相关论文: An example showing that A-lower semi-continuity is…
The paper is devoted to the first-order mean field game system in the case when the distribution of players can contain atoms. The proposed definition of a generalized solution is based on the minimax approach to the Hamilton-Jacobi…
Error bounds are central objects in optimization theory and its applications. They were for a long time restricted only to the theory before becoming over the course of time a field of itself. This paper is devoted to the study of error…
We consider two-player games played over finite state spaces for an infinite number of rounds. At each state, the players simultaneously choose moves; the moves determine a successor state. It is often advantageous for players to choose…
In this paper, we examine the convergence landscape of multi-agent learning under uncertainty. Specifically, we analyze two stochastic models of regularized learning in continuous games -- one in continuous and one in discrete time with the…
In some games, additional information hurts a player, e.g., in games with first-mover advantage, the second-mover is hurt by seeing the first-mover's move. What properties of a game determine whether it has such negative "value of…
We study the core of normal form games with a continuum of players and without side payments. We consider the weak-core concept, which is an approximation of the core, introduced by Weber, Shapley and Shubik. For payoffs depending on the…
In this note we prove the uniqueness of solutions to a class of Mean Field Games systems subject to possibly degenerate individual noise. Our results hold true for arbitrary long time horizons and for general non-separable Hamiltonians that…
We prove that for any constant $K\geq1$, the value functions for time homogeneous stochastic differential games in the whole space can be approximated up to a constant over $K$ by value functions whose second-order derivatives are bounded…
We study a particle approximation for one-dimensional first-order Mean-Field-Games (MFGs) with local interactions with planning conditions. Our problem comprises a system of a Hamilton-Jacobi equation coupled with a transport equation. As…
A completion of an m-by-n matrix A with entries in {0,1,*} is obtained by setting all *-entries to constants 0 or 1. A system of semi-linear equations over GF(2) has the form Mx=f(x), where M is a completion of A and f:{0,1}^n --> {0,1}^m…
In this manuscript, we propose a structural condition on non-separable Hamiltonians, which we term displacement monotonicity condition, to study second order mean field games master equations. A rate of dissipation of a bilinear form is…
An explicit solution is derived for the Bellman inequality corresponding to minimax optimal dual control. The minimizing player determines control action as a function of past state measurements and inputs. The maximizing player selects…
In partial function extension, we are given a partial function consisting of $n$ points from a domain and a function value at each point. Our objective is to determine if this partial function can be extended to a function defined on the…
We present a constructive proof of Brouwer's fixed point theorem with sequentially at most one fixed point, and apply it to the mini-max theorem of zero-sum games.
This paper studies simple bilevel problems, where a convex upper-level function is minimized over the optimal solutions of a convex lower-level problem. We first show the fundamental difficulty of simple bilevel problems, that the…
Let $X$ and $Y$ be topological spaces, let $Z$ be a metric space, and let $f: X\times Y\to Z$ be a mapping. It is shown that when $Y$ has a countable base $\mathcal B$, then under a rather general condition on the set-valued mappings $X\ni…
Mean field type models describing the limiting behavior, as the number of players tends to $+\infty$, of stochastic differential game problems, have been recently introduced by J-M. Lasry and P-L. Lions. Numerical methods for the…
In this paper, we continue studying the properties of $\gamma$-semi-continuous and $\gamma$-semi-open functions introduced in [5].
We introduce and study the class of semidefinite games, which generalizes bimatrix games and finite $N$-person games, by replacing the simplex of the mixed strategies for each player by a slice of the positive semidefinite cone in the space…
A finite memory is introduced in the score dynamics of Minority Games. As expected, this removes the dependence of the stationary state on the initial conditions. However, it also causes an unexpected increase of fluctuations in…