相关论文: On an inverse boundary problem for mean field game…

We prove that solutions to a class of Mean Field Game systems with discount are unique provided that the discount factor is large enough, and the Lagrangian term is (proportionally) small enough. This identifies an asymptotic uniqueness…

We prove existence and uniqueness of classical solutions of the master equation for mean field game (MFG) systems with fractional and nonlocal diffusions. We cover a large class of L\'evy diffusions of order greater than one, including…

In this article we study the well-posedness of the Master Equation of Mean Field Games in a framework of Neumann boundary condition. The definition of solution is closely related to the classical one of the Mean Field Games system, but the…

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…

We formulate and investigate a mean field optimization (MFO) problem over a set of probability distributions $\mu$ with a prescribed marginal $m$. The cost function depends on an aggregate term, which is the expectation of $\mu$ with…

We formulate a class of mean field games on a finite state space with variational principles resembling those in continuous-state mean field games. We construct a controlled continuity equation featuring a nonlinear activation function on…

We prove a uniqueness theorem for an inverse boundary value problem for the Maxwell system with boundary data assumed known only in part of the bound- ary. We assume that the inaccessible part of the boundary is either part of a plane, or…

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…

The primary objective of this paper is to understand first-order, time-dependent mean-field games with Neumann boundary conditions, a question that remains under-explored in the literature. This matter is particularly relevant given the…

We study a Mean Field Games (MFG) system in a real, separable infinite dimensional Hilbert space. The system consists of a second order parabolic type equation, called Hamilton-Jacobi-Bellman (HJB) equation in the paper, coupled with a…

Recent successes of game-theoretic formulations in ML have caused a resurgence of research interest in differentiable games. Overwhelmingly, that research focuses on methods and upper bounds on their speed of convergence. In this work, we…

Mean Field Game (MFG) models implicitly assume "rational expectations", meaning that the heterogeneous agents being modeled correctly know all relevant transition probabilities for the complex system they inhabit. When there is common…

In an inverse game problem, one needs to infer the cost function of the players in a game such that a desired joint strategy is a Nash equilibrium. We study the inverse game problem for a class of multiplayer matrix games, where the cost…

We consider a parabolic equation in a bounded domain $\OOO$ over a time interval $(0,T)$ with the homogeneous Neumann boundary condition. We arbitrarily choose a subboundary $\Gamma \subset \ppp\OOO$. Then, we discuss an inverse problem of…

We study a class of deterministic mean field games and related optimal control problems, with a finite time horizon and in which the state space is a network. An agent controls her velocity, and, when she occupies a vertex, she can either…

This paper builds on the work of Degond, Herty and Liu by considering N-player stochastic differential games. The control corresponding to a Nash equilibrium of such a game is approximated through model predictive control (MPC) techniques.…

We consider an inverse boundary value problem for diffusion equations with multiple fractional time derivatives. We prove the uniqueness in determining a number of fractional time-derivative terms, the orders of the derivatives and…

A basic question for zero-sum repeated games consists in determining whether the mean payoff per time unit is independent of the initial state. In the special case of "zero-player" games, i.e., of Markov chains equipped with additive…

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…

We analyse fully nonlinear second-order mean field games (MFG) with nondifferentiable Hamiltonians, which take the form of a coupled system of a fully nonlinear Hamilton-Jacobi-Bellman equation and a Kolmogorov-Fokker-Planck partial…