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We consider a symmetric $n$-player nonzero-sum stochastic differential game with controlled jumps and mean-field type interaction among the players. Each player minimizes some expected cost by affecting the drift as well as the jump part of…

概率论 · 数学 2018-05-14 Chiara Benazzoli , Luciano Campi , Luca Di Persio

We propose an approach to modelling large-scale multi-agent dynamical systems allowing interactions among more than just pairs of agents using the theory of mean field games and the notion of hypergraphons, which are obtained as limits of…

计算机科学与博弈论 · 计算机科学 2022-11-23 Kai Cui , Wasiur R. KhudaBukhsh , Heinz Koeppl

We consider a class of dynamic collective choice models with social interactions, whereby a large number of non-uniform agents have to individually settle on one of multiple discrete alternative choices, with the relevance of their would-be…

系统与控制 · 计算机科学 2017-08-21 Rabih Salhab , Roland P. Malhamé , Jerome Le Ny

We consider the basic problem of approximating Nash equilibria in noncooperative games. For monotone games, we design continuous time flows which converge in an averaged sense to Nash equilibria. We also study mean field equilibria, which…

泛函分析 · 数学 2022-03-25 Ryan Hynd

Mean field games (MFG) and mean field control (MFC) problems have been introduced to study large populations of strategic players. They correspond respectively to non-cooperative or cooperative scenarios, where the aim is to find the Nash…

计算机科学与博弈论 · 计算机科学 2023-12-19 Rene Carmona , Gokce Dayanikli , Francois Delarue , Mathieu Lauriere

We study the asymptotic organization among many optimizing individuals interacting in a suitable "moderate" way. We justify this limiting game by proving that its solution provides approximate Nash equilibria for large but finite player…

最优化与控制 · 数学 2021-12-20 Franco Flandoli , Maddalena Ghio , Giulia Livieri

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…

最优化与控制 · 数学 2025-02-19 Rama Cont , Anran Hu

We introduce a simple class of mean field games with absorbing boundary over a finite time horizon. In the corresponding $N$-player games, the evolution of players' states is described by a system of weakly interacting It\^o equations with…

概率论 · 数学 2017-09-28 Luciano Campi , Markus Fischer

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…

最优化与控制 · 数学 2025-11-19 Ruimeng Hu , Jihao Long , Haosheng Zhou

We propose a game-theoretic framework for adaptive multi-agent intelligent systems. Unlike classical game theory, which often treats strategies as primitive objects chosen by perfectly rational agents, the proposed framework provides a…

神经与进化计算 · 计算机科学 2026-05-12 Zhe Sage Chen , Quanyan Zhu

We study discrete-time mean-field Markov games with infinite numbers of agents where each agent aims to minimize its ergodic cost. We consider the setting where the agents have identical linear state transitions and quadratic cost…

最优化与控制 · 数学 2019-10-17 Zuyue Fu , Zhuoran Yang , Yongxin Chen , Zhaoran Wang

Mean field games are concerned with the limit of large-population stochastic differential games where the agents interact through their empirical distribution. In the classical setting, the number of players is large but fixed throughout…

最优化与控制 · 数学 2019-12-30 Julien Claisse , Zhenjie Ren , Xiaolu Tan

Mean field game equilibria are predicated on the assumption of immediate pairwise interactions within a population of homogeneous agents with asymptotically vanishing influence as population size increases. However, in many real-world…

系统与控制 · 电气工程与系统科学 2026-05-20 Farid Rajabali , Roland Malhame , Sadegh Bolouki

The aim of this paper is to formulate and study a stochastic model for the management of environmental assets in a geographical context where in each place the local authorities take their policy decisions maximizing their own welfare,…

最优化与控制 · 数学 2025-10-27 Emmanuelle Augeraud-Véron , Daria Ghilli , Fausto Gozzi , Marta Leocata

This paper introduces a new method to achieve stable convergence to Nash equilibrium in duopoly noncooperative games. Inspired by the recent fixed-time Nash Equilibrium seeking (NES) as well as prescribed-time extremum seeking (ES) and…

最优化与控制 · 数学 2024-05-27 Victor Hugo Pereira Rodrigues , Tiago Roux Oliveira , Miroslav Krstić , Tamer Başar

Conventional game theory assumes that players are perfectly rational. In a realistic situation, however, players are rarely perfectly rational. This bounded rationality is one of the main reasons why the predictions of Nash equilibrium in…

物理与社会 · 物理学 2026-01-01 Mojtaba Madadi Asl , Mehdi Sadeghi

The emergence of cooperation figures among the main goal of game theory in competitive-cooperative environments. Potential games have long been hinted as viable alternatives to study realistic player behavior. Here, we expand the potential…

计算机科学与博弈论 · 计算机科学 2018-10-12 G. M. Nakamura , G. S. Contesini , A. S. Martinez

We introduce the LLM-Nash framework, a game-theoretic model where agents select reasoning prompts to guide decision-making via Large Language Models (LLMs). Unlike classical games that assume utility-maximizing agents with full rationality,…

人工智能 · 计算机科学 2025-07-14 Quanyan Zhu

We develop a general game-theoretic framework for reasoning about strategic agents performing possibly costly computation. In this framework, many traditional game-theoretic results (such as the existence of a Nash equilibrium) no longer…

计算机科学与博弈论 · 计算机科学 2014-12-10 Joseph Y. Halpern , Rafael Pass

We introduce a new type of Mean Field Game epidemiological models, in which subpopulations have different behavioral patterns: some are viewed as "highly rational" (choosing Nash-equilibrium long-term strategies) while others follow…

种群与进化 · 定量生物学 2025-12-24 Finnegan Buckley , Alexander Vladimirsky