the overall population. Based on an…

Optimization and Control · Mathematics 2021-01-05 Minyi Huang , Yan Ma

In this paper we provide the existence of classical solutions to stationary mean field game systems in the whole space $\mathbb{R}^N$, with coercive potential, aggregating local coupling, and under general conditions on the Hamiltonian,…

Analysis of PDEs · Mathematics 2018-03-14 Annalisa Cesaroni , Marco Cirant

This article considers a mean field game model inspired by crowd motion models in which agents aim at reaching a given target set and wish to minimize a cost consisting of an individual running cost, an individual cost depending on the…

Optimization and Control · Mathematics 2026-02-20 Guilherme Mazanti , Laurent Pfeiffer , Saeed Sadeghi Arjmand

The goal of this paper is to study the long time behavior of solutions of the first-order mean field game (MFG) systems with a control on the acceleration. The main issue for this is the lack of small time controllability of the problem,…

Optimization and Control · Mathematics 2020-07-07 Pierre Cardaliaguet , Cristian Mendico

In this paper we consider extended stationary mean field games, that is mean-field games which depend on the velocity field of the players. We prove various a-priori estimates which generalize the results for quasi-variational mean field…

Analysis of PDEs · Mathematics 2013-05-14 Diogo A. Gomes , Stefania Patrizi , Vardan Voskanyan

We introduce the notion of regularized Bayesian best response (RBBR) learning dynamic in heterogeneous population games. We obtain such a dynamic via perturbation by an arbitrary lower semicontinuous, strongly convex regularizer in Bayesian…

Optimization and Control · Mathematics 2023-03-13 Sayan Mukherjee , Souvik Roy

In this paper we consider an optimal control problem for a large population of interacting agents with deterministic dynamics, aggregating potential and constraints on reciprocal distances, in dimension 1. We study existence and qualitative…

Analysis of PDEs · Mathematics 2021-05-26 Annalisa Cesaroni , Marco Cirant

The paper considers a forward-backward system of parabolic PDEs arising in a Mean Field Game (MFG) model where every agent controls the drift of a trajectory subject to Brownian diffusion, trying to escape a given bounded domain $\Omega$ in…

Analysis of PDEs · Mathematics 2022-12-23 Romain Ducasse , Guilherme Mazanti , Filippo Santambrogio

We consider static finite-player network games and their continuum analogs, graphon games. Existence and uniqueness results are provided, as well as convergence of the finite-player network game optimal strategy profiles to their analogs…

Optimization and Control · Mathematics 2019-11-26 Rene Carmona , Daniel Cooney , Christy Graves , Mathieu Lauriere

In this paper, we formulate an evolutionarymultiple access control game with continuousvariable actions and coupled constraints. We characterize equilibria of the game and show that the pure equilibria are Pareto optimal and also resilient…

Computer Science and Game Theory · Computer Science 2015-03-19 Quanyan Zhu , Hamidou Tembine , Tamer Basar

We propose and investigate a general class of discrete time and finite state space mean field game (MFG) problems with potential structure. Our model incorporates interactions through a congestion term and a price variable. It also allows…

Optimization and Control · Mathematics 2023-03-07 J. Frédéric Bonnans , Pierre Lavigne , Laurent Pfeiffer

Mean-field game theory relies on approximating games that are intractable to model due to a very large to infinite population of players. While these kinds of games can be solved analytically via the associated system of partial…

Machine Learning · Computer Science 2026-04-16 Anna C. M. Thöni , Yoram Bachrach , Tal Kachman

We explore a mechanism of decision-making in Mean Field Games with myopic players. At each instant, agents set a strategy which optimizes their expected future cost by assuming their environment as immutable. As the system evolves, the…

Optimization and Control · Mathematics 2018-02-05 Charafeddine Mouzouni

Mean field game theory studies the behavior of a large number of interacting individuals in a game theoretic setting and has received a lot of attention in the past decade (Lasry and Lions, Japanese journal of mathematics, 2007). In this…

Optimization and Control · Mathematics 2019-10-31 Martin Frank , Michael Herty , Torsten Trimborn

Recently, a deep-learning algorithm referred to as Deep Galerkin Method (DGM), has gained a lot of attention among those trying to solve numerically Mean Field Games with finite horizon, even if the performance seems to be decreasing…

Optimization and Control · Mathematics 2024-03-01 René Carmona , Claire Zeng

In this paper we formulate and solve a mean-field game described by a linear stochastic dynamics and a quadratic or exponential-quadratic cost functional for each generic player. The optimal strategies for the players are given explicitly…

Optimization and Control · Mathematics 2014-12-02 Djehiche Boualem , Tembine Hamidou

We study an ergodic mean field game problem with state constraints. In our model the agents are affected by idiosyncratic noise and use a (singular) feedback control to prevent the Brownian motion from exiting the domain. We characterize…

Analysis of PDEs · Mathematics 2023-10-05 Alessio Porretta , Michele Ricciardi

Here, we consider one-dimensional forward-forward mean-field games (MFGs) with congestion, which were introduced to approximate stationary MFGs. We use methods from the theory of conservation laws to examine the qualitative properties of…

Analysis of PDEs · Mathematics 2017-03-30 Diogo Gomes , Marc Sedjro
‹ Prev 1 8 9 10 Next ›