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We find closed-form solutions to the stochastic game between a broker and a mean-field of informed traders. In the finite player game, the informed traders observe a common signal and a private signal. The broker, on the other hand,…

交易与市场微观结构 · 定量金融 2024-01-11 Philippe Bergault , Leandro Sánchez-Betancourt

In this work, we systematically investigate mean field games and mean field type control problems with multiple populations using a coupled system of forward-backward stochastic differential equations of McKean-Vlasov type stemming from…

概率论 · 数学 2020-11-03 Masaaki Fujii

This paper proposes and studies a class of discrete-time finite-time-horizon Stackelberg mean-field games, with one leader and an infinite number of identical and indistinguishable followers. In this game, the objective of the leader is to…

最优化与控制 · 数学 2022-10-11 Xin Guo , Anran Hu , Jiacheng Zhang

This study investigates an adaptive pricing scheme aimed at achieving an efficient state in a traffic congestion game characterized by a diverse population of road users. While the planner possesses knowledge of players' preferences, their…

理论经济学 · 经济学 2025-12-22 Shota Fujishima

A multiclass queue with many servers is considered, where customers make a join-or-leave decision upon arrival based on queue length information, without knowing the scheduling policy or the state of other queues. A game theoretic…

最优化与控制 · 数学 2015-05-07 Rami Atar , Subhamay Saha

Establishing the existence of Nash equilibria for partially observed stochastic dynamic games is known to be quite challenging, with the difficulties stemming from the noisy nature of the measurements available to individual players…

系统与控制 · 计算机科学 2018-06-06 Naci Saldi , Tamer Basar , Maxim Raginsky

One of the primary challenges in urban autonomous vehicle decision-making and planning lies in effectively managing intricate interactions with diverse traffic participants characterized by unpredictable movement patterns. Additionally,…

多智能体系统 · 计算机科学 2025-05-19 Keqi Shu , Minghao Ning , Ahmad Alghooneh , Shen Li , Mohammad Pirani , Amir Khajepour

In this paper, we study a large population game with heterogeneous dynamics and cost functions solving a consensus problem. Moreover, the agents have communication constraints which appear as: (1) an Additive-White Gaussian Noise (AWGN)…

系统与控制 · 电气工程与系统科学 2022-08-26 Shubham Aggarwal , Muhammad Aneeq uz Zaman , Tamer Başar

This thesis is going to give a gentle introduction to Mean Field Games. It aims to produce a coherent text beginning for simple notions of deterministic control theory progressively to current Mean Field Games theory. The framework…

最优化与控制 · 数学 2019-07-03 Athanasios Vasiliadis

This paper presents a game theoretic formulation of a graph traversal problem, with applications to robots moving through hazardous environments in the presence of an adversary, as in military and security scenarios. The blue team of robots…

计算机科学与博弈论 · 计算机科学 2024-10-01 James Berneburg , Xuan Wang , Xuesu Xiao , Daigo Shishika

We address in this paper Reinforcement Learning (RL) among agents that are grouped into teams such that there is cooperation within each team but general-sum (non-zero sum) competition across different teams. To develop an RL method that…

机器学习 · 计算机科学 2025-02-11 Muhammad Aneeq uz Zaman , Alec Koppel , Mathieu Laurière , Tamer Başar

We present a new combined \textit{mean field control game} (MFCG) problem which can be interpreted as a competitive game between collaborating groups and its solution as a Nash equilibrium between groups. Players coordinate their strategies…

最优化与控制 · 数学 2023-02-16 Andrea Angiuli , Nils Detering , Jean-Pierre Fouque , Mathieu Lauriere , Jimin Lin

We study multi-strategies in multiplayer reachability games played on finite graphs. A multi-strategy prescribes a set of possible actions, instead of a single action as usual strategies: it represents a set of all strategies that are…

计算机科学与博弈论 · 计算机科学 2024-11-21 Aline Goeminne , Benjamin Monmege

In this paper, we propose a multi-player extension of the minimum cost flow problem inspired by a transportation problem that arises in modern transportation industry. We associate one player with each arc of a directed network, each trying…

最优化与控制 · 数学 2019-05-23 Shuvomoy Das Gupta , Lacra Pavel

We study the convergence of Nash equilibria in a game of optimal stopping. If the associated mean field game has a unique equilibrium, any sequence of $n$-player equilibria converges to it as $n\to\infty$. However, both the finite and…

最优化与控制 · 数学 2019-05-30 Marcel Nutz , Jaime San Martin , Xiaowei Tan

Building upon the results in [Hinterm\"uller et al., SIAM J. Optim, '15], generalized Nash equilibrium problems are considered, in which the feasible set of each player is influenced by the decisions of their competitors. This is realized…

最优化与控制 · 数学 2021-10-22 Steven-Marian Stengl

The purpose of this paper is to provide a complete probabilistic analysis of a large class of stochastic differential games for which the interaction between the players is of mean-field type. We implement the Mean-Field Games strategy…

概率论 · 数学 2012-10-23 Rene Carmona , Francois Delarue

In this paper, the problem of finding a Nash equilibrium of a multi-player game is considered. The players are only aware of their own cost functions as well as the action space of all players. We develop a relatively fast algorithm within…

系统与控制 · 计算机科学 2017-05-09 Farzad Salehisadaghiani , Lacra Pavel

This paper studies the connection between a class of mean-field games and a social welfare optimization problem. We consider a mean-field game in function spaces with a large population of agents, and each agent seeks to minimize an…

最优化与控制 · 数学 2018-02-15 Sen Li , Wei Zhang , Lin Zhao

We consider a class of multi-robot motion planning problems where each robot is associated with multiple objectives and decoupled task specifications. The problems are formulated as an open-loop non-cooperative differential game. A…

多智能体系统 · 计算机科学 2014-02-18 Minghui Zhu , Michael Otte , Pratik Chaudhari , Emilio Frazzoli