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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.…

Mean field game theory studies the behavior of a large number of interacting individuals in a game theoretic setting and has received a lot of attention in the past decade (Lasry and Lions, Japanese journal of mathematics, 2007). In this…

Mean-field games (MFGs) are a modeling framework for systems with a large number of interacting agents. They have applications in economics, finance, and game theory. Normalizing flows (NFs) are a family of deep generative models that…

We consider a general class of nonzero-sum $N$-player stochastic games with impulse controls, where players control the underlying dynamics with discrete interventions. We adopt a verification approach and provide sufficient conditions for…

Recently, the paper [12] introduces a derivative-free consensus-based particle method that finds the Nash equilibrium of non-convex multiplayer games, where it proves the global exponential convergence in the sense of mean-field law. This…

We develop a probabilistic framework to approximate Nash equilibria in symmetric $N$-player games in the large population regime, via the analysis of associated mean field games (MFGs). The approximation is achieved through the analysis of…

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…

This paper presents a novel data-driven approach for approximating the $\varepsilon$-Nash equilibrium in continuous-time linear quadratic Gaussian (LQG) games, where multiple agents interact with each other through their dynamics and…

Macroscopic models of crowd flow incorporating individual pedestrian choices present many analytic and computational challenges. Anisotropic interactions are particularly subtle, both in terms of describing the correct "optimal" direction…

The recent mean field game (MFG) formalism facilitates otherwise intractable computation of approximate Nash equilibria in many-agent settings. In this paper, we consider discrete-time finite MFGs subject to finite-horizon objectives. We…

Computational complexity has been a major challenge in game-theoretic model predictive control (GT-MPC), as real-time solutions to a game (e.g., Nash equilibria (NEs)) have to be computed at each sampling instant of an MPC. This challenge…

Considering that human-driven vehicles and autonomous vehicles (AVs) will coexist on roads in the future for a long time, how to merge AVs into human drivers traffic ecology and minimize the effect of AVs and their misfit with human…

Recent techniques based on Mean Field Games (MFGs) allow the scalable analysis of multi-player games with many similar, rational agents. However, standard MFGs remain limited to homogeneous players that weakly influence each other, and…

The use of game theoretic models has been quite successful in describing various cooperative and non-cooperative optimization problems in networks and other domains of computer systems. In this paper, we study an application of game…

Here, we consider numerical methods for stationary mean-field games (MFG) and investigate two classes of algorithms. The first one is a gradient-flow method based on the variational characterization of certain MFG. The second one uses…

We present the concept of a Generalized Feedback Nash Equilibrium (GFNE) in dynamic games, extending the Feedback Nash Equilibrium concept to games in which players are subject to state and input constraints. We formalize necessary and…

Dynamic games are an effective paradigm for dealing with the control of multiple interacting actors. This paper introduces ALGAMES (Augmented Lagrangian GAME-theoretic Solver), a solver that handles trajectory-optimization problems with…

In this paper we propose a multiscale traffic model, based on the family of Generic Second Order Models, which integrates multiple trajectory data into the velocity function. This combination of a second order macroscopic model with…

Emerging transportation technologies offer unprecedented opportunities to improve the efficiency of the transportation system from the perspectives of energy consumption, congestion, and emissions. One of these technologies is connected and…

We investigate how the framework of mean-field games may be used to investigate strategic interactions in large heterogeneous populations. We consider strategic interactions in a population of players which may be partitioned into…