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

Mean field type models describing the limiting behavior, as the number of players tends to $+\infty$, of stochastic differential game problems, have been recently introduced by J-M. Lasry and P-L. Lions. Numerical methods for the…

The theory of mean field games aims at studying deterministic or stochastic differential games (Nash equilibria) as the number of agents tends to infinity. Since very few mean field games have explicit or semi-explicit solutions, numerical…

We show that in any $n$-player $m$-action normal-form game, we can obtain an approximate equilibrium by sampling any mixed-action equilibrium a small number of times. We study three types of equilibria: Nash, correlated and coarse…

We study the mean field game problem for a nervous system consisting of a large number of neurons with mean-field interaction. In this system, each neuron can modulate its spiking activity by controlling its membrane potential to…

We study mean field games with scalar It{\^o}-type dynamics and costs that are submodular with respect to a suitable order relation on the state and measure space. The submodularity assumption has a number of interesting consequences.…

Conventional noncooperative game theory hypothesizes that the joint strategy of a set of players in a game must satisfy an "equilibrium concept". All other joint strategies are considered impossible; the only issue is what equilibrium…

A game-theoretic framework for time-inconsistent stopping problems where the time-inconsistency is due to the consideration of a non-linear function of an expected reward is developed. A class of mixed strategy stopping times that allows…

This paper studies the connection between a class of mean-field games and a social welfare optimization problem. We consider a mean-field game in function spaces with a large population of agents, and each agent seeks to minimize an…

This paper studies the relation between equilibria in single-period, discrete-time and continuous-time mean field game models. First, for single-period mean field games, we establish the existence of equilibria and then prove the…

The objective of this work is to study the existence, uniqueness, and stability of equilibria in mean field games involving a major player and a continuum of minor players over finite intervals of arbitrary length. Following earlier…

This paper is interested in the problem of optimal stopping in a mean field game context. The notion of mixed solution is introduced to solve the system of partial differential equations which models this kind of problem. This notion…

We present an efficient algorithm to compute the explicit open-loop solution to both finite and infinite-horizon dynamic games subject to state and input constraints. Our approach relies on a multiparametric affine variational inequality…

In this note, we prove the existence of an equilibrium concept, dubbed conditional strategy equilibrium, for non-cooperative games in which a strategy of a player is a function from the other players' actions to her own actions. We study…

Continuous games are multiplayer games in which strategy sets are compact and utility functions are continuous. These games typically have a highly complicated structure of Nash equilibria, and numerical methods for the equilibrium…

This paper proposes a multiscale method for solving the numerical solution of mean field games which accelerates the convergence and addresses the problem of determining the initial guess. Starting from an approximate solution at the…

In this paper, we consider a mean field game (MFG) model perturbed by small common noise. Our goal is to give an approximation of the Nash equilibrium strategy of this game using a solution from the original no common noise MFG whose…

We propose a simple yet rich model to extend the notions of Nash equilibria and correlated equilibria of strategic games to the quantum setting, in which we then study the relations between classical and quantum equilibria. Unlike the…

This paper studies the convergence of mean field games with finite state space to mean field games with a continuous state space. We examine a space discretization of a diffusive dynamics, which is reminiscent of the Markov chain…

We consider the mean-field game where each agent determines the optimal time to exit the game by solving an optimal stopping problem with reward function depending on the density of the state processes of agents still present in the game.…

We consider time-dependent viscous Mean-Field Games systems in the case of local, decreasing and unbounded coupling. These systems arise in mean-field game theory, and describe Nash equilibria of games with a large number of agents aiming…