相关论文: Mean field games of timing and models for bank run…

Our aim is to model a game for power as a dynamical process, where an excess of power possessed by a player allows him to gain even more power. Such a positive feedback is often termed as the Matthew effect. Analytical and numerical methods…

Commuters looking for the shortest path to their destinations, the security of networked computers, hedge funds trading on the same stocks, governments and populations acting to mitigate an epidemic, or employers and employees agreeing on a…

Mean field games are limit models for symmetric $N$-player games with interaction of mean field type as $N\to\infty$. The limit relation is often understood in the sense that a solution of a mean field game allows to construct approximate…

In the framework of continuous time symmetric stochastic differential games in open loop strategies, we introduce a generalization of mean field game solution, called coarse correlated solution. This can be seen as the analogue of a coarse…

A mean-field-type game is a game in which the instantaneous payoffs and/or the state dynamics functions involve not only the state and the action profile but also the joint distributions of state-action pairs. This article presents some…

We introduce a mean field game for a family of filtering problems related to the classic sequential testing of the drift of a Brownian motion. To the best of our knowledge this work presents the first treatment of mean field filtering games…

Financial markets and more generally macro-economic models involve a large number of individuals interacting through variables such as prices resulting from the aggregate behavior of all the agents. Mean field games have been introduced to…

This note is concerned with a modeling question arising from the mean field games theory. We show how to model mean field games involving a major player which has a strategic advantage, while only allowing closed loop markovian strategies…

The purpose of this paper is to provide a complete probabilistic analysis of a large class of stochastic differential games for which the interaction between the players is of mean-field type. We implement the Mean-Field Games strategy…

The quest for understanding the complex phenomena of the world has led to the development of various fields of science, each with its own methods, models, and assumptions. However, sometimes these fields can intersect and inspire each…

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…

While the general theory for the terminal-initial value problem in mean-field games is widely used in many models of applied mathematics, the modeling potential of the corresponding forward-forward version is still under-considered. In this…

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…

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…

We consider deterministic mean field games where the dynamics of a typical agent is non-linear with respect to the state variable and affine with respect to the control variable. Particular instances of the problem considered here are mean…

We are interested in the study of stochastic games for which each player faces an optimal stopping problem. In our setting, the players may interact through the criterion to optimise as well as through their dynamics. After briefly…

The theory of mean field games studies the limiting behaviors of large systems where the agents interact with each other in a certain symmetric way. The running and terminal costs are critical for the agents to decide the strategies.…

The planning problem for the mean field game implies the one tries to transfer the system of infinitely many identical rational agents from the given distribution to the final one using the choice of the terminal payoff. It can be…

We develop a probabilistic approach to continuous-time finite state mean field games. Based on an alternative description of continuous-time Markov chain by means of semimartingale and the weak formulation of stochastic optimal control, our…

This paper is concerned with developing mean-field game models for the evolution of epidemics. Specifically, an agent's decision -- to be socially active in the midst of an epidemic -- is modeled as a mean-field game with health-related…