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相关论文: A model problem for Mean Field Games on networks

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This work tackles the problem of energy-efficient distributed power control in wireless networks with a large number of transmitters. The problem is modeled by a dynamic game. Each transmitter-receiver communication is characterized by a…

信息论 · 计算机科学 2013-01-30 François Mériaux , Vineeth Varma , Samson Lasaulce

In this paper, we consider a mean field game model inspired by crowd motion in which several interacting populations evolving in $\mathbb R^d$ aim at reaching given target sets in minimal time. The movement of each agent is described by a…

最优化与控制 · 数学 2022-08-16 Saeed Sadeghi Arjmand , Guilherme Mazanti

Mean-field games arise in various fields including economics, engineering, and machine learning. They study strategic decision making in large populations where the individuals interact via certain mean-field quantities. The ground metrics…

最优化与控制 · 数学 2020-07-23 Lisang Ding , Wuchen Li , Stanley Osher , Wotao Yin

Negotiations, a model of concurrency with multi party negotiation as primitive, have been recently introduced by J. Desel and J. Esparza. We initiate the study of games for this model. We study coalition problems: can a given coalition of…

计算机科学中的逻辑 · 计算机科学 2015-09-25 Philipp Hoffmann

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…

最优化与控制 · 数学 2015-09-23 Diogo A. Gomes , Joana Mohr , Rafael R. Souza

This thesis is going to give a gentle introduction to Mean Field Games. It aims to produce a coherent text beginning for simple notions of deterministic control theory progressively to current Mean Field Games theory. The framework…

最优化与控制 · 数学 2019-07-03 Athanasios Vasiliadis

This study addresses primal-dual dynamics for a stochastic programming problem for capacity network design. It is proven that consensus can be achieved on the \textit{here and now} variables which represent the capacity of the network. The…

最优化与控制 · 数学 2020-09-11 Casper T. Röling , Dario Bauso , Hamidou Tembine

Mean field game theory studies the behavior of a large number of interacting individuals in a game theoretic setting and has received a lot of attention in the past decade (Lasry and Lions, Japanese journal of mathematics, 2007). In this…

最优化与控制 · 数学 2019-10-31 Martin Frank , Michael Herty , Torsten Trimborn

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…

偏微分方程分析 · 数学 2020-03-10 Y Achdou , Z Kobeissi

Distributed decision making in multi-agent networks has recently attracted significant research attention thanks to its wide applicability, e.g. in the management and optimization of computer networks, power systems, robotic teams, sensor…

最优化与控制 · 数学 2018-11-13 Carlo Cenedese , Yu Kawano , Sergio Grammatico , Ming Cao

We introduce a mean field game with rank-based reward: competing agents optimize their effort to achieve a goal, are ranked according to their completion time, and paid a reward based on their relative rank. First, we propose a tractable…

最优化与控制 · 数学 2017-08-07 Marcel Nutz , Yuchong Zhang

Motivated by an optimal visiting problem, we study a switching mean-field game on a network, where both a decisional and a switching time-variable is at disposal of the agents for what concerns, respectively, the instant to decide and the…

最优化与控制 · 数学 2023-03-23 Fabio Bagagiolo , Luciano Marzufero

This article considers a mean field game model inspired by crowd motion models in which agents aim at reaching a given target set and wish to minimize a cost consisting of an individual running cost, an individual cost depending on the…

最优化与控制 · 数学 2026-02-20 Guilherme Mazanti , Laurent Pfeiffer , Saeed Sadeghi Arjmand

This paper considers a mean field game model inspired by crowd motion where agents want to leave a given bounded domain through a part of its boundary in minimal time. Each agent is free to move in any direction, but their maximal speed is…

最优化与控制 · 数学 2022-02-21 Guilherme Mazanti , Filippo Santambrogio

We consider a mean-field game model where the cost functions depend on a fixed parameter, called \textit{state}, which is unknown to players. Players learn about the state from a a stream of private signals they receive throughout the game.…

最优化与控制 · 数学 2024-02-01 Eran Shmaya , Bruno Ziliotto

We study stochastic Mean Field Games on networks with sticky transition conditions. In this setting, the diffusion process governing the agent's dynamics can spend finite time both in the interior of the edges and at the vertices. The…

偏微分方程分析 · 数学 2025-01-17 Jules Berry , Fabio Camilli

In this tutorial, we provide an introduction to machine learning methods for finding Nash equilibria in games with large number of agents. These types of problems are important for the operations research community because of their…

最优化与控制 · 数学 2024-06-18 Gokce Dayanikli , Mathieu Lauriere

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…

最优化与控制 · 数学 2020-06-18 Fabio Bagagiolo , Rosario Maggistro , Raffaele Pesenti

In this paper, we study the portfolio optimization problem formulated by Lacker and Soret. They formulate a finite time horizon model that allows agents to be competitive, measuring their utility not only by their absolute wealth but also…

数理金融 · 定量金融 2023-10-24 Ananya Parashar

Mean-field games have been studied under the assumption of very large number of players. For such large systems, the basic idea consists to approximate large games by a stylized game model with a continuum of players. The approach has been…

计算机科学与博弈论 · 计算机科学 2014-04-08 Hamidou Tembine