相关论文: A Modest Proposal for MFG with Density Constraints

Coordinating mixed fleets of massive vehicles under stringent delay constraints is a central scalability bottleneck in next-generation mobile computing networks, especially when passenger cars, freight trucks, and autonomous vehicles share…

In this paper we consider symmetric games where a large number of players can be in any one of d states. We derive a limiting mean field model and characterize its main properties. This mean field limit is a system of coupled ordinary…

This work deals with a numerical method for solving a mean-field type control problem with congestion. It is the continuation of an article by the same authors, in which suitably defined weak solutions of the system of partial differential…

In this manuscript we derive a new nonlinear transport equation written on the space of probability measures that allows to study a class of deterministic mean field games and master equations, where the interaction of the agents happens…

Mean Field Games (MFG) theory describes strategic interactions in differential games with a large number of small and indistinguishable players. Traditionally, the players' control impacts only the drift term in the system's dynamics,…

In this paper we consider a mean field approach to modeling the agents flow over a transportation network. In particular, beside a standard framework of mean field games, with controlled dynamics by the agents and costs mass-distribution…

This paper studies the mean field game (MFG) problem arising from a large population competition in fund management, featuring a new type of relative performance via the benchmark tracking. In the $n$-player model, each agent aims to…

In this paper, we propose an initial value fomulation of the discrete mean field games on finite graphs (Graph MFG), and design a neural network based approach to solve it. Graph MFG describes infinite, non-cooperative and interactive…

Mean Field Games (MFG) have been introduced to tackle games with a large number of competing players. Considering the limit when the number of players is infinite, Nash equilibria are studied by considering the interaction of a typical…

This paper studies an optimal investment-consumption problem for competitive agents with exponential or power utilities and a common finite time horizon. Each agent regards the average of habit formation and wealth from all peers as…

The purpose of this work is to pose and solve the problem to guide a collection of weakly interacting dynamical systems (agents, particles, etc.) to a specified terminal distribution. The framework is that of mean-field and of cooperative…

This paper develops a unified framework for proving the existence of solutions to stationary first-order mean-field games (MFGs) based on the theory of monotone operators in Banach spaces. We cast the coupled MFG system as a variational…

We prove a rate of convergence for finite element approximations of stationary, second-order mean field games with nondifferentiable Hamiltonians posed in general bounded polytopal Lipschitz domains with strongly monotone running costs. In…

Today's multiagent systems have grown too complex to rely on centralized controllers, prompting increasing interest in the design of distributed algorithms. In this respect, game theory has emerged as a valuable tool to complement more…

Mean field control (MFC) problems have been introduced to study social optima in very large populations of strategic agents. The main idea is to consider an infinite population and to simplify the analysis by using a mean field…

This paper considers mean field games in a multi-agent Markov decision process (MDP) framework. Each player has a continuum state and binary action. By active control, a player can bring its state to a resetting point. All players are…

We present a simpler proof of the existence of equilibria for a class of mean field games with common noise, where players interact through the conditional law given the current value of the common noise rather than its entire path. By…

The mean field limit of large-population symmetric stochastic differential games is derived in a general setting, with and without common noise, on a finite time horizon. Minimal assumptions are imposed on equilibrium strategies, which may…

Mean-field games (MFGs) have shown strong modeling capabilities for large systems in various fields, driving growth in computational methods for mean-field game problems. However, high order methods have not been thoroughly investigated. In…

The rapid growth of population in urban areas is jeopardizing the mobility and air quality worldwide. One of the most notable problems arising is that of traffic congestion which in turn affects air pollution. With the advent of…