中文
相关论文

相关论文: Comparing the best reply strategy and mean field g…

200 篇论文

This paper builds on the work of Degond, Herty and Liu by considering N-player stochastic differential games. The control corresponding to a Nash equilibrium of such a game is approximated through model predictive control (MPC) techniques.…

最优化与控制 · 数学 2019-11-12 Matt Barker

Mean field games (MFGs) have emerged as a powerful framework for modeling interactions in large-scale multi-agent systems. Despite recent advancements in reinforcement learning (RL) for MFGs, existing methods are typically limited to finite…

机器学习 · 计算机科学 2025-10-28 Lorenzo Magnino , Kai Shao , Zida Wu , Jiacheng Shen , Mathieu Laurière

This paper considers mean field games in a multi-agent Markov decision process (MDP) framework. Each player has a continuum state and binary action, and benefits from the improvement of the condition of the overall population. Based on an…

最优化与控制 · 数学 2021-01-05 Minyi Huang , Yan Ma

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…

偏微分方程分析 · 数学 2016-11-28 David Evangelista , Diogo A. Gomes

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

The intersection of Mean Field Games (MFGs) and Reinforcement Learning (RL) has fostered a growing family of algorithms designed to solve large-scale multi-agent systems. However, the field currently lacks a standardized evaluation…

机器学习 · 计算机科学 2026-02-16 Lorenzo Magnino , Jiacheng Shen , Matthieu Geist , Olivier Pietquin , Mathieu Laurière

Mean field games (MFGs) tractably model behavior in large agent populations. The literature on learning MFG equilibria typically focuses on finding Nash equilibria (NE), which assume perfectly rational agents and are hence implausible in…

计算机科学与博弈论 · 计算机科学 2025-01-31 Yannick Eich , Christian Fabian , Kai Cui , Heinz Koeppl

Here, we consider numerical methods for stationary mean-field games (MFG) and investigate two classes of algorithms. The first one is a gradient-flow method based on the variational characterization of certain MFG. The second one uses…

数值分析 · 数学 2015-11-23 Noha Almulla , Rita Ferreira , Diogo Gomes

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

Mean field games (MFG) and mean field control problems (MFC) are frameworks to study Nash equilibria or social optima in games with a continuum of agents. These problems can be used to approximate competitive or cooperative games with a…

最优化与控制 · 数学 2021-06-28 Andrea Angiuli , Jean-Pierre Fouque , Mathieu Lauriere

Mean field games (MFGs) offer a versatile framework for modeling large-scale interactive systems across multiple domains. This paper builds upon a previous work, by developing a state-of-the-art unified approach to decode or design the…

偏微分方程分析 · 数学 2025-01-22 Hongyu Liu , Catharine W. K. Lo

We consider a class of mean field games in which the agents interact through both their states and controls, and we focus on situations in which a generic agent tries to adjust her speed (control) to an average speed (the average is made in…

偏微分方程分析 · 数学 2020-03-10 Y Achdou , Z Kobeissi

We consider a multi-agent Markov strategic interaction over an infinite horizon where agents can be of multiple types. We model the strategic interaction as a mean-field game in the asymptotic limit when the number of agents of each type…

多智能体系统 · 计算机科学 2021-01-01 Arnob Ghosh , Vaneet Aggarwal

Mean field games (MFGs) provide a mathematically tractable framework for modelling large-scale multi-agent systems by leveraging mean field theory to simplify interactions among agents. It enables applying inverse reinforcement learning…

机器学习 · 计算机科学 2025-12-02 Yang Chen , Libo Zhang , Jiamou Liu , Michael Witbrock

Non-cooperative and cooperative games with a very large number of players have many applications but remain generally intractable when the number of players increases. Introduced by Lasry and Lions, and Huang, Caines and Malham\'e, Mean…

This paper studies the mean field game (MFG) problem arising from a large population competition in fund management, featuring a new type of relative performance via the benchmark tracking. In the $n$-player model, each agent aims to…

最优化与控制 · 数学 2026-04-16 Lijun Bo , Yijie Huang , Xiang Yu

Mean Field Games (MFGs) have been introduced to efficiently approximate games with very large populations of strategic agents. Recently, the question of learning equilibria in MFGs has gained momentum, particularly using model-free…

We propose a policy iteration method to solve an inverse problem for a mean-field game (MFG) model, specifically to reconstruct the obstacle function in the game from the partial observation data of value functions, which represent the…

最优化与控制 · 数学 2026-02-12 Kui Ren , Nathan Soedjak , Shanyin Tong

Mean field games (MFGs) offer a powerful framework for modeling large-scale multi-agent systems. This paper addresses MFGs formulated in continuous time with discrete state spaces, where agents' dynamics are governed by continuous-time…

计算机科学与博弈论 · 计算机科学 2026-02-27 Yannick Eich , Christian Fabian , Kai Cui , Heinz Koeppl

Mean field games (MFGs) have been introduced to study Nash equilibria in very large population of self-interested agents. However, when applied to common pool resource (CPR) games, MFG equilibria lead to the so-called tragedy of the commons…

最优化与控制 · 数学 2025-04-15 Gokce Dayanikli , Mathieu Lauriere
‹ 上一页 1 2 3 10 下一页 ›