相关论文: Coarse correlated equilibria for continuous time m…

This paper studies the equilibrium properties of the ``obvious strategy profile'' in large finite-player games. Each player in such a strategy profile simply adopts a randomized strategy as she would have used in a symmetric equilibrium of…

Mean field games is a recent area of study introduced by Lions and Lasry in a series of seminal papers in 2006. Mean field games model situations of competition between large number of rational agents that play non-cooperative dynamic games…

Most work in game theory assumes that players are perfect reasoners and have common knowledge of all significant aspects of the game. In earlier work, we proposed a framework for representing and analyzing games with possibly unaware…

We study a mean field game in continuous time over a finite horizon, T, where the state of each agent is binary and where players base their strategic decisions on two, possibly competing, factors: the willingness to align with the majority…

We consider a symmetric $n$-player nonzero-sum stochastic differential game with controlled jumps and mean-field type interaction among the players. Each player minimizes some expected cost by affecting the drift as well as the jump part of…

This paper studies the limits of empirical means of open-loop Nash equilibria of linear-quadratic stochastic differential games as the number of players goes to infinity, when the corresponding mean field game is of potential type and may…

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…

We are interested in the study of stochastic games for which each player faces an optimal stopping problem. In our setting, the players may interact through the criterion to optimise as well as through their dynamics. After briefly…

We construct an approximate public-signal correlated equilibrium for a nonzero-sum differential game in the class of stochastic strategies with memory. The construction is based on a solution of an auxiliary nonzero-sum continuous-time…

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,…

Driven by recent successes in two-player, zero-sum game solving and playing, artificial intelligence work on games has increasingly focused on algorithms that produce equilibrium-based strategies. However, this approach has been less…

In this paper, we address an instance of uniquely solvable mean-field game with a common noise whose corresponding counterpart without common noise has several equilibria. We study the selection problem for this mean-field game without…

We formulate a stochastic game of mean field type where the agents solve optimal stopping problems and interact through the proportion of players that have already stopped. Working with a continuum of agents, typical equilibria become…

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…

Coarse correlation models strategic interactions of rational agents complemented by a correlation device, that is a mediator that can recommend behavior but not enforce it. Despite being a classical concept in the theory of normal-form…

A correlated equilibrium is a fundamental solution concept in game theory that enjoys many desirable properties. However, it requires a trusted mediator, which is a major drawback in many practical applications. A computational solution to…

This paper establishes the existence of equilibria result of a class of mean field games with singular controls. The interaction takes place through both states and controls. A relaxed solution approach is used. To circumvent the tightness…

Mean Field Game is a rather new field initially developed in applied mathematics and engineering in order to deal with the dynamics of a large number of controlled agents or objects in interaction. For a large class of these models, there…

The paper is devoted to the first-order mean field game system in the case when the distribution of players can contain atoms. The proposed definition of a generalized solution is based on the minimax approach to the Hamilton-Jacobi…

We consider a class of hierarchical noncooperative $N$-player games where the $i$th player solves a parametrized stochastic mathematical program with equilibrium constraints (MPEC) with the caveat that the implicit form of the $i$th…