相关论文: Mean field teams and games with correlated types
We consider a class of $N$-player games and mean-field games of singular controls with ergodic performance criterion, providing a benchmark case for irreversible investment games featuring mean-field interaction and strategic…
This paper considers a linear-quadratic (LQ) mean field control problem involving a major player and a large number of minor players, where the dynamics and costs depend on random parameters. The objective is to optimize a social cost as a…
We consider the problem of representing collective behavior of large populations and predicting the evolution of a population distribution over a discrete state space. A discrete time mean field game (MFG) is motivated as an interpretable…
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…
In this paper, we consider a discrete-time Stackelberg mean field game with a finite number of leaders, a finite number of major followers and an infinite number of minor followers. The leaders and the followers each observe types privately…
Mean-field theory has been extensively explored in decision analysis of {large-scale} (LS) systems but traditionally in ``pure" cooperative or competitive settings. This leads to the so-called mean-field game (MG) or mean-field team (MT).…
Financial markets and more generally macro-economic models involve a large number of individuals interacting through variables such as prices resulting from the aggregate behavior of all the agents. Mean field games have been introduced to…
In this article we consider finite Mean Field Games (MFGs), i.e. with finite time and finite states. We adopt the framework introduced in Gomes Mohr and Souza in 2010, and study two seemly unexplored subjects. In the first one, we analyze…
In the paper we present a model of discrete-time mean-field game with several populations of players. Mean-field games with multiple populations of the players have only been studied in the literature in the continuous-time setting. The…
We study mean field portfolio games with random market parameters, where each player is concerned with not only her own wealth but also relative performance to her competitors. We use the martingale optimality principle approach to…
We study the existence of strong solutions for mean-field forward-backward stochastic differential equations (FBSDEs) with measurable coefficients and their implication on the Nash equilibrium of a multi-population mean-field game. More…
We study the uniqueness of solutions to systems of PDEs arising in Mean Field Games with several populations of agents and Neumann boundary conditions. The main assumption requires the smallness of some data, e.g., the length of the time…
This paper proposes a new mathematical paradigm to analyze discrete-time mean-field games. It is shown that finding Nash equilibrium solutions for a general class of discrete-time mean-field games is equivalent to solving an optimization…
We consider deterministic mean field games where the dynamics of a typical agent is non-linear with respect to the state variable and affine with respect to the control variable. Particular instances of the problem considered here are mean…
In this paper, we develop a Mean Field Games approach to Cluster Analysis. We consider a finite mixture model, given by a convex combination of probability density functions, to describe the given data set. We interpret a data point as an…
The theory of Mean-Field Games is interested in the behaviour of interacting particle systems in which the individual interaction between particles (players) decreases as the size of the population increases. In recent years, it was…
Traditional Federated Learning (FL) approaches assume collaborative clients with aligned objectives working towards a shared global model. However, in many real-world scenarios, clients act as rational players with individual objectives and…
We propose a new approach to mean field games with major and minor players. Our formulation involves a two player game where the optimization of the representative minor player is standard while the major player faces an optimization over…
We introduce a nonconvex Mean Field Games system by studying a model with a large number of identical pairs of players who are all rational, and each pair plays an identical zero-sum differential game. We study existence and uniqueness of…
This paper studies the optimal investment behavior of renewable electricity producers in a competitive market, where both prices and installation costs are influenced by aggregate industry activity. We model the resulting crowding effects…