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A mean-field game (MFG) seeks the Nash Equilibrium of a game involving a continuum of players, where the Nash Equilibrium corresponds to a fixed point of the best-response mapping. However, simple fixed-point iterations do not always…

最优化与控制 · 数学 2025-07-15 Jiajia Yu , Xiuyuan Cheng , Jian-Guo Liu , Hongkai Zhao

In mean-payoff games, the objective of the protagonist is to ensure that the limit average of an infinite sequence of numeric weights is nonnegative. In energy games, the objective is to ensure that the running sum of weights is always…

计算机科学与博弈论 · 计算机科学 2012-09-17 Yaron Velner , Krishnendu Chatterjee , Laurent Doyen , Thomas A. Henzinger , Alexander Rabinovich , Jean-Francois Raskin

Two-player quantitative zero-sum games provide a natural framework to synthesize controllers with performance guarantees for reactive systems within an uncontrollable environment. Classical settings include mean-payoff games, where the…

计算机科学中的逻辑 · 计算机科学 2016-07-11 Patricia Bouyer , Nicolas Markey , Mickael Randour , Kim G. Larsen , Simon Laursen

We apply a convexification-based numerical method to forecast public sentiment dynamics using Mean Field Games (MFGs). The theoretical foundation for the convexification approach, established in our prior work, guarantees global convergence…

数值分析 · 数学 2026-04-22 Shi Chen , Michael V. Klibanov , Kevin McGoff , Trung Truong , Wangjiaxuan Xin , Shuhua Yin

Reinforcement learning is a powerful tool to learn the optimal policy of possibly multiple agents by interacting with the environment. As the number of agents grow to be very large, the system can be approximated by a mean-field problem.…

最优化与控制 · 数学 2020-08-18 Weichen Wang , Jiequn Han , Zhuoran Yang , Zhaoran Wang

Multiagent reinforcement learning algorithms have not been widely adopted in large scale environments with many agents as they often scale poorly with the number of agents. Using mean field theory to aggregate agents has been proposed as a…

多智能体系统 · 计算机科学 2022-04-14 Sriram Ganapathi Subramanian , Matthew E. Taylor , Mark Crowley , Pascal Poupart

We consider the problem of representing collective behavior of large populations and predicting the evolution of a population distribution over a discrete state space. A discrete time mean field game (MFG) is motivated as an interpretable…

机器学习 · 计算机科学 2018-04-24 Jiachen Yang , Xiaojing Ye , Rakshit Trivedi , Huan Xu , Hongyuan Zha

Mobile crowdsensing (MCS) is a new paradigm of sensing by taking advantage of the rich embedded sensors of mobile user devices. However, the traditional server-client MCS architecture often suffers from the high operational cost on the…

计算机科学与博弈论 · 计算机科学 2017-05-16 Changkun Jiang , Lin Gao , Lingjie Duan , Jianwei Huang

We consider network aggregative games to model and study multi-agent populations in which each rational agent is influenced by the aggregate behavior of its neighbors, as specified by an underlying network. Specifically, we examine systems…

系统与控制 · 计算机科学 2015-06-26 Francesca Parise , Sergio Grammatico , Basilio Gentile , John Lygeros

Two-player games on graphs is central in many problems in formal verification and program analysis such as synthesis and verification of open systems. In this work we consider solving recursive game graphs (or pushdown game graphs) that can…

计算机科学中的逻辑 · 计算机科学 2016-05-17 Krishnendu Chatterjee , Yaron Velner

Mean-field games (MFG) were introduced to efficiently analyze approximate Nash equilibria in large population settings. In this work, we consider entropy-regularized mean-field games with a finite state-action space in a discrete time…

计算机科学与博弈论 · 计算机科学 2022-07-26 Yue Guan , Mi Zhou , Ali Pakniyat , Panagiotis Tsiotras

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…

最优化与控制 · 数学 2014-12-24 Pierre Degond , Michael Herty , Jian-Guo Liu

The convexification numerical method with the rigorously established global convergence property is constructed for a problem for the Mean Field Games System of the second order. This is the problem of the retrospective analysis of a game…

数值分析 · 数学 2023-06-30 Michael V. Klibanov , Jingzhi Li , Zhipeng Yang

The standard solution concept for stochastic games is Markov perfect equilibrium (MPE); however, its computation becomes intractable as the number of players increases. Instead, we consider mean field equilibrium (MFE) that has been…

理论经济学 · 经济学 2020-06-05 Bar Light , Gabriel Weintraub

In this paper we formulate the now classical problem of optimal liquidation (or optimal trading) inside a Mean Field Game (MFG). This is a noticeable change since usually mathematical frameworks focus on one large trader in front of a…

交易与市场微观结构 · 定量金融 2017-09-22 Pierre Cardaliaguet , Charles-Albert Lehalle

High performance machine learning models have become highly dependent on the availability of large quantity and quality of training data. To achieve this, various central agencies such as the government have suggested for different data…

机器学习 · 计算机科学 2019-11-27 Zhiliang Chen

Hyperinflation and price volatility in virtual economies has the potential to reduce player satisfaction and decrease developer revenue. This paper describes intuitive analytical methods for monitoring volatility and inflation in virtual…

综合金融 · 定量金融 2019-06-19 Oliver James Scholten , Peter Cowling , Kenneth A. Hawick , James Alfred Walker

We study discounted infinitely repeated games in which players agree on a cooperative mixed action profile but, at each step, observe only the realized pure actions. This form of imperfect monitoring breaks classical trigger strategies,…

应用统计 · 统计学 2026-03-09 Aymeric Capitaine , Antoine Scheid , Etienne Boursier , Alain Durmus , Michael I. Jordan

The emergence of mobile games has caused a paradigm shift in the video-game industry. Game developers now have at their disposal a plethora of information on their players, and thus can take advantage of reliable models that can accurately…

机器学习 · 统计学 2018-11-29 Paul Bertens , Anna Guitart , África Periáñez

The main objective of higher education is to provide quality education to students. One way to achieve highest level of quality in higher education system is by discovering knowledge for prediction regarding enrolment of students in a…

机器学习 · 计算机科学 2012-03-19 Surjeet Kumar Yadav , Brijesh Bharadwaj , Saurabh Pal