相关论文: Exact Controllability for Mean-Field Type Linear G…
The aim of this paper is to study first order Mean field games subject to a linear controlled dynamics on $\mathbb R^{d}$. For this kind of problems, we define Nash equilibria (called Mean Field Games equilibria), as Borel probability…
In the presence of a common noise, we study the convergence problems in mean field game (MFG) and mean field control (MFC) problem where the cost function and the state dynamics depend upon the joint conditional distribution of 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…
Mean Field Games (MFG) theory describes strategic interactions in differential games with a large number of small and indistinguishable players. Traditionally, the players' control impacts only the drift term in the system's dynamics,…
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…
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…
This paper is concerned with a new class of mean-field games which involve a finite number of agents. Necessary and sufficient conditions are obtained for the existence of the decentralized open-loop Nash equilibrium in terms of…
We consider a controlled linear-quadratic (LQ) large-population system with mixture of three types agents: major leader, minor leaders and minor followers. The Stackelberg-Nash-Cournot (SNC) approximate equilibrium is studied by a…
We study discrete-time mean-field Markov games with infinite numbers of agents where each agent aims to minimize its ergodic cost. We consider the setting where the agents have identical linear state transitions and quadratic cost…
This paper studies open-loop and feedback solutions to leader-follower mean field linear-quadratic-Gaussian games with multiplicative noise by the direct approach. The leader-follower game involves a leader and many followers, where the…
We provide a thorough study of a general class of linear-quadratic extended mean field games and control problems in any dimensions where the mean field terms are allowed to be unbounded and there are also presence of cross terms in the…
We consider a multi-player stochastic differential game with linear McKean-Vlasov dynamics and quadratic cost functional depending on the variance and mean of the state and control actions of the players in open-loop form. Finite and…
A mean-field game (MFG) seeks the Nash Equilibrium of a game involving a continuum of players, where the Nash Equilibrium corresponds to a fixed point of the best-response mapping. However, simple fixed-point iterations do not always…
This paper investigates the controllability of finite-dimensional linear fractional systems involving an uncertain parameter. We establish new results on the simultaneous and average controllability. In particular, we show that average…
This paper is concerned with a class of linear-quadratic stochastic large-population problems with partial information, where the individual agent only has access to a noisy observation process related to the state. The dynamics of each…
We consider a class of two-player dynamic stochastic nonzero-sum games where the state transition and observation equations are linear, and the primitive random variables are Gaussian. Each controller acquires possibly different dynamic…
We identify structural assumptions which provide solvability of the Nash system arising from a linear-quadratic closed-loop game, with stable properties with respect to the number of players. In a setting of interactions governed by a…
In this paper, we study a large population game with heterogeneous dynamics and cost functions solving a consensus problem. Moreover, the agents have communication constraints which appear as: (1) an Additive-White Gaussian Noise (AWGN)…
The finite horizon $H_2/H_\infty$ control problem of mean-field type for discrete-time systems is considered in this paper. Firstly, we derive a mean-field stochastic bounded real lemma (SBRL). Secondly, a sufficient condition for the…
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…