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相关论文: Linear Quadratic Graphon Field Games

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This paper investigates a class of unified stochastic linear quadratic Gaussian (LQG) social optima problems involving a large number of weakly-coupled interactive agents under a {generalized} setting. For each individual agent, the control…

最优化与控制 · 数学 2020-05-15 Zhenghong Qiu , Jianhui Huang , Tinghan Xie

Mean Field Game is a rather new field initially developed in applied mathematics and engineering in order to deal with the dynamics of a large number of controlled agents or objects in interaction. For a large class of these models, there…

物理与社会 · 物理学 2021-08-25 Thibault Bonnemain , Thierry Gobron , Denis Ullmo

We study discrete-time mean-field Markov games with infinite numbers of agents where each agent aims to minimize its ergodic cost. We consider the setting where the agents have identical linear state transitions and quadratic cost…

最优化与控制 · 数学 2019-10-17 Zuyue Fu , Zhuoran Yang , Yongxin Chen , Zhaoran Wang

Mean field games (MFG) are dynamic games with infinitely many infinitesimal agents. In this context, we study the efficiency of Nash MFG equilibria: Namely, we compare the social cost of a MFG equilibrium with the minimal cost a global…

最优化与控制 · 数学 2018-02-20 Pierre Cardaliaguet , Catherine Rainer

In this book, we present a curated collection of existing results on inverse problems for Mean Field Games (MFGs), a cutting-edge and rapidly evolving field of research. Our aim is to provide fresh insights, novel perspectives, and a…

偏微分方程分析 · 数学 2025-03-20 Hongyu Liu , Catharine W. K. Lo , Shen Zhang

We study linear quadratic dynamic games where players are uncertain about each other's control policies or goals and consequently seek to be strategically robust. Building on recent work on strategically robust and risk-averse game theory,…

最优化与控制 · 数学 2026-04-27 Boris Velasevic , Nicolas Lanzetti , Eric Mazumdar

Motivated by the self-pursuit of controlled objects, we consider the exact controllability of a linear mean-field type game-based control system (MF-GBCS, for short) generated by a linear-quadratic (LQ, for short) Nash game. A Gram-type…

最优化与控制 · 数学 2023-03-01 Cui Chen , Zhiyong Yu

We investigate complexity issues related to pure Nash equilibria of strategic games. We show that, even in very restrictive settings, determining whether a game has a pure Nash Equilibrium is NP-hard, while deciding whether a game has a…

计算机科学与博弈论 · 计算机科学 2013-07-19 G. Gottlob , G. Greco , F. Scarcello

The study of linear-quadratic stochastic differential games on directed networks was initiated in Feng, Fouque \& Ichiba \cite{fengFouqueIchiba2020linearquadratic}. In that work, the game on a directed chain with finite or infinite players…

概率论 · 数学 2020-11-10 Yichen Feng , Jean-Pierre Fouque , Tomoyuki Ichiba

We consider games played on graphs with the winning conditions for the players specified as weak-parity conditions. In weak-parity conditions the winner of a play is decided by looking into the set of states appearing in the play, rather…

计算机科学中的逻辑 · 计算机科学 2008-12-18 Krishnendu Chatterjee

We study the complexity of computing equilibria in binary public goods games on undirected graphs. In such a game, players correspond to vertices in a graph and face a binary choice of performing an action, or not. Each player's decision…

计算机科学与博弈论 · 计算机科学 2023-05-22 Max Klimm , Maximilian J. Stahlberg

In this paper we present a novel generic mapping between Graphical Games and Markov Random Fields so that pure Nash equilibria in the former can be found by statistical inference on the latter. Thus, the problem of deciding whether a…

计算机科学与博弈论 · 计算机科学 2007-05-23 Constantinos Daskalakis

Dynamic games provide a fundamental framework for multi-agent decision-making over time, yet computing feedback Nash equilibria (FNEs) in infinite-horizon discrete-time linear-quadratic (LQ) settings remains computationally challenging.…

系统与控制 · 电气工程与系统科学 2026-03-11 Shengyuan Huang , Xiaoguang Yang , Yifen Mu , Wenjun Mei

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

This paper studies a large population dynamic game involving nonlinear stochastic dynamical systems with agents of the following mixed types: (i) a major agent, and (ii) a population of $N$ minor agents where $N$ is very large. The major…

最优化与控制 · 数学 2013-06-07 Mojtaba Nourian , Peter E. Caines

This paper is concerned with an overlapping information linear-quadratic (LQ) Stackelberg stochastic differential game with two leaders and two followers, where the diffusion terms of the state equation contain both the control and state…

最优化与控制 · 数学 2024-01-17 Yu Si , Jingtao Shi

In a network game, players interact over a network and the utility of each player depends on his own action and on an aggregate of his neighbours' actions. Many real world networks of interest are asymmetric and involve a large number of…

计算机科学与博弈论 · 计算机科学 2025-08-12 Kiran Rokade , Adit Jain , Francesca Parise , Vikram Krishnamurthy , Eva Tardos

Graphical games are a useful framework for modeling the interactions of (selfish) agents who are connected via an underlying topology and whose behaviors influence each other. They have wide applications ranging from computer science to…

计算机科学与博弈论 · 计算机科学 2021-04-27 Juho Hirvonen , Laura Schmid , Krishnendu Chatterjee , Stefan Schmid

We investigate a novel finite-horizon linear-quadratic (LQ) feedback dynamic potential game with a priori unknown cost matrices played between two players. The cost matrices are revealed to the players sequentially, with the potential for…

最优化与控制 · 数学 2025-08-05 Yitian Chen , Timothy L. Molloy , Iman Shames

This paper is concerned with a linear-quadratic (LQ) Stackelberg mean field games of backward-forward stochastic systems, involving a backward leader and a substantial number of forward followers. The leader initiates by providing its…

最优化与控制 · 数学 2024-06-28 Wenyu Cong , Jingtao Shi