中文
相关论文

相关论文: Stable solutions in potential mean field game syst…

200 篇论文

The paper is concerned with the feedback approach to the deterministic mean field type differential games. Previously, it was shown that suboptimal strategies in the mean field type differential game can constructed based on functions of…

最优化与控制 · 数学 2019-03-28 Yurii Averboukh

This work establishes the equivalence between Mean Field Game and a class of PDE systems closely related to compressible Navier-Stokes equations. The solvability of the PDE system via the existence of the Nash Equilibrium of the Mean Field…

偏微分方程分析 · 数学 2022-06-28 Tao Luo , Qingshuo Song

Mean Field Game systems describe equilibrium configurations in differential games with infinitely many infinitesimal interacting agents. We introduce a learning procedure (similar to the Fictitious Play) for these games and show its…

最优化与控制 · 数学 2015-08-03 Pierre Cardaliaguet , Saeed Hadikhanloo

We study graphs and two-player games in which rewards are assigned to states, and the goal of the players is to satisfy or dissatisfy certain property of the generated outcome, given as a mean payoff property. Since the notion of…

计算机科学中的逻辑 · 计算机科学 2016-04-22 Tomáš Brázdil , Vojtěch Forejt , Antonín Kučera , Petr Novotný

In this paper, we investigate a class of mean field games where the mean field interactions are achieved through the joint (conditional) distribution of the controlled state and the control process. The strategies are of $open\;loop$ type,…

概率论 · 数学 2021-08-05 Mao Fabrice Djete

We provide an existence result for stationary fractional mean field game systems, with fractional exponent greater than 1/2. In the case in which the coupling is a nonlocal regularizing potential, we obtain existence of solutions under…

偏微分方程分析 · 数学 2017-05-30 Annalisa Cesaroni , Marco Cirant , Serena Dipierro , Matteo Novaga , Enrico Valdinoci

We study the uniqueness of solutions to systems of PDEs arising in Mean Field Games with several populations of agents and Neumann boundary conditions. The main assumption requires the smallness of some data, e.g., the length of the time…

偏微分方程分析 · 数学 2017-09-08 Martino Bardi , Marco Cirant

We introduce a simple class of mean field games with absorbing boundary over a finite time horizon. In the corresponding $N$-player games, the evolution of players' states is described by a system of weakly interacting It\^o equations with…

概率论 · 数学 2017-09-28 Luciano Campi , Markus Fischer

In Mean Field Games of Controls, the dynamics of the single agent is influenced not only by the distribution of the agents, as in the classical theory, but also by the distribution of their optimal strategies. In this paper, we study…

偏微分方程分析 · 数学 2023-02-01 Fabio Camilli , Claudio Marchi

The goal of the paper is to introduce a formulation of the mean field game with major and minor players as a fixed point on a space of controls. This approach emphasizes naturally the role played by McKean-Vlasov dynamics in some of the…

概率论 · 数学 2016-10-19 Rene Carmona , Peiqi Wang

The objective of this work is to study the existence, uniqueness, and stability of equilibria in mean field games involving a major player and a continuum of minor players over finite intervals of arbitrary length. Following earlier…

最优化与控制 · 数学 2025-01-07 Francois Delarue , Chenchen Mou

We formulate a mean field game where each player stops a privately observed Brownian motion with absorption. Players are ranked according to their level of stopping and rewarded as a function of their relative rank. There is a unique mean…

最优化与控制 · 数学 2021-03-09 Marcel Nutz , Yuchong Zhang

We build on the stability-preserving school choice model introduced and studied recently in [MV18]. We settle several of their open problems and we define and solve a couple of new ones.

计算机科学与博弈论 · 计算机科学 2019-07-02 Karthik Gajulapalli , James A. Liu , Vijay V. Vazirani

In this paper, we study the well-posedness (existence and uniqueness) of the Master Equation of Mean Field Games under invariance-type conditions, otherwise known as viability conditions for the controlled dynamics. The interior regularity…

偏微分方程分析 · 数学 2022-11-15 Antonios Zitridis

We consider static finite-player network games and their continuum analogs, graphon games. Existence and uniqueness results are provided, as well as convergence of the finite-player network game optimal strategy profiles to their analogs…

最优化与控制 · 数学 2019-11-26 Rene Carmona , Daniel Cooney , Christy Graves , Mathieu Lauriere

An existence result for a class of mean field games of controls is provided. In the considered model, the cost functional to be minimized by each agent involves a price depending at a given time on the controls of all agents and a…

最优化与控制 · 数学 2019-06-24 J. Frédéric Bonnans , Saeed Hadikhanloo , Laurent Pfeiffer

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…

系统与控制 · 电气工程与系统科学 2026-04-10 Uğur Aydın , Naci Saldi

We propose a reinforcement learning algorithm for stationary mean-field games, where the goal is to learn a pair of mean-field state and stationary policy that constitutes the Nash equilibrium. When viewing the mean-field state and the…

机器学习 · 计算机科学 2020-10-12 Qiaomin Xie , Zhuoran Yang , Zhaoran Wang , Andreea Minca

The mean field games system is a coupled pair of nonlinear partial differential equations arising in differential game theory, as a limit as the number of agents tends to infinity. We prove existence and uniqueness of classical solutions…

偏微分方程分析 · 数学 2020-01-28 David M. Ambrose

In this paper we construct short time classical solutions to a class of master equations in the presence of non-degenerate individual noise arising in the theory of mean field games. The considered Hamiltonians are non-separable and $local$…

偏微分方程分析 · 数学 2022-06-16 David M. Ambrose , Alpár R. Mészáros