相关论文: Convexification Numerical Method for the Retrospec…

Modeling the purposeful behavior of imperfect agents from a small number of observations is a challenging task. When restricted to the single-agent decision-theoretic setting, inverse optimal control techniques assume that observed behavior…

The numerical approximation of an inverse problem subject to the convection--diffusion equation when diffusion dominates is studied. We derive Carleman estimates that are on a form suitable for use in numerical analysis and with explicit…

Here, we observe that mean-field game (MFG) systems admit a two-player infinite-dimensional general-sum differential game formulation. We show that particular regimes of this game reduce to previously known variational principles.…

We introduce a simple extensive-form algorithm for finding equilibria of two-player, zero-sum games. The algorithm is realization equivalent to a generalized form of Fictitious Play. We compare its performance to that of a similar…

Number games play a central role in alternating normal play combinatorial game theory due to their real-number-like properties (Conway 1976). Here we undertake a critical re-examination: we begin with integer and dyadic games and identify…

To model complex real-world systems, such as traders in stock markets, or the dissemination of contagious diseases, graphon mean-field games (GMFG) have been proposed to model many agents. Despite the empirical success, our understanding of…

A coefficient inverse problem for a parabolic equation is considered. Using a Carleman Weight Function, a globally strictly convex cost functional is constructed for this problem.

We study the short-time existence and uniqueness of solutions to a coupled system of partial differential equations arising in mean field game theory. It has the generic form $$ \left\{ \begin{array}{c} -\partial_t u - \Delta u +…

Mean Field Game systems describe equilibrium configurations in differential games with infinitely many infinitesimal interacting agents. We introduce a learning procedure (similar to the Fictitious Play) for these games and show its…

Several problems in planning and reactive synthesis can be reduced to the analysis of two-player quantitative graph games. {\em Optimization} is one form of analysis. We argue that in many cases it may be better to replace the optimization…

We construct a semi-Lagrangian scheme for first-order, time-dependent, and non-local Mean Field Games. The convergence of the scheme to a weak solution of the system is analyzed by exploiting a key monotonicity property. To solve the…

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…

The goal of this paper is to study a Mean Field Game (MFG) system stemming from the harvesting of resources. Modelling the latter through a reaction-diffusion equation and the harvesters as competing rational agents, we are led to a…

This paper discusses the control of coherent structures in turbulent flows, which has broad applications among complex systems in science and technology. Mean field games have been proved a powerful tool and are proposed here to control the…

We introduce a class of extensive form games where players might not be able to foresee the possible consequences of their decisions and form a model of their opponents which they exploit to achieve a more profitable outcome. We improve…

We prove the global-in-time well-posedness for a broad class of mean field game problems, which is beyond the special linear-quadratic setting, as long as the mean field sensitivity is not too large. Through the stochastic maximum…

We formulate a mean field game where each player stops a privately observed Brownian motion with absorption. Players are ranked according to their level of stopping and rewarded as a function of their relative rank. There is a unique mean…

For an inverse coefficient problem of determining a state-varying factor in the corresponding Hamiltonian for a mean field game system, we prove the global Lipschitz stability by spatial data of one component and interior data in an…

We consider a convexity constrained Hamilton-Jacobi-Bellman-type obstacle problem for the value function of a zero-sum differential game with asymmetric information. We propose a convexity-preserving probabilistic numerical scheme for the…

Mean Field Games (MFG) theory describes strategic interactions in differential games with a large number of small and indistinguishable players. Traditionally, the players' control impacts only the drift term in the system's dynamics,…