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We consider a class of mean field games in which the agents interact through both their states and controls, and we focus on situations in which a generic agent tries to adjust her speed (control) to an average speed (the average is made in…
We introduce a new mean field kinetic model for systems of rational agents interacting in a game theoretical framework. This model is inspired from non-cooperative anonymous games with a continuum of players and Mean-Field Games. The large…
We investigate how the framework of mean-field games may be used to investigate strategic interactions in large heterogeneous populations. We consider strategic interactions in a population of players which may be partitioned into…
This paper studies the problem of Nash equilibrium approximation in large-scale heterogeneous mean-field games under communication and computation constraints. A deterministic mean-field game is considered in which the non-linear utility…
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…
We develop a probabilistic approach to continuous-time finite state mean field games. Based on an alternative description of continuous-time Markov chain by means of semimartingale and the weak formulation of stochastic optimal control, our…
The objective of this paper is to analyze the existence of equilibria for a class of deterministic mean field games of controls. The interaction between players is due to both a congestion term and a price function which depends on the…
This paper investigates the Nash equilibrium seeking problems for networked games with intermittent communication, where each player is capable of communicating with other players intermittently over a strongly connected and directed graph.…
This paper provides theoretical bounds for empirical game theoretical analysis of complex multi-agent interactions. We provide insights in the empirical meta game showing that a Nash equilibrium of the meta-game is an approximate Nash…
In large systems, it is important for agents to learn to act effectively, but sophisticated multi-agent learning algorithms generally do not scale. An alternative approach is to find restricted classes of games where simple, efficient…
A fundamental problem in noncooperative dynamic game theory is the computation of Nash equilibria under different information structures, which specify the information available to each agent during decision-making. Prior work has…
This paper investigates an indefinite linear-quadratic partially observed mean-field game with common noise, incorporating both state-average and control-average effects. In our model, each agent's state is observed through both individual…
In this work we introduce a new model of decision-making by agents in a social network. Agents have innate preferences over the strategies but, because of the social interactions, the decision of the agents are not only affected by their…
This paper investigates the linear-quadratic-Gaussian (LQG) mean-field game (MFG) for a class of stochastic delay systems. We consider a large population system in which the dynamics of each player satisfies some forward stochastic…
Computing an equilibrium in congestion games can be challenging when the number of players is large. Yet, it is a problem to be addressed in practice, for instance to forecast the state of the system and be able to control it. In this work,…
Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…
This paper studies a large population dynamic game involving nonlinear stochastic dynamical systems with agents of the following mixed types: (i) a major agent, and (ii) a population of $N$ minor agents where $N$ is very large. The major…
This paper studies the equilibrium consumption under external habit formation in a large population of agents. We first formulate problems under two types of conventional habit formation preferences, namely linear and multiplicative…
We consider mean field games with discrete state spaces (called discrete mean field games in the following) and we analyze these games in continuous and discrete time, over finite as well as infinite time horizons. We prove the existence of…
Distributed Nash equilibrium (NE) seeking problem for multi-coalition games has attracted increasing attention in recent years, but the research mainly focuses on the case without agreement demand within coalitions. This paper considers a…