相关论文: Inverse boundary problem for a mean field game sys…

The problem of computing a common point that lies in the intersection of a finite number of closed convex sets, each known to one agent in a network, is studied. This issue, known as the distributed convex feasibility problem or the…

The asymmetric simple exclusion process with random-force disorder is studied within the mean field approximation. The stationary current through a domain with reversed bias is analyzed and the results are found to be in accordance with…

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…

Much progress has been made in misere game theory using the technique of restricted misere play, where games can be considered equivalent inside a restricted set of games without being equal in general. This paper provides a survey of…

This paper investigates the simultaneous reconstruction of the running cost function and the internal topological structure within the mean-field games (MFG) system utilizing partial boundary data. The inverse problem is notably challenging…

In this paper, we study deterministic mean field games for agents who operate in a bounded domain. In this case, the existence and uniqueness of Nash equilibria cannot be deduced as for unrestricted state space because, for a large set of…

We provide an abstract framework for submodular mean field games and identify verifiable sufficient conditions that allow to prove existence and approximation of strong mean field equilibria in models where data may not be continuous with…

In [14], Gueant, Lasry and Lions considered the model problem ``What time does meeting start?'' as a prototype for a general class of optimization problems with a continuum of players, called Mean Field Games problems. In this paper we…

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…

This paper studies mean field game (MFG) of controls by featuring the joint distribution of the state and the control with the reflected state process along an exogenous stochastic reflection boundary. We contribute to the literature with a…

For two classes of Mean Field Game systems we study the convergence of solutions as the interest rate in the cost functional becomes very large, modeling agents caring only about a very short time-horizon, and the cost of the control…

In this paper, we consider the alleviation of the boundary problem when the probability density function has bounded support. We apply Robbins-Monro's algorithm and Bernstein polynomials to construct a recursive density estimator. We study…

In many stochastic games stemming from financial models, the environment evolves with latent factors and there may be common noise across agents' states. Two classic examples are: (i) multi-agent trading on electronic exchanges, and (ii)…

In Mean Field Games of Controls, the dynamics of the single agent is influenced not only by the distribution of the agents, as in the classical theory, but also by the distribution of their optimal strategies. In this paper, we study…

In this paper, we study a large population game with heterogeneous dynamics and cost functions solving a consensus problem. Moreover, the agents have communication constraints which appear as: (1) an Additive-White Gaussian Noise (AWGN)…

We introduce games with probabilistic uncertainty, a natural model for controller synthesis in which the controller observes the state of the system through imprecise sensors that provide correct information about the current state with a…

In this paper we model the role of a government of a large population as a mean field optimal control problem. Such control problems are constrainted by a PDE of continuity-type, governing the dynamics of the probability distribution of the…

We consider a Mean Field Games model where the dynamics of the agents is subdiffusive. According to the optimal control interpretation of the problem, we get a system involving fractional time-derivatives for the Hamilton-Jacobi-Bellman and…

An important feature of a dynamic game is its monitoring structure namely, what the players effectively see from the played actions. We consider games with arbitrary monitoring structures. One of the purposes of this paper is to know to…

In a mean field game of controls, players seek to minimize a cost that depends on the joint distribution of players' states and controls. We consider an ergodic problem for second-order mean field games of controls with state constraints,…