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相关论文: Mean Field Games with state constraints: from mild…

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In a mean field game of controls, a large population of identical players seek to minimize a cost that depends on the joint distribution of the states of the players and their controls. We first consider the classes of mean field games of…

最优化与控制 · 数学 2025-12-05 P. Jameson Graber , Kyle Rosengartner

In this paper, we consider a mean field game model inspired by crowd motion where agents aim to reach a closed set, called target set, in minimal time. Congestion phenomena are modeled through a constraint on the velocity of an agent that…

最优化与控制 · 数学 2022-12-23 Saeed Sadeghi Arjmand , Guilherme Mazanti

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

We develop the linear programming approach to mean-field games in a general setting. This relaxed control approach allows to prove existence results under weak assumptions, and lends itself well to numerical implementation. We consider…

最优化与控制 · 数学 2020-11-24 Roxana Dumitrescu , Marcos Leutscher , Peter Tankov

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

Multi-agent reinforcement learning methods have shown remarkable potential in solving complex multi-agent problems but mostly lack theoretical guarantees. Recently, mean field control and mean field games have been established as a…

机器学习 · 计算机科学 2021-12-20 Kai Cui , Anam Tahir , Mark Sinzger , Heinz Koeppl

In this paper, we consider a class of mean field games in which the optimal strategy of a representative agent depends on the statistical distribution of the states and controls. We prove some existence results for the forward-backward…

偏微分方程分析 · 数学 2020-07-13 Z Kobeissi

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 consider deterministic mean field games where the dynamics of a typical agent is non-linear with respect to the state variable and affine with respect to the control variable. Particular instances of the problem considered here are mean…

最优化与控制 · 数学 2022-12-21 Justina Gianatti , Francisco J. Silva

In a mean field game of controls, players seek to minimize a cost that depends on the joint distribution of players' states and controls. We consider an ergodic problem for second-order mean field games of controls with state constraints,…

偏微分方程分析 · 数学 2026-04-10 Jameson Graber , Kyle Rosengartner

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

In this paper, we investigate the interaction of two populations with a large number of indistinguishable agents. The problem consists in two levels: the interaction between agents of a same population, and the interaction between the two…

最优化与控制 · 数学 2018-10-30 Alain Bensoussan , Tao Huang , Mathieu Laurière

We consider a deterministic mean field games problem in which a typical agent solves an optimal control problem where the dynamics is affine with respect to the control and the cost functional has a growth which is polynomial with respect…

最优化与控制 · 数学 2023-05-03 Justina Gianatti , Francisco J. Silva , Ahmad Zorkot

The theory of mean field games aims at studying deterministic or stochastic differential games (Nash equilibria) as the number of agents tends to infinity. Since very few mean field games have explicit or semi-explicit solutions, numerical…

最优化与控制 · 数学 2020-03-11 Yves Achdou , Mathieu Laurière

In this article, we consider mean field games between a dominating player and a group of representative agents, each of which acts similarly and also interacts with each other through a mean field term being substantially influenced by the…

最优化与控制 · 数学 2014-07-28 Alain Bensoussan , Michael Chau , Phillip Yam

This paper is devoted to a class of finite horizon deterministic mean field games with Grushin type dynamics, state constraints and nonlocal coupling. First, we consider the optimal control problem that each agent aims to solve when the…

最优化与控制 · 数学 2026-02-16 Alessandra Cutrì , Paola Mannucci , Claudio Marchi , Nicoletta Tchou

This paper considers mean field games in a multi-agent Markov decision process (MDP) framework. Each player has a continuum state and binary action. By active control, a player can bring its state to a resetting point. All players are…

最优化与控制 · 数学 2017-01-25 Minyi Huang , Yan Ma

Mean field games are concerned with the limit of large-population stochastic differential games where the agents interact through their empirical distribution. In the classical setting, the number of players is large but fixed throughout…

最优化与控制 · 数学 2019-12-30 Julien Claisse , Zhenjie Ren , Xiaolu Tan

Independent learners are agents that employ single-agent algorithms in multi-agent systems, intentionally ignoring the effect of other strategic agents. This paper studies mean-field games from a decentralized learning perspective, with two…

计算机科学与博弈论 · 计算机科学 2025-02-04 Bora Yongacoglu , Gürdal Arslan , Serdar Yüksel

We consider a stationary Mean Field Games system defined on a network. In this framework, the transition conditions at the vertices play a crucial role: the ones here considered are based on the optimal control interpretation of the…

偏微分方程分析 · 数学 2015-05-20 Fabio Camilli , Claudio Marchi
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