相关论文: Mean-Field-Type Games in Engineering

We develop a model for the long-term dynamics of electricity market, based on mean-field games of optimal stopping. Our paper extends the recent contribution [A\"id, Ren\'e, Roxana Dumitrescu, and Peter Tankov, ``The entry and exit game in…

We propose a new mean-field game model with two states to study synchronization phenomena, and we provide a comprehensive characterization of stationary and dynamic equilibria along with their stability properties. The game undergoes a…

We analyze a mean field tournament: a mean field game in which the agents receive rewards according to the ranking of the terminal value of their projects and are subject to cost of effort. Using Schr\"{o}dinger bridges we are able to…

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.…

This paper considers mean field games in a multi-agent Markov decision process (MDP) framework. Each player has a continuum state and binary action, and benefits from the improvement of the condition of the overall population. Based on an…

We study in this paper three aspects of Mean Field Games. The first one is the case when the dynamics of each player depend on the strategies of the other players. The second one concerns the modeling of '' noise '' in discrete space models…

In this paper, we consider two-state mean-field games and its dual formulation. We then discuss numerical methods for these problems. Finally, we present various numerical experiments, exhibiting different behaviours, including shock…

This article examines mean-field games for marriage. The results support the argument that optimizing the long-term well-being through effort and social feeling state distribution (mean-field) will help to stabilize marriage. However, if…

We consider a class of Mean Field Games in which the agents may interact through the statistical distribution of their states and controls. It is supposed that the Hamiltonian behaves like a power of its arguments as they tend to infinity,…

Many real-world problems modeled by stochastic games have huge state and/or action spaces, leading to the well-known curse of dimensionality. The complexity of the analysis of large-scale systems is dramatically reduced by exploiting mean…

Mean-field games (MFGs) are models for large populations of competing rational agents that seek to optimize a suitable functional. In the case of congestion, this functional takes into account the difficulty of moving in high-density areas.…

In a mean field game of controls, players seek to minimize a cost that depends on the joint distribution of players' states and controls. We consider an ergodic problem for second-order mean field games of controls with state constraints,…

We develop a model based on mean-field games of competitive firms producing similar goods according to a standard AK model with a depreciation rate of capital generating pollution as a byproduct. Our analysis focuses on the widely-used…

Mean-field games (MFGs) are a modeling framework for systems with a large number of interacting agents. They have applications in economics, finance, and game theory. Normalizing flows (NFs) are a family of deep generative models that…

Mean field games have traditionally been defined~[1,2] as a model of large scale interaction of players where each player has a private type that is independent across the players. In this paper, we introduce a new model of mean field teams…

Mean-field games with absorption is a class of games, that have been introduced in Campi and Fischer (2018) and that can be viewed as natural limits of symmetric stochastic differential games with a large number of players who, interacting…

We introduce the concept of mean field games for agents using Forward utilities of CARA type to study a family of portfolio management problems under relative performance concerns. Under asset specialization of the fund managers, we solve…

In this paper, we investigate the interaction of two populations with a large number of indistinguishable agents. The problem consists in two levels: the interaction between agents of a same population, and the interaction between the two…

Empirically derived continuum models of collective behavior among large populations of dynamic agents are a subject of intense study in several fields, including biology, engineering and finance. We formulate and study a mean-field game…

Mean field theory is a device to analyze the collective behavior of a dynamical system comprising many interacting particles. The theory allows to reduce the behavior of the system to the properties of a handful of parameters. In neural…