相关论文: Submodular Mean Field Games: Existence and Approxi…

Maximizing monotone submodular functions under cardinality constraints is a classic optimization task with several applications in data mining and machine learning. In this paper we study this problem in a dynamic environment with…

The goal of the paper is to develop the theory of finite state mean field games with major and minor players when the state space of the game is finite. We introduce the finite player games and derive a mean field game formulation in the…

Partial-monitoring games constitute a mathematical framework for sequential decision making problems with imperfect feedback: The learner repeatedly chooses an action, opponent responds with an outcome, and then the learner suffers a loss…

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 are interested in the study of stochastic games for which each player faces an optimal stopping problem. In our setting, the players may interact through the criterion to optimise as well as through their dynamics. After briefly…

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…

In this paper we study a mean field model for discrete time, finite number of states, dynamic games. These models arise in situations that involve a very large number of agents moving from state to state according to certain optimality…

In this paper, we consider mean-field games where the interaction of each player with the mean-field takes into account not only the states of the players but also their collective behavior, To do so, we develop a random variable framework…

In this paper, we investigate the existence and uniqueness of solutions to a stationary mean field game model introduced by J.-M. Lasry and P.-L. Lions. This model features a quadratic Hamiltonian with possibly singular congestion effects.…

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…

The goal of this paper is to provide a selection principle for potential mean field games on a finite state space and, in this respect, to show that equilibria that do not minimize the corresponding mean field control problem should be…

In this article, we study the global-in-time well-posedness of second order mean field games (MFGs) with both nonlinear drift functions simultaneously depending on the state, distribution and control variables, and the diffusion term…

We consider a mean-field game model where the cost functions depend on a fixed parameter, called \textit{state}, which is unknown to players. Players learn about the state from a a stream of private signals they receive throughout the game.…

The theory of Mean-Field Games is interested in the behaviour of interacting particle systems in which the individual interaction between particles (players) decreases as the size of the population increases. In recent years, it was…

In this paper, we study a class of linear-quadratic (LQ) mean field games of controls with common noises and their corresponding $N$-player games. The theory of mean field game of controls considers a class of mean field games where the…

Mean-field games (MFGs) are models of large populations of rational agents who seek to optimize an objective function that takes into account their location and the distribution of the remaining agents. Here, we consider stationary MFGs…

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…

The planning problem for the mean field game implies the one tries to transfer the system of infinitely many identical rational agents from the given distribution to the final one using the choice of the terminal payoff. It can be…

In this paper we unveil novel monotonicity conditions applicable for Mean Field Games through the exploration of finite dimensional $canonical\ transformations$. Our findings contribute to establishing new global well-posedness results for…

Mean-field games have been studied under the assumption of very large number of players. For such large systems, the basic idea consists to approximate large games by a stylized game model with a continuum of players. The approach has been…