相关论文: Quantitative convergence for displacement monotone…

Here, we consider one-dimensional forward-forward mean-field games (MFGs) with congestion, which were introduced to approximate stationary MFGs. We use methods from the theory of conservation laws to examine the qualitative properties of…

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…

The main goal of this paper is to study a stochastic game connected to a system of forward backward stochastic differential equations (FBSDEs) involving delay and so-called noisy memory. We derive suffcient and necessary maximum principles…

Motivated by the scarcity of accurate payoff feedback in practical applications of game theory, we examine a class of learning dynamics where players adjust their choices based on past payoff observations that are subject to noise and…

Network congestion games are a convenient model for reasoning about routing problems in a network: agents have to move from a source to a target vertex while avoiding congestion, measured as a cost depending on the number of players using…

This paper develops a theory of propagation of chaos for a system of weakly interacting particles whose terminal configuration is fixed as opposed to the initial configuration as customary. Such systems are modeled by backward stochastic…

We consider mean field games with discrete state spaces (called discrete mean field games in the following) and we analyze these games in continuous and discrete time, over finite as well as infinite time horizons. We prove the existence of…

We consider continuous-time equilibrium seeking in monotone aggregative games with coupling constraints. We propose semi-decentralized integral dynamics and prove their global convergence to a variational generalized aggregative or Nash…

We study the existence of strong solutions for mean-field forward-backward stochastic differential equations (FBSDEs) with measurable coefficients and their implication on the Nash equilibrium of a multi-population mean-field game. More…

Mean field games are concerned with the limit of large-population stochastic differential games where the agents interact through their empirical distribution. In the classical setting, the number of players is large but fixed throughout…

This paper investigates the convergence time of log-linear learning to an $\epsilon$-efficient Nash equilibrium in potential games, where an efficient Nash equilibrium is defined as the maximizer of the potential function. Previous…

In this article, we study a simplified version of a density-dependent first-order mean field game, in which the players face a penalization equal to the population density at their final position. We consider the problem of finding an…

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…

This work investigates continuous time stochastic differential games with a large number of players, whose costs and dynamics interact through the empirical distribution of both their states and their controls. The control processes are…

In this paper, we study the infinite-time mean field games with discounting, establishing an equilibrium where individual optimal strategies collectively regenerate the mean-field distribution. To solve this problem, we partition all agents…

Mean field games (MFGs) describe the limit, as $n$ tends to infinity, of stochastic differential games with $n$ players interacting with one another through their common empirical distribution. Under suitable smoothness assumptions that…

We study a new class of games which generalizes congestion games and its bottleneck variant. We introduce congestion games with mixed objectives to model network scenarios in which players seek to optimize for latency and bandwidths alike.…

We consider a class of N-player stochastic games of multi-dimensional singular control, in which each player faces a minimization problem of monotone-follower type with submodular costs. We call these games "monotone-follower games". In a…

The objective of this paper is to provide an equivalent of the theory developed in P.~Cardaliaguet, F.~Delarue, J.M.~Lasry, P.L.~Lions \cite{CDLL}, following the approach of control on Hilbert spaces introduced by the authors in…

In this work, we systematically investigate mean field games and mean field type control problems with multiple populations using a coupled system of forward-backward stochastic differential equations of McKean-Vlasov type stemming from…