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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…

Probability · Mathematics 2022-05-25 Matteo Burzoni , Luciano Campi

In this article, we establish precise convergence rates of a general class of $N$-Player Stackelberg games to their mean field limits, which allows the response time delay of information, empirical distribution based interactions, and the…

Optimization and Control · Mathematics 2025-10-06 Alain Bensoussan , Ziyu Huang , Sheng Wang , Sheung Chi Phillip Yam

We generalize the technique of smoothed analysis to distributed algorithms in dynamic network models. Whereas standard smoothed analysis studies the impact of small random perturbations of input values on algorithm performance metrics,…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-08-17 Michael Dinitz , Jeremy T. Fineman , Seth Gilbert , Calvin Newport

In this paper we study the controllability of networked systems with static network topologies using tools from algebraic graph theory. Each agent in the network acts in a decentralized fashion by updating its state in accordance with a…

Systems and Control · Computer Science 2013-02-12 Ahmet Yasin Yazicioglu , Waseem Abbas , Magnus Egerstedt

We consider tensor factorizations based on sparse measurements of the components of relatively high rank tensors. The measurements are designed in a way that the underlying graph of interactions is a random graph. The setup will be useful…

Machine Learning · Statistics 2026-04-15 Angelo Giorgio Cavaliere , Riki Nagasawa , Shuta Yokoi , Tomoyuki Obuchi , Hajime Yoshino

Several differential equation models have been proposed to explain the formation of patterns characteristic of the grid cell network. Understanding the robustness of these patterns with respect to noise is one of the key open questions in…

Probability · Mathematics 2023-01-26 José A. Carrillo , Andrea Clini , Susanne Solem

We use the combination of ideas and results from the theory of graph limits and nonlinear evolution equations to provide a rigorous mathematical justification for taking continuum limit for certain nonlocally coupled networks and to extend…

Adaptation and Self-Organizing Systems · Physics 2013-11-25 Georgi S. Medvedev

We investigate mean-field games (MFG) in which agents can actively control their speed of access to information. Specifically, the agents can dynamically decide to obtain observations with reduced delay by accepting higher observation…

Optimization and Control · Mathematics 2025-06-03 Dirk Becherer , Christoph Reisinger , Jonathan Tam

We formulate the MFG limit for $N$ interacting agents with a common noise as a single quasi-linear deterministic infinite-dimensional partial differential second order backward equation. We prove that any its (regular enough) solution…

Probability · Mathematics 2022-04-21 Vassili Kolokoltsov , Marianna Troeva

In the present work, we study deterministic mean field games (MFGs) with finite time horizon in which the dynamics of a generic agent is controlled by the acceleration. They are described by a system of PDEs coupling a continuity equation…

Analysis of PDEs · Mathematics 2020-07-29 Yves Achdou , Paola Mannucci , Claudio Marchi , Nicoletta Tchou

Social networks have a small number of large hubs, and a large number of small dense communities. We propose a generative model that captures both hub and dense structures. Based on recent results about graphons on line graphs, our model is…

Machine Learning · Statistics 2025-10-10 Sevvandi Kandanaarachchi , Cheng Soon Ong

In this paper we study systems of $N$ uniformly expanding coupled maps when $N$ is finite but large. We introduce self-consistent transfer operators that approximate the evolution of measures under the dynamics, and quantify this…

Dynamical Systems · Mathematics 2022-09-28 Matteo Tanzi

In this paper, we study the social optimality for mean field linear quadratic control systems following the direct approach, where subsystems are coupled via individual dynamics and costs according to a network topology. A graph is…

Optimization and Control · Mathematics 2022-08-30 Yong Liang , Bingchang Wang , Huanshui Zhang

The notions of bounded expansion and nowhere denseness not only offer robust and general definitions of uniform sparseness of graphs, they also describe the tractability boundary for several important algorithmic questions. In this paper we…

Discrete Mathematics · Computer Science 2019-09-25 Wojciech Nadara , Marcin Pilipczuk , Roman Rabinovich , Felix Reidl , Sebastian Siebertz

This work is mainly concerned with the so-called limit theory for mean-field games. Adopting the weak formulation paradigm put forward by Carmona and Lacker, we consider a fully non-Markovian setting allowing for drift control and…

Probability · Mathematics 2023-12-25 Dylan Possamaï , Ludovic Tangpi

We analyze how the transient dynamics of large dynamical systems in the vicinity of a stationary point, modeled by a set of randomly coupled linear differential equations, depends on the network topology. We characterize the transient…

Adaptation and Self-Organizing Systems · Physics 2024-01-17 Wojciech Tarnowski , Izaak Neri , Pierpaolo Vivo

We study the mean field game problem for a nervous system consisting of a large number of neurons with mean-field interaction. In this system, each neuron can modulate its spiking activity by controlling its membrane potential to…

Optimization and Control · Mathematics 2024-12-18 Lijun Bo , Dongfang Yang , Shihua Wang

In this paper we consider a mean field optimal control problem with an aggregation-diffusion constraint, where agents interact through a potential, in the presence of a Gaussian noise term. Our analysis focuses on a PDE system coupling a…

Analysis of PDEs · Mathematics 2019-09-25 Jose A. Carrillo , Edgard A. Pimentel , Vardan K. Voskanyan

A key task in the study of networked systems is to derive local and global properties that impact connectivity, synchronizability, and robustness; computing shortest paths or geodesics yields measures of network connectivity that can…

Social and Information Networks · Computer Science 2025-03-05 Sahil Loomba , Nick S. Jones

We show that if a sequence of dense graphs has the property that for every fixed graph F, the density of copies of F in these graphs tends to a limit, then there is a natural ``limit object'', namely a symmetric measurable 2-variable…

Combinatorics · Mathematics 2007-05-23 Laszlo Lovasz , Balazs Szegedy