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We consider two classes of constrained finite state-action stochastic games. First, we consider a two player nonzero sum single controller constrained stochastic game with both average and discounted cost criterion. We consider the same…

最优化与控制 · 数学 2012-06-11 Vikas Vikram Singh , N. Hemachandra

This article considers a mean field game model inspired by crowd motion models in which agents aim at reaching a given target set and wish to minimize a cost consisting of an individual running cost, an individual cost depending on the…

最优化与控制 · 数学 2026-02-20 Guilherme Mazanti , Laurent Pfeiffer , Saeed Sadeghi Arjmand

In this paper we formulate and solve a mean-field game described by a linear stochastic dynamics and a quadratic or exponential-quadratic cost functional for each generic player. The optimal strategies for the players are given explicitly…

最优化与控制 · 数学 2014-12-02 Djehiche Boualem , Tembine Hamidou

We introduce and study incentive equilibria for multi-player meanpayoff games. Incentive equilibria generalise well-studied solution concepts such as Nash equilibria and leader equilibria (also known as Stackelberg equilibria). Recall that…

计算机科学与博弈论 · 计算机科学 2015-11-03 Anshul Gupta , M. S. Krishna Deepak , Bharath Kumar Padarthi , Sven Schewe , Ashutosh Trivedi

This thesis is going to give a gentle introduction to Mean Field Games. It aims to produce a coherent text beginning for simple notions of deterministic control theory progressively to current Mean Field Games theory. The framework…

最优化与控制 · 数学 2019-07-03 Athanasios Vasiliadis

We consider deterministic mean field games where the dynamics of a typical agent is non-linear with respect to the state variable and affine with respect to the control variable. Particular instances of the problem considered here are mean…

最优化与控制 · 数学 2022-12-21 Justina Gianatti , Francisco J. Silva

We investigate a mean field game model for the production of exhaustible resources. In this model, firms produce comparable goods, strategically set their production rate in order to maximise profit, and leave the market as soon as they…

最优化与控制 · 数学 2019-02-27 P. Jameson Graber , Charafeddine Mouzouni

We present a framework for computing approximate mixed-strategy Nash equilibria of continuous-action games. It is a modification of the traditional double oracle algorithm, extended to multiple players and continuous action spaces. Unlike…

计算机科学与博弈论 · 计算机科学 2024-06-14 Carlos Martin , Tuomas Sandholm

We investigate an infinite-horizon time-inconsistent mean-field game (MFG) in a discrete time setting. We first present a classic equilibrium for the MFG and its associated existence result. This classic equilibrium aligns with the…

最优化与控制 · 数学 2024-09-13 Erhan Bayraktar , Zhenhua Wang

Quantum game theory lays a foundation for understanding the interaction of people using quantum computers with conflicting interests. Recently Zhang proposed a simple yet rich model to study quantum strategic games, and addressed some…

量子物理 · 物理学 2011-05-27 Zhaohui Wei , Shengyu Zhang

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…

系统与控制 · 计算机科学 2014-01-21 Abhishek Gupta , Ashutosh Nayyar , Cedric Langbort , Tamer Basar

No-regret learning dynamics play a central role in game theory, enabling decentralized convergence to equilibrium for concepts such as Coarse Correlated Equilibrium (CCE) or Correlated Equilibrium (CE). In this work, we improve the…

计算机科学与博弈论 · 计算机科学 2025-11-05 Asrin Efe Yorulmaz , Tamer Başar

We ask when a normal-form game yields a single equilibrium prediction, even if players can coordinate by delegating play to an intermediary such as a platform or a cartel. Delegation outcomes are modeled via coarse correlated equilibria…

理论经济学 · 经济学 2026-02-26 Fedor Sandomirskiy , Ben Wincelberg

In a mean field game of controls, a large population of identical players seek to minimize a cost that depends on the joint distribution of the states of the players and their controls. We first consider the classes of mean field games of…

最优化与控制 · 数学 2025-12-05 P. Jameson Graber , Kyle Rosengartner

This paper investigates open-loop and feedback solutions of linear quadratic mean field (MF) games with a leader and a large number of followers. The leader first gives its strategy and then all the followers cooperate to optimize the…

最优化与控制 · 数学 2025-04-15 Bing-Chang Wang , Juanjuan Xu , Huanshui Zhang , Yong Liang

Coordination games have been of interest to game theorists, economists, and ecologists for many years to study such problems as the emergence of local conventions and the evolution of cooperative behavior. Approaches for understanding the…

计算机科学与博弈论 · 计算机科学 2025-07-09 John S. McAlister , Nina H. Fefferman

This paper studies the connections between mean-field games and the social welfare optimization problems. We consider a mean field game in functional spaces with a large population of agents, each of which seeks to minimize an individual…

最优化与控制 · 数学 2016-09-27 Sen Li , Wei Zhang , Lin Zhao

This paper considers mean field games in a multi-agent Markov decision process (MDP) framework. Each player has a continuum state and binary action. By active control, a player can bring its state to a resetting point. All players are…

最优化与控制 · 数学 2017-01-25 Minyi Huang , Yan Ma

We extend the optimin notion of Ismail (2025) from mixed strategy profiles to correlated distributions. A correlated distribution is evaluated by the worst expected payoff each player can receive when opponents may either obey their private…

理论经济学 · 经济学 2026-05-20 Mehmet Mars Seven

Forcing finite state mean field games by a relevant form of common noise is a subtle issue, which has been addressed only recently. Among others, one possible way is to subject the simplex valued dynamics of an equilibrium by a so-called…

概率论 · 数学 2021-11-03 Erhan Bayraktar , Alekos Cecchin , Asaf Cohen , François Delarue