相关论文: Mean field systems on networks, with singular inte…

We consider a class of Mean Field Games in which the agents may interact through the statistical distribution of their states and controls. It is supposed that the Hamiltonian behaves like a power of its arguments as they tend to infinity,…

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…

Neural computations emerge from myriads of neuronal interactions occurring in intricate spiking networks. Due to the inherent complexity of neural models, relating the spiking activity of a network to its structure requires simplifying…

Many natural phenomena are effectively described by interacting particle systems, which can be modeled using either deterministic or stochastic differential equations (SDEs). In this study, we specifically investigate particle systems…

We study a network formation game where agents receive benefits by forming connections to other agents but also incur both direct and indirect costs from the formed connections. Specifically, once the agents have purchased their…

We develop an Euler-type particle method for the simulation of a McKean--Vlasov equation arising from a mean-field model with positive feedback from hitting a boundary. Under assumptions on the parameters which ensure differentiable…

In the game theory literature, there appears to be little research on equilibrium selection for normal-form games with an infinite strategy space and discontinuous utility functions. Moreover, many existing selection methods are not…

Designing socially optimal policies in multi-agent environments is a fundamental challenge in both economics and artificial intelligence. This paper studies a general framework for learning Stackelberg equilibria in dynamic and uncertain…

I study dynamic network formation games in which agents meet stochastically and form links based on their valuation of the network. I show that these games can be represented in terms of the values agents assign to network sub-structures.…

In this paper, we establish a large deviations principle (LDP) for interacting particle systems that arise from state and action dynamics of discrete-time mean-field games under the equilibrium policy of the infinite-population limit. The…

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…

We consider a dynamical process in a network which distributes all particles (tokens) located at a node among its neighbors, in a round-robin manner. We show that in the recurrent state of this dynamics (i.e., disregarding a polynomially…

We study a model for cascade effects over finite networks based on a deterministic binary linear threshold model. Our starting point is a networked coordination game where each agent's payoff is the sum of the payoffs coming from pairwise…

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…

The relationship between topology and dynamics of complex systems has motivated continuing interest from the scientific community. In the present work, we address this interesting topic from the perspective of simple games, involving two…

In many stochastic games stemming from financial models, the environment evolves with latent factors and there may be common noise across agents' states. Two classic examples are: (i) multi-agent trading on electronic exchanges, and (ii)…

We study the evolution of two mutually interacting games with both pairwise games as well as the public goods game on different topologies. On 2d square lattices, we reveal that the game-game interaction can promote the cooperation…

We study N interacting random walks on the positive integers. Each particle has drift {\delta} towards infinity, a reflection at the origin, and a drift towards particles with lower positions. This inhomogeneous mean field system is shown…

In this paper we study a type of games regularized by the relative entropy, where the players' strategies are coupled through a random environment variable. Besides the existence and the uniqueness of equilibria of such games, we prove that…

We study mean field games for large non--exchangeable populations with moderate local interactions and common noise. The finite--player system is driven by two complementary interaction mechanisms : a graphon--type structure, which encodes…