相关论文: Quadratic Mean Field Games

We study linear quadratic dynamic games where players are uncertain about each other's control policies or goals and consequently seek to be strategically robust. Building on recent work on strategically robust and risk-averse game theory,…

We prove well-posedness of a class of kinetic-type Mean Field Games, which typically arise when agents control their acceleration. Such systems include independent variables representing the spatial position as well as velocity. We consider…

We propose a numerical method for stationary Mean Field Games defined on a network. In this framework a correct approximation of the transition conditions at the vertices plays a crucial role. We prove existence, uniqueness and convergence…

We present a linear--quadratic Stackelberg game with a large number of followers and we also derive the mean field limit of infinitely many followers. The relation between optimization and mean-field limit is studied and conditions for…

Linear quadratic graphon field games (LQ-GFGs) are defined to be LQ games which involve a large number of agents that are weakly coupled via a weighted undirected graph on which each node represents an agent. The links of the graph…

We propose a MFG model with quadratic Hamiltonian involving $N$ populations. This results in a system of $N$ Hamilton-Jacobi-Bellman and $N$ Fokker-Planck equations with non-local interactions. As in the classical case we introduce an…

We establish an existence of equilibrium result for a class of non-Markovian mean-field games with unbounded control space in weak formulation. Our result is based on new existence and stability results for quadratic-growth generalized…

The mean-field game system is treated as an Euler Lagrange system corresponding to an optimal control problem governed by Fokker-Planck equation.

Mean Field Games (MFG) theory describes strategic interactions in differential games with a large number of small and indistinguishable players. Traditionally, the players' control impacts only the drift term in the system's dynamics,…

The celebrated Krusel-Smith growth model is an important example of a Mean Field Game with a common noise. The Mean Field Game is encoded in the master equation, a partial differential equation satisfied by the value of the game which…

Individuals, or organizations, cooperate with or compete against one another in a wide range of practical situations. Such strategic interactions are often modeled as games played on networks, where an individual's payoff depends not only…

This paper studies the connections between mean-field games and the social welfare optimization problems. We consider a mean field game in functional spaces with a large population of agents, each of which seeks to minimize an individual…

This paper is concerned with two-person mean-field linear-quadratic non-zero sum stochastic differential games in an infinite horizon. Both open-loop and closed-loop Nash equilibria are introduced. Existence of an open-loop Nash equilibrium…

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…

In this technical note, we consider the linear-quadratic time-inconsistent mean-field type leader-follower Stackelberg differential game with an adapted open-loop information structure. The objective functionals of the leader and the…

This work extends the theory presented in Mean Field Games with a Dominating Player by Bensoussan, Chau and Yam on mean field games with a dominating player, to the case in which the utility and cost functions depend not only on the law of…

This work tackles the problem of energy-efficient distributed power control in wireless networks with a large number of transmitters. The problem is modeled by a dynamic game. Each transmitter-receiver communication is characterized by a…

We study mean field games and corresponding $N$-player games in continuous time over a finite time horizon where the position of each agent belongs to a finite state space. As opposed to previous works on finite state mean field games, we…

Classical objectives in two-player zero-sum games played on graphs often deal with limit behaviors of infinite plays: e.g., mean-payoff and total-payoff in the quantitative setting, or parity in the qualitative one (a canonical way to…

Mean-payoff games on timed automata are played on the infinite weighted graph of configurations of priced timed automata between two players, Player Min and Player Max, by moving a token along the states of the graph to form an infinite…