相关论文: Mean Field Exponential Utility Game: A Probabilist…
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…
In this paper, we consider a discrete-time Stackelberg mean field game with a leader and an infinite number of followers. The leader and the followers each observe types privately that evolve as conditionally independent controlled Markov…
We study a family of mean field games arising in modeling the behavior of strategic economic agents which move across space maximizing their utility from consumption and have the possibility to accumulate resources for production (such as…
In this paper we present a numerical scheme to solve coupled mean field forward-backward stochastic differential equations driven by monotone vector fields. This is based on an adaptation of so called extragradient methods by characterizing…
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…
We present a novel framework for mean field games with finite state space and common noise, where the common noise is given through shocks that occur at random times. We first analyze the game for up to $n$ shocks, in which case we are able…
This paper establishes that a class of $N$-player stochastic games with singular controls, either of bounded velocity or of finite variation, can both be approximated by mean field games (MFGs) with singular controls of bounded velocity.…
We consider an n-player symmetric stochastic game with weak interaction between the players. Time is continuous and the horizon and the number of states are finite. We show that the value function of each of the players can be approximated…
In this paper, we consider a class of linear quadratic extended mean field games (MFGs) with common noises where the state coefficients and the cost functional vary with the mean field term in a nonlinear way. Based on stochastic maximum…
This article studies linear-quadratic Stackelberg games between two dominating players (or equivalently, leaders) and a large group of followers, each of whom interacts under a mean field game (MFG) framework. Unlike the conventional…
In this paper, we study one-player and two-player energy mean-payoff games. Energy mean-payoff games are games of infinite duration played on a finite graph with edges labeled by 2-dimensional weight vectors. The objective of the first…
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…
We consider an $N$-player game where the states of the players evolve with time as Stochastic Differential Equations (SDEs) with interaction only in the drift terms. Each player controls the drift of the SDE satisfied by her state process,…
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…
In this paper, we address an instance of uniquely solvable mean-field game with a common noise whose corresponding counterpart without common noise has several equilibria. We study the selection problem for this mean-field game without…
A general class of mean field games are considered where the governing dynamics are controlled diffusions in $\mathbb{R}^d$. The optimization criterion is the long time average of a running cost function. Under various sets of hypotheses,…
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…
In this paper, we study a class of real-valued mean-field backward stochastic differential equations (BSDEs) with generators of quadratic growth in the control variable and the mean-field term. Under this assumption, together with a bounded…
In this study, we investigate $N$-player stochastic differential games with regime switching, where the player dynamics are modulated by a finite-state Markov chain. We analyze the associated Nash system, which consists of a system of…
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…