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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…

最优化与控制 · 数学 2019-10-17 Zuyue Fu , Zhuoran Yang , Yongxin Chen , Zhaoran Wang

We study optimal equilibria in multi-player games. An equilibrium is optimal for a player, if her payoff is maximal. A tempting approach to solving this problem is to seek optimal Nash equilibria, the standard form of equilibria where no…

计算机科学与博弈论 · 计算机科学 2013-07-09 Anshul Gupta , Sven Schewe

In stochastic dynamic games, when the number of players is sufficiently large and the interactions between agents depend on empirical state distribution, one way to approximate the original game is to introduce infinite-population limit of…

最优化与控制 · 数学 2019-08-26 Naci Saldi

We consider the problem of computing Nash equilibria in potential games where each player's strategy set is subject to private uncoupled constraints. This scenario is frequently encountered in real-world applications like road network…

计算机科学与博弈论 · 计算机科学 2024-02-13 Nikolas Patris , Stelios Stavroulakis , Fivos Kalogiannis , Rose Zhang , Ioannis Panageas

We study the problem of checking for the existence of constrained pure Nash equilibria in a subclass of polymatrix games defined on weighted directed graphs. The payoff of a player is defined as the sum of nonnegative rational weights on…

计算机科学与博弈论 · 计算机科学 2016-11-30 Sunil Simon , Dominik Wojtczak

In this paper, we study deterministic mean field games for agents who operate in a bounded domain. In this case, the existence and uniqueness of Nash equilibria cannot be deduced as for unrestricted state space because, for a large set of…

最优化与控制 · 数学 2017-11-07 Piermarco Cannarsa , Rossana Capuani

We propose a toy model for a stochastic description of the competition between two athletes of unequal strength, whose average strength difference is represented by a parameter $d$. The athletes interact through the choice of their…

物理与社会 · 物理学 2019-05-24 Cecile Appert-Rolland , Hendrik-Jan Hilhorst , Amandine Aftalion

We study the asymptotic organization among many optimizing individuals interacting in a suitable "moderate" way. We justify this limiting game by proving that its solution provides approximate Nash equilibria for large but finite player…

最优化与控制 · 数学 2021-12-20 Franco Flandoli , Maddalena Ghio , Giulia Livieri

This paper focuses on exploring the convergence properties of a generic player's trajectory and empirical measures in an N-player Linear-Quadratic-Gaussian Nash game, where Brownian motion serves as the common noise. The study establishes…

概率论 · 数学 2023-07-04 Jiamin Jian , Qingshuo Song , Jiaxuan Ye

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.…

最优化与控制 · 数学 2019-11-12 Matt Barker

An axiomatic characterization of Nash equilibrium is provided for games in normal form. The Nash equilibrium correspondence is shown to be fully characterized by four simple and intuitive axioms, two of which are inspired by contraction and…

理论经济学 · 经济学 2025-12-04 Michele Crescenzi

In this paper, we investigate a class of mean field games where the mean field interactions are achieved through the joint (conditional) distribution of the controlled state and the control process. The strategies are of $open\;loop$ type,…

概率论 · 数学 2021-08-05 Mao Fabrice Djete

The goal of the paper is to develop the theory of finite state mean field games with major and minor players when the state space of the game is finite. We introduce the finite player games and derive a mean field game formulation in the…

概率论 · 数学 2016-10-19 Rene Carmona , Peiqi Wang

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…

最优化与控制 · 数学 2025-04-30 Federico Cannerozzi , Giorgio Ferrari

We introduce a simple class of mean field games with absorbing boundary over a finite time horizon. In the corresponding $N$-player games, the evolution of players' states is described by a system of weakly interacting It\^o equations with…

概率论 · 数学 2017-09-28 Luciano Campi , Markus Fischer

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…

概率论 · 数学 2014-09-26 Rene Carmona , Xiuneng Zhu

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…

概率论 · 数学 2018-02-01 Alekos Cecchin , Markus Fischer

We study pure Nash equilibria in infinite-duration games on graphs, with partial visibility of actions but communication (based on a graph) among the players. We show that a simple communication mechanism consisting in reporting the…

计算机科学与博弈论 · 计算机科学 2019-06-27 Patricia Bouyer , Nathan Thomasset

In this article we study the convergence of the Nash Equilibria in a N-player differential game towards the optimal strategies in the Mean Field Games, when the dynamic of the generic player includes a reflection process which guarantees…

偏微分方程分析 · 数学 2022-03-16 Michele Ricciardi

In this paper we consider continuity of the set of Nash equilibria and approximate Nash equilibria for parameterized games. For parameterized games with unique Nash equilibria, the continuity of this equilibrium mapping is well-known.…

最优化与控制 · 数学 2020-07-10 Zachary Feinstein