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In network formation games, agents form edges with each other to maximize their utility. Each agent's utility depends on its private beliefs and its edges in the network. Strategic agents can misrepresent their beliefs to get a better…

Optimization and Control · Mathematics 2024-09-04 Akhil Jalan , Deepayan Chakrabarti

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

When controlling multi-agent systems, the trade-off between performance and scalability is a major challenge. Here, we address this difficulty by using mean field games (MFGs), which is a framework that deduces the macroscopic dynamics…

Optimization and Control · Mathematics 2021-08-06 Daisuke Inoue , Yuji Ito , Takahito Kashiwabara , Norikazu Saito , Hiroaki Yoshida

In this paper, we study finite-agent linear-quadratic games on graphs. Specifically, we propose a comprehensive framework that extends the existing literature by incorporating heterogeneous and interpretable player interactions. Compared to…

Optimization and Control · Mathematics 2025-11-19 Ruimeng Hu , Jihao Long , Haosheng Zhou

We study a class of two-player competitive concurrent stochastic games on graphs with reachability objectives. Specifically, player 1 aims to reach a subset $F_1$ of game states, and player 2 aims to reach a subset $F_2$ of game states…

Systems and Control · Electrical Eng. & Systems 2023-03-24 Chongyang Shi , Shuo Han , Jie Fu

Recent results showed it was possible to determine if a modest size 3XOR game has a perfect quantum strategy. We build on these and give an explicit polynomial time algorithm which constructs such a perfect strategy or refutes its…

Quantum Physics · Physics 2022-09-13 Adam Bene Watts , J. William Helton , Zehong Zhao

Mean field games (MFGs) model equilibria in games with a continuum of weakly interacting players as limiting systems of symmetric $n$-player games. We consider the finite-state, infinite-horizon problem with ergodic cost. Assuming Markovian…

Optimization and Control · Mathematics 2025-03-25 Asaf Cohen , Ethan Zell

In soccer, game context can result in skewing offensive statistics in ways that might misrepresent how well a team has played. For instance, in England's 1-2 loss to France in the 2022 FIFA World Cup quarterfinal, England attempted…

Applications · Statistics 2025-08-07 Andrey Skripnikov , Ahmet Cemek , David Gillman

We introduce a notion of strategies based on averaging for nonlocal games in quantum information theory. These so-called statistical strategies come in a commuting type and a more specific spatial type, which are respectively special cases…

Quantum Physics · Physics 2023-02-14 Peter Burton

In this paper, we consider a mean field game (MFG) with a major and $N$ minor agents. We first consider the limiting problem and allow the coefficients to vary with the conditional distribution in a nonlinear way. We use the stochastic…

Optimization and Control · Mathematics 2024-11-05 Ziyu Huang , Shanjian Tang

In this paper the extended model of Minority game (MG), incorporating variable number of agents and therefore called Grand Canonical, is used for prediction. We proved that the best MG-based predictor is constituted by a tremendously…

Applications · Statistics 2013-09-16 Karol Wawrzyniak , Wojciech Wiślicki

In this paper, we study the long-time behavior of mean field game (MFG) systems influenced by a common noise. While classical results establish the convergence of deterministic MFG towards stationary solutions under suitable monotonicity…

Analysis of PDEs · Mathematics 2025-09-23 Pierre Cardaliaguet , Raphaël Maillet , Wenbin Yan

We discuss a modification of the Evolutionary Minority Game (EMG) in which agents are placed in the nodes of a regular or a random graph. A neighborhood for each agent can thus be defined and a modification of the usual relaxation dynamics…

Condensed Matter · Physics 2007-05-23 E. Burgos , Horacio Ceva , R. P. J. Perazzo

We propose an analytically tractable variation of the minority game in which rational agents use probabilistic strategies. In our model, $N$ agents choose between two alternatives repeatedly, and those who are in the minority get a pay-off…

Trading and Market Microstructure · Quantitative Finance 2014-02-11 V. Sasidevan , Deepak Dhar

We introduce two Smoothed Policy Iteration algorithms (\textbf{SPI}s) as rules for learning policies and methods for computing Nash equilibria in second order potential Mean Field Games (MFGs). Global convergence is proved if the coupling…

Optimization and Control · Mathematics 2023-04-18 Qing Tang , Jiahao Song

We consider discrete-time stationary mean field games (MFG) with unknown dynamics and design algorithms for finding the equilibrium with finite-time complexity guarantees. Prior solutions to the problem assume either the contraction of a…

Optimization and Control · Mathematics 2025-02-13 Sihan Zeng , Sujay Bhatt , Alec Koppel , Sumitra Ganesh

In this paper it was developed a modification of the known multiagent model Minority Game, designed to simulate the behavior of traders in financial markets and the resulting price dynamics on the abstract resource. The model was…

Physics and Society · Physics 2010-08-24 Yu. A. Kuperin , M. M. Morozova

We partially modify the rules of the Minority Game (MG) by introducing some degree of local information in the game, which is only available for some agents, called the interacting agents. Our work shows that, for small values of the new…

Statistical Mechanics · Physics 2009-11-10 Ines Caridi , Horacio Ceva

To demonstrate the usefulness of physical approaches for the study of realistic economic systems, we investigate the inequality of players' wealth in one of the most extensively studied econophysical models, namely, the minority game (MG).…

Statistical Mechanics · Physics 2009-11-10 K. H. Ho , F. K. Chow , H. F. Chau

Algorithmic game theory (AGT) focuses on the design and analysis of algorithms for interacting agents, with interactions rigorously formalized within the framework of games. Results from AGT find applications in domains such as online…

Computer Science and Game Theory · Computer Science 2017-10-23 Ian Gemp , Sridhar Mahadevan