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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

This paper introduces a framework of Constrained Mean-Field Games (CMFGs), where each agent solves a constrained Markov decision process (CMDP). This formulation captures scenarios in which agents' strategies are subject to feasibility,…

Optimization and Control · Mathematics 2025-10-15 Anran Hu , Zijiu Lyu

We prove that solutions to a class of Mean Field Game systems with discount are unique provided that the discount factor is large enough, and the Lagrangian term is (proportionally) small enough. This identifies an asymptotic uniqueness…

Analysis of PDEs · Mathematics 2025-10-13 Marco Cirant , Elisa Continelli

This paper studies a type of rank-based mean field game in which competing agents strategically switch among multiple effort regimes. We propose an entropy regularized auxiliary problem where the switching decisions are randomized to the…

Optimization and Control · Mathematics 2026-05-29 Zongxia Liang , Shu Wang , Xiang Yu

A standard assumption in mean-field game (MFG) theory is that the coupling between the Hamilton-Jacobi equation and the transport equation is monotonically non-decreasing in the density of the population. In many cases, this assumption…

Analysis of PDEs · Mathematics 2016-11-29 Diogo A. Gomes , Levon Nurbekyan , Mariana Prazeres

We present a Reinforcement Learning (RL) algorithm to solve infinite horizon asymptotic Mean Field Game (MFG) and Mean Field Control (MFC) problems. Our approach can be described as a unified two-timescale Mean Field Q-learning: The…

Optimization and Control · Mathematics 2021-06-01 Andrea Angiuli , Jean-Pierre Fouque , Mathieu Laurière

Sequential decision making, commonly formalized as optimization of a Markov Decision Process, is a key challenge in artificial intelligence. Two successful approaches to MDP optimization are reinforcement learning and planning, which both…

Machine Learning · Computer Science 2022-04-01 Thomas M. Moerland , Joost Broekens , Aske Plaat , Catholijn M. Jonker

This chapter examines monotonicity techniques in the theory of mean-field games(MFGs). Originally, monotonicity ideas were used to establish the uniqueness of solutions for MFGs. Later, monotonicity methods and monotone operators were…

Analysis of PDEs · Mathematics 2025-02-28 Rita Ferreira , Diogo Gomes , Teruo Tada

This paper presents a general mean-field game (GMFG) framework for simultaneous learning and decision-making in stochastic games with a large population. It first establishes the existence of a unique Nash Equilibrium to this GMFG, and…

Machine Learning · Computer Science 2023-01-05 Xin Guo , Anran Hu , Renyuan Xu , Junzi Zhang

In this work, we consider ranking problems among a finite set of candidates: for instance, selecting the top-$k$ items among a larger list of candidates or obtaining the full ranking of all items in the set. These problems are often…

Machine Learning · Statistics 2025-06-04 Ruiting Liang , Jake A. Soloff , Rina Foygel Barber , Rebecca Willett

In this paper we study second order stationary Mean Field Game systems under density constraints on a bounded domain $\Omega \subset \mathbb{R}^d$. We show the existence of weak solutions for power-like Hamiltonians with arbitrary order of…

Analysis of PDEs · Mathematics 2016-03-04 Alpár Richárd Mészáros , Francisco J. Silva

We consider time-dependent viscous Mean-Field Games systems in the case of local, decreasing and unbounded coupling. These systems arise in mean-field game theory, and describe Nash equilibria of games with a large number of agents aiming…

Analysis of PDEs · Mathematics 2017-04-14 Marco Cirant , Daniela Tonon

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

We propose and study several inverse problems for the mean field games (MFG) system in a bounded domain. Our focus is on simultaneously recovering the running cost and the Hamiltonian within the MFG system by the associated boundary…

Optimization and Control · Mathematics 2024-03-05 Hongyu Liu , Shen Zhang

We consider a class of Mean Field Games in which the agents may interact through the statistical distribution of their states and controls. It is supposed that the Hamiltonian behaves like a power of its arguments as they tend to infinity,…

Analysis of PDEs · Mathematics 2020-06-24 Z Kobeissi

Rankings, especially those in search and recommendation systems, often determine how people access information and how information is exposed to people. Therefore, how to balance the relevance and fairness of information exposure is…

Information Retrieval · Computer Science 2021-02-22 Tao Yang , Qingyao Ai

Rankings are central to decision-making in fields ranging from education to online platforms, yet classical deterministic methods such as the Borda count method or Copeland-type pairwise methods ignore uncertainty due to sampling noise or…

Methodology · Statistics 2026-05-20 Shunpu Zhang

We present a systematic and reliable methodology, termed hierarchical mean-field theory (HMFT), to study and predict the behavior of strongly coupled many-particle systems. HMFT is a simple approximation, based upon group theoretical…

Strongly Correlated Electrons · Physics 2007-05-23 Gerardo Ortiz , Cristian D. Batista

We discuss a natural game of competition and solve the corresponding mean field game with \emph{common noise} when agents' rewards are \emph{rank dependent}. We use this solution to provide an approximate Nash equilibrium for the finite…

Probability · Mathematics 2016-10-18 Erhan Bayraktar , Yuchong Zhang

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 and aggregating local coupling, under general conditions on the Hamiltonian. The…

Analysis of PDEs · Mathematics 2018-10-17 Annalisa Cesaroni , Marco Cirant