相关论文: Corruption and botnet defense: a mean field game a…

Mean-Field Games are games with a continuum of players that incorporate the time-dimension through a control-theoretic approach. Recently, simpler approaches relying on the Best Reply Strategy have been proposed. They assume that the agents…

In this paper we present different applications of finite state mean field games to socio-economic sciences. Examples include paradigm shifts in the scientific community or the consumer choice behaviour in the free market. The corresponding…

In this paper we study a class of matrix-valued linear-quadratic mean-field-type games for both the risk-neutral, risk-sensitive and robust cases. Non-cooperation, full cooperation and adversarial between teams are treated. We provide a…

Mean field theory provides an effective way of scaling multiagent reinforcement learning algorithms to environments with many agents that can be abstracted by a virtual mean agent. In this paper, we extend mean field multiagent algorithms…

In this article, we introduce a new class of entropy-penalized robust mean field game problems in which the representative agent is opposed to Nature. The agent's objective is formulated as a min-max stochastic control problem, in which…

In this paper, we investigate the robustness of stationary mean-field equilibria in the presence of model uncertainties, specifically focusing on infinite-horizon discounted cost functions. To achieve this, we initially establish…

Given a large number of homogeneous players that are distributed across three possible states, we consider the problem in which these players have to control their transition rates, while minimizing a cost. The optimal transition rates are…

In this paper, we use mean field games (MFGs) to investigate approximations of $N$-player games with uniformly symmetrically continuous heterogeneous closed-loop actions. To incorporate agents' risk aversion (beyond the classical expected…

We develop the linear programming approach to mean-field games in a general setting. This relaxed control approach allows to prove existence results under weak assumptions, and lends itself well to numerical implementation. We consider…

We consider N-player and mean field games in continuous time over a finite horizon, where the position of each agent belongs to {-1,1}. If there is uniqueness of mean field game solutions, e.g. under monotonicity assumptions, then the…

In the context of simple finite-state discrete time systems, we introduce a generalization of mean field game solution, called correlated solution, which can be seen as the mean field game analogue of a correlated equilibrium. Our notion of…

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…

A mean field type differential game is a mathematical model of a large system of identical agents under mean-field interaction controlled by two players with opposite purposes. We study the case when the dynamics of each agent is given by…

The goal of the paper is to introduce a set of problems which we call mean field games of timing. We motivate the formulation by a dynamic model of bank run in a continuous-time setting. We briefly review the economic and game theoretic…

We use the recently developed probabilistic analysis of mean field games with finitely many states in the weak formulation, to set-up a principal / agent contract theory model where the principal faces a large population of agents…

Data ecosystems are becoming larger and more complex due to online tracking, wearable computing, and the Internet of Things. But privacy concerns are threatening to erode the potential benefits of these systems. Recently, users have…

Deception plays a critical role in the financial industry, online markets, national defense, and countless other areas. Understanding and harnessing deception - especially in cyberspace - is both crucial and difficult. Recent work in this…

The new generation of botnets leverages Artificial Intelligent (AI) techniques to conceal the identity of botmasters and the attack intention to avoid detection. Unfortunately, there has not been an existing assessment tool capable of…

Mean-field theory has been extensively explored in decision analysis of {large-scale} (LS) systems but traditionally in ``pure" cooperative or competitive settings. This leads to the so-called mean-field game (MG) or mean-field team (MT).…

We introduce a class of robust control problems formulated in min-max form, in which the principal agent is viewed as a central planner facing Nature. The agent's cost is a nonlinear function of all its possible realizations, encompassing…