相关论文: Weak Solutions for Potential Mean Field Games of C…
In the paper, we use the equivalent formulation of a finite state mean field game as a control problem with mixed constraints to study the dependence of solutions to finite state mean field game on an initial distribution of players. We…
First order kinetic mean field games formally describe the Nash equilibria of deterministic differential games where agents control their acceleration, asymptotically in the limit as the number of agents tends to infinity. The known results…
We present a simulation-based approach for solution of mean field games (MFGs), using the framework of empirical game-theoretical analysis (EGTA). Our primary method employs a version of the double oracle, iteratively adding strategies…
We consider a class of linear-quadratic-Gaussian mean-field games with a major agent and considerable heterogeneous minor agents in the presence of mean-field interactions. The individual admissible controls are constrained in closed convex…
Recent advances at the intersection of dense large graph limits and mean field games have begun to enable the scalable analysis of a broad class of dynamical sequential games with large numbers of agents. So far, results have been largely…
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…
A novel framework is presented that combines Mean Field Game (MFG) theory and Hybrid Optimal Control (HOC) theory to obtain a unique $\epsilon$-Nash equilibrium for a non-cooperative game with switching and stopping times. We consider the…
This paper continues the study of the mean field game (MFG) convergence problem: In what sense do the Nash equilibria of $n$-player stochastic differential games converge to the mean field game as $n\rightarrow\infty$? Previous work on this…
This paper presents a general mean-field game (GMFG) framework for simultaneous learning and decision-making in stochastic games with a large population. It first establishes the existence of a unique Nash Equilibrium to this GMFG, and…
The partially observed major minor LQG and nonlinear mean field game (PO MM LQG MFG) systems where it is assumed the major agent's state is partially observed by each minor agent, and the major agent completely observes its own state have…
Mean-field games (MFGs) study the Nash equilibrium of systems with a continuum of interacting agents, which can be formulated as the fixed-point of optimal control problems. They provide a unified framework for a variety of applications,…
We consider a general class of finite-player stochastic games with mean-field interaction, in which the linear-quadratic cost functional includes linear operators acting on controls in $L^2$. We propose a novel approach for deriving the…
Empirically derived continuum models of collective behavior among large populations of dynamic agents are a subject of intense study in several fields, including biology, engineering and finance. We formulate and study a mean-field game…
This paper considers decentralized control and optimization methodologies for large populations of systems, consisting of several agents with different individual behaviors, constraints and interests, and affected by the aggregate behavior…
This paper studies mean field games for multi-agent systems with control-dependent multiplicative noises. For the general systems with nonuniform agents, we obtain a set of decentralized strategies by solving an auxiliary limiting optimal…
We develop a convex analysis approach for solving LQG optimal control problems and apply it to major-minor (MM) LQG mean-field game (MFG) systems. The approach retrieves the best response strategies for the major agent and all minor agents…
We develop a variational approach to address risk-sensitive optimal control problems with an exponential-of-integral cost functional in a general linear-quadratic-Gaussian (LQG) single-agent setup, offering new insights into such problems.…
This paper studies the $N$-particle systems as well as the HJB/master equations for a class of generalized mean field control (MFC) problems and the corresponding potential mean field games of control (MFGC). A local in time classical…
We study mean field games and corresponding $N$-player games in continuous time over a finite time horizon where the position of each agent belongs to a finite state space. As opposed to previous works on finite state mean field games, we…
In this expository article, we give an overview of the concept of potential mean field games of first order. We give a new proof that minimizers of the potential are equilibria by using a Lagrangian formulation. We also provide criteria to…