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This paper investigates a class of general linear-quadratic mean field games with common noise, where the diffusion terms of the system contain the state variables, control variables, and the average state terms. We solve the problem using…

最优化与控制 · 数学 2025-08-29 Yu Si , Jingtao Shi

This paper is concerned with a leader-follower stochastic differential game with asymmetric information, where the information available to the follower is based on some sub-$\sigma$-algebra of that available to the leader. Such kind of…

最优化与控制 · 数学 2015-09-15 Jingtao Shi , Guangchen Wang , Jie Xiong

We introduce and study a mean-field model for a system of spatially distributed players interacting through an evolutionary game driven by a replicator dynamics. Strategies evolve by a replicator dynamics influenced by the position and the…

最优化与控制 · 数学 2018-05-11 Luigi Ambrosio , Massimo Fornasier , Marco Morandotti , Giuseppe Savaré

We present an efficient algorithm to compute the explicit open-loop solution to both finite and infinite-horizon dynamic games subject to state and input constraints. Our approach relies on a multiparametric affine variational inequality…

系统与控制 · 电气工程与系统科学 2026-05-12 Emilio Benenati , Giuseppe Belgioioso

We study linear-quadratic stochastic differential games on directed chains inspired by the directed chain stochastic differential equations introduced by Detering, Fouque, and Ichiba. We solve explicitly for Nash equilibria with a finite…

概率论 · 数学 2020-06-02 Yichen Feng , Jean-Pierre Fouque , Tomoyuki Ichiba

Despite the significant potential for various applications, stochastic games with long-run average payoffs have received limited scholarly attention, particularly concerning the development of learning algorithms for them due to the…

计算机科学与博弈论 · 计算机科学 2024-05-17 Junyue Zhang , Yifen Mu

Through a stochastic control theoretic approach, we analyze reputation games where a strategic long-lived player acts in a sequential repeated game against a collection of short-lived players. The key assumption in our model is that the…

最优化与控制 · 数学 2020-01-22 Nuh Aygün Dalkıran , Serdar Yüksel

The designs of many large-scale systems today, from traffic routing environments to smart grids, rely on game-theoretic equilibrium concepts. However, as the size of an $N$-player game typically grows exponentially with $N$, standard game…

In this paper, Nash equilibrium seeking among a network of players is considered. Different from many existing works on Nash equilibrium seeking in non-cooperative games, the players considered in this paper cannot directly observe the…

最优化与控制 · 数学 2017-03-28 Maojiao Ye , Guoqiang Hu

We consider strongly monotone games with convex separable coupling constraints, played by dynamical agents, in a partial-decision information scenario. We start by designing continuous-time fully distributed feedback controllers, based on…

最优化与控制 · 数学 2021-05-05 Mattia Bianchi , Sergio Grammatico

We present necessary conditions for linear noncooperative N-player delta dynamic games on a generic time scale. Necessary conditions for an open-loop Nash-equilibrium and for a memoryless perfect state Nash-equilibrium are proved.

最优化与控制 · 数学 2012-09-18 Natalia Martins , Delfim F. M. Torres

We analyze a fractional mean field game of controls system, showing existence of solutions when the order of the fractional Laplacian is $s\in(\frac{1}{2},1)$. Here the running cost depends on the distribution $\mu$ of not only the states…

偏微分方程分析 · 数学 2025-09-08 P. Jameson Graber , Elizabeth Matter , Jesus Ruiz Bolanos

Mean field games formalize dynamic games with a continuum of players and explicit interaction where the players can have heterogeneous states. As they additionally yield approximate equilibria of corresponding $N$-player games, they are of…

最优化与控制 · 数学 2020-01-09 Berenice Anne Neumann

This paper investigates the long-term behavior of an interacting particle system of interest in the hot topic of evolutionary game theory. Each site of the $d$-dimensional integer lattice is occupied by a player who is characterized by one…

概率论 · 数学 2016-06-07 Eric Foxall , Nicolas Lanchier

Game-theoretic approaches and Nash equilibrium have been widely applied across various engineering domains. However, practical challenges such as disturbances, delays, and actuator limitations can hinder the precise execution of Nash…

计算机科学与博弈论 · 计算机科学 2026-03-17 Mahdis Rabbani , Navid Mojahed , Shima Nazari

This paper studies a mean field game inspired by crowd motion in which agents evolve in a compact domain and want to reach its boundary minimizing the sum of their travel time and a given boundary cost. Interactions between agents occur…

最优化与控制 · 数学 2020-01-31 Samer Dweik , Guilherme Mazanti

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

Motivated by the recent applications of game-theoretical learning techniques to the design of distributed control systems, we study a class of control problems that can be formulated as potential games with continuous action sets, and we…

最优化与控制 · 数学 2014-12-03 Steven Perkins , Panayotis Mertikopoulos , David S. Leslie

We study how risk-sensitive players act in situations where the outcome is influenced not only by the state-action profile but also by the distribution of it. In such interactive decision-making problems, the classical mean-field game…

最优化与控制 · 数学 2015-05-26 Hamidou Tembine

In this paper, we consider mean-field games where the interaction of each player with the mean-field takes into account not only the states of the players but also their collective behavior, To do so, we develop a random variable framework…

偏微分方程分析 · 数学 2015-06-23 Diogo A. Gomes , Vardan K. Voskanyan