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We propose the concept of a Lagrangian game to solve constrained Markov games. Such games model scenarios where agents face cost constraints in addition to their individual rewards, that depend on both agent joint actions and the evolving…

最优化与控制 · 数学 2025-03-14 Soham Das , Santiago Paternain , Luiz F. O. Chamon , Ceyhun Eksin

The recently developed mean-field game models of corruption and bot-net defence in cyber-security, the evolutionary game approach to inspection and corruption, and the pressure-resistance game element, can be combined under an extended…

最优化与控制 · 数学 2022-05-03 Stamatios Katsikas , Vassili Kolokoltsov

This paper investigates the use of transformers to approximate the mean-field dynamics of interacting particle systems exhibiting collective behavior. Such systems are fundamental in modeling phenomena across physics, biology, and…

计算物理 · 物理学 2025-05-29 Shiba Biswal , Karthik Elamvazhuthi , Rishi Sonthalia

We consider stochastic differential games with $N$ players, linear-Gaussian dynamics in arbitrary state-space dimension, and long-time-average cost with quadratic running cost. Admissible controls are feedbacks for which the system is…

偏微分方程分析 · 数学 2014-07-10 Martino Bardi , Fabio S. Priuli

Mean field games are concerned with the limit of large-population stochastic differential games where the agents interact through their empirical distribution. In the classical setting, the number of players is large but fixed throughout…

最优化与控制 · 数学 2019-12-30 Julien Claisse , Zhenjie Ren , Xiaolu Tan

Motivated by models of epidemic control in large populations, we consider a Stackelberg mean field game model between a principal and a mean field of agents evolving on a finite state space. The agents play a non-cooperative game in which…

最优化与控制 · 数学 2021-05-26 Alexander Aurell , Rene Carmona , Gokce Dayanikli , Mathieu Lauriere

We consider a typical problem in Mean Field Games: the congestion case, where in the cost that agents optimize there is a penalization for passing through zones with high density of agents, in a deterministic framework. This equilibrium…

偏微分方程分析 · 数学 2011-11-04 Filippo Santambrogio

In a probabilistic mean field game driven by a L\'evy process an individual player aims to minimize a long run discounted/ergodic cost by controlling the process through a pair of increasing and decreasing c\`adl\`ag processes, while he is…

最优化与控制 · 数学 2025-05-30 Facundo Oliú

In this article, we study a simplified version of a density-dependent first-order mean field game, in which the players face a penalization equal to the population density at their final position. We consider the problem of finding an…

最优化与控制 · 数学 2026-02-04 P. Jameson Graber , Brady Zimmerman

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…

偏微分方程分析 · 数学 2026-01-22 Daria Ghilli , Fausto Gozzi , Giovanni Zanco

An existence result for a class of mean field games of controls is provided. In the considered model, the cost functional to be minimized by each agent involves a price depending at a given time on the controls of all agents and a…

最优化与控制 · 数学 2019-06-24 J. Frédéric Bonnans , Saeed Hadikhanloo , Laurent Pfeiffer

We introduce a simple class of mean field games with absorbing boundary over a finite time horizon. In the corresponding $N$-player games, the evolution of players' states is described by a system of weakly interacting It\^o equations with…

概率论 · 数学 2017-09-28 Luciano Campi , Markus Fischer

Mean field games were introduced independently by J-M. Lasry and P-L. Lions, and by M. Huang, R.P. Malham\'e and P. E. Caines, in order to bring a new approach to optimization problems with a large number of interacting agents. The…

物理与社会 · 物理学 2018-08-13 Denis Ullmo , Igor Swiecicki , Thierry Gobron

We present a simpler proof of the existence of equilibria for a class of mean field games with common noise, where players interact through the conditional law given the current value of the common noise rather than its entire path. By…

概率论 · 数学 2025-11-04 Ludovic Tangpi , Shichun Wang

The usual Langevin approach to describe systems driven by noise fails to describe the long time behavior of systems with multiple attractors. The solution of the associated linear Fokker-Planck equation is always unique, even though it…

统计力学 · 物理学 2017-06-20 M. Morillo , J. M. Casado

This paper investigates the well-posedness of a type of state constraint ergodic Mean Field Game system in a bounded domain in which the Hamilton-Jacobi-Bellman equation is paired with an infinite Dirichlet boundary condition. In this…

偏微分方程分析 · 数学 2021-07-27 Mariya Sardarli

Mean field game equilibria are predicated on the assumption of immediate pairwise interactions within a population of homogeneous agents with asymptotically vanishing influence as population size increases. However, in many real-world…

系统与控制 · 电气工程与系统科学 2026-05-20 Farid Rajabali , Roland Malhame , Sadegh Bolouki

In this paper, we study a routing and travel-mode choice problem for mobility systems with a multimodal transportation network as a ``mobility game" with coupled action sets. We develop a game-theoretic framework to study the impact on…

计算机科学与博弈论 · 计算机科学 2022-12-15 Ioannis Vasileios Chremos , Andreas A. Malikopoulos

In this paper we study a type of games regularized by the relative entropy, where the players' strategies are coupled through a random environment variable. Besides the existence and the uniqueness of equilibria of such games, we prove that…

计算机科学与博弈论 · 计算机科学 2020-04-24 Giovanni Conforti , Anna Kazeykina , Zhenjie Ren

We study an ergodic mean field game problem with state constraints. In our model the agents are affected by idiosyncratic noise and use a (singular) feedback control to prevent the Brownian motion from exiting the domain. We characterize…

偏微分方程分析 · 数学 2023-10-05 Alessio Porretta , Michele Ricciardi