中文
相关论文

相关论文: Decentralized Convergence to Nash Equilibria in Co…

200 篇论文

This paper concerns a Mean Field Game (MFG) system related to a Nash type equilibrium for dynamical games associated to large populations. One shows that the MFG system may be viewed as the Euler-Lagrange system for an optimal control…

最优化与控制 · 数学 2025-03-21 Stefana-Lucia Anita

The recent mean field game (MFG) formalism facilitates otherwise intractable computation of approximate Nash equilibria in many-agent settings. In this paper, we consider discrete-time finite MFGs subject to finite-horizon objectives. We…

多智能体系统 · 计算机科学 2022-07-11 Kai Cui , Heinz Koeppl

We address the generalized Nash equilibrium seeking problem for a population of agents playing aggregative games with affine coupling constraints. We focus on semi-decentralized communication architectures, where there is a central…

最优化与控制 · 数学 2022-06-16 Giuseppe Belgioioso , Sergio Grammatico

We study the convergence of Nash equilibria in a game of optimal stopping. If the associated mean field game has a unique equilibrium, any sequence of $n$-player equilibria converges to it as $n\to\infty$. However, both the finite and…

最优化与控制 · 数学 2019-05-30 Marcel Nutz , Jaime San Martin , Xiaowei Tan

Large scale systems are forecasted to greatly impact our future lives thanks to their wide ranging applications including cooperative robotics, mobility on demand, resource allocation, supply chain management. While technological…

最优化与控制 · 数学 2024-12-20 Dario Paccagnan

First order kinetic mean field games formally describe the Nash equilibria of deterministic differential games where agents control their acceleration, asymptotically in the limit as the number of agents tends to infinity. The known results…

偏微分方程分析 · 数学 2022-07-12 Megan Griffin-Pickering , Alpár R. Mészáros

In this paper, we study deterministic mean field games for agents who operate in a bounded domain. In this case, the existence and uniqueness of Nash equilibria cannot be deduced as for unrestricted state space because, for a large set of…

最优化与控制 · 数学 2017-11-07 Piermarco Cannarsa , Rossana Capuani

We consider a class of linear-quadratic-Gaussian mean-field games with a major agent and considerable heterogeneous minor agents in the presence of mean-field interactions. The individual admissible controls are constrained in closed convex…

最优化与控制 · 数学 2017-10-10 Ying Hu , Jianhui Huang , Tianyang Nie

The theory of mean field games aims at studying deterministic or stochastic differential games (Nash equilibria) as the number of agents tends to infinity. Since very few mean field games have explicit or semi-explicit solutions, numerical…

最优化与控制 · 数学 2020-03-11 Yves Achdou , Mathieu Laurière

This paper presents an application of mean field control to dynamic production optimization. Both noncooperative and cooperative solutions are considered. We first introduce a market of a large number of agents (firms) with sticky prices…

最优化与控制 · 数学 2018-10-02 Bingchang Wang , Minyi Huang

This paper delves into studying the differences and connections between open-loop and closed-loop strategies for the linear quadratic (LQ) mean field games (MFGs) by the direct approach. The investigation begins with the finite-population…

最优化与控制 · 数学 2025-04-21 Yong Liang , Bing-Chang Wang , Huanshui Zhang

The emergence of the graphon theory of large networks and their infinite limits has enabled the formulation of a theory of the centralized control of dynamical systems distributed on asymptotically infinite networks (Gao and Caines, IEEE…

最优化与控制 · 数学 2021-12-30 Peter E. Caines , Minyi Huang

In the modern age of large-scale AI, federated learning has become an increasingly important tool for training large populations of AI agents; however, its computational and communication costs can rapidly fail to scale with the number of…

机器学习 · 计算机科学 2026-05-08 Xuwei Yang , David B. Emerson , Fatemeh Tavakoli , Anastasis Kratsios

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…

最优化与控制 · 数学 2021-06-14 Mathieu Lauriere

Motivated by the complex dynamics of cooperative and competitive interactions within networked agent systems, multi-cluster games provide a framework for modeling the interconnected goals of self-interested clusters of agents. For this…

In this paper we consider a mean field optimal control problem with an aggregation-diffusion constraint, where agents interact through a potential, in the presence of a Gaussian noise term. Our analysis focuses on a PDE system coupling a…

偏微分方程分析 · 数学 2019-09-25 Jose A. Carrillo , Edgard A. Pimentel , Vardan K. Voskanyan

We consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…

最优化与控制 · 数学 2018-10-16 Tatiana Tatarenko , Maryam Kamgarpour

This paper focuses on the role of a government of a large population of interacting agents as a mean field optimal control problem derived from deterministic finite agent dynamics. The control problems are constrained by a PDE of…

偏微分方程分析 · 数学 2020-11-17 Massimo Fornasier , Stefano Lisini , Carlo Orrieri , Giuseppe Savaré

We consider seeking a Nash equilibrium (NE) of a monotone game, played by dynamic agents which are modeled as a class of lower-triangular nonlinear uncertain dynamics with external disturbances. We establish a general framework that…

最优化与控制 · 数学 2025-11-04 Weijian Li , Yutao Tang

This paper is concerned with a class of linear-quadratic stochastic large-population problems with partial information, where the individual agent only has access to a noisy observation process related to the state. The dynamics of each…

最优化与控制 · 数学 2024-08-20 Min Li , Na Li , Zhen Wu