Related papers: Constrained Mean Field Games with Grushin type dyn…
We consider a class of deterministic mean field games, where the state associated with each player evolves according to an ODE which is linear w.r.t. the control. Existence, uniqueness, and stability of solutions are studied from the point…
The purpose of this paper is to provide a complete probabilistic analysis of a large class of stochastic differential games for which the interaction between the players is of mean-field type. We implement the Mean-Field Games strategy…
We are interested in the study of stochastic games for which each player faces an optimal stopping problem. In our setting, the players may interact through the criterion to optimise as well as through their dynamics. After briefly…
We study a dynamic game with a large population of players who choose actions from a finite set in continuous time. Each player has a state in a finite state space that evolves stochastically with their actions. A player's reward depends…
This paper establishes an equilibrium existence result for a class of Mean Field Games involving Reflected Stochastic Differential Equations. The proof relies on the framework of relaxed controls and martingale problems.
This paper studies mean field game (MFG) of controls by featuring the joint distribution of the state and the control with the reflected state process along an exogenous stochastic reflection boundary. We contribute to the literature with a…
We provide an abstract framework for submodular mean field games and identify verifiable sufficient conditions that allow to prove existence and approximation of strong mean field equilibria in models where data may not be continuous with…
We consider a mean field game describing the limit of a stochastic differential game of $N$-players whose state dynamics are subject to idiosyncratic and common noise and that can be absorbed when they hit a prescribed region of the state…
We propose two algorithms for the solution of the optimal control of ergodic McKean-Vlasov dynamics. Both algorithms are based on approximations of the theoretical solutions by neural networks, the latter being characterized by their…
In this paper, we investigate the robustness of stationary mean-field equilibria in the presence of model uncertainties, specifically focusing on infinite-horizon discounted cost functions. To achieve this, we initially establish…
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…
We study the convergence of Nash equilibria in a game of optimal stopping. If the associated mean field game has a unique equilibrium, any sequence of $n$-player equilibria converges to it as $n\to\infty$. However, both the finite and…
This paper investigates a class of linear-quadratic-Gaussian risk-sensitive graphon mean-field games, involving an asymptotically infinite population of heterogeneous agents distributed across an asymptotically infinite network, where each…
We study how risk-sensitive players act in situations where the outcome is influenced not only by the state-action profile but also by the distribution of it. In such interactive decision-making problems, the classical mean-field game…
We study the wellposedness of the master equation for a second-order mean field games with the Grushin type diffusion. In order to do this, we obtain the properties of its solution by investigating a degenerate mean field games system for…
We consider mean-field control problems in discrete time with discounted reward, infinite time horizon and compact state and action space. The existence of optimal policies is shown and the limiting mean-field problem is derived when the…
In this paper, we consider discrete-time partially observed mean-field games with the risk-sensitive optimality criterion. We introduce risk-sensitivity behaviour for each agent via an exponential utility function. In the game model, each…
We prove well-posedness of a class of kinetic-type Mean Field Games, which typically arise when agents control their acceleration. Such systems include independent variables representing the spatial position as well as velocity. We consider…
We discuss a class of explicitly solvable mean field type control problems/mean field games with a clear economic interpretation. More precisely, we consider long term average impulse control problems with underlying general one-dimensional…
We investigate mean-field games from the point of view of a large number of indistinguishable players which eventually converges to infinity. The players are weakly coupled via their empirical measure. The dynamics of the states of the…