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相关论文: Kinetic-type Mean Field Games with Non-separable L…

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We consider nonlinear transport equations with non-local velocity, describing the time-evolution of a measure, which in practice may represent the density of a crowd. Such equations often appear by taking the mean-field limit of…

最优化与控制 · 数学 2017-01-06 Marco Caponigro , Benedetto Piccoli , Francesco Rossi , Emmanuel Trélat

For non-monotone single and two-populations time-dependent Mean-Field Game systems we obtain the existence of an infinite number of branches of non-trivial solutions. These non-trivial solutions are in particular shown to exhibit an…

偏微分方程分析 · 数学 2018-12-20 Marco Cirant

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)…

最优化与控制 · 数学 2019-07-24 Dena Firoozi , Peter E. Caines , Sebastian Jaimungal

The probability distribution (PD) of spin configurations in kinetic Ising models has been cast in the form of the canonical Boltzmann PD with a time-dependent effective Hamiltonian (EH). It has been argued that in systems with extensive…

统计力学 · 物理学 2025-06-10 V. I. Tokar

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…

偏微分方程分析 · 数学 2017-03-30 Diogo Gomes , Marc Sedjro

Mean-payoff games are important quantitative models for open reactive systems. They have been widely studied as games of full observation. In this paper we investigate the algorithmic properties of several sub-classes of mean-payoff games…

计算机科学与博弈论 · 计算机科学 2017-10-10 Paul Hunter , Arno Pauly , Guillermo A. Pérez , Jean-François Raskin

In systems where one coordinate undergoes periodic oscillation, the net displacement in any other coordinate over a single period is shown to be given by differentiation of the action integral associated with the oscillating coordinate.…

经典物理 · 物理学 2015-05-19 Rory J. Perkins , Paul M. Bellan

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…

最优化与控制 · 数学 2019-10-31 Martin Frank , Michael Herty , Torsten Trimborn

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…

最优化与控制 · 数学 2015-08-03 Pierre Cardaliaguet , Saeed Hadikhanloo

Game-theoretic motion planners are a powerful tool for the control of interactive multi-agent robot systems. Indeed, contrary to predict-then-plan paradigms, game-theoretic planners do not ignore the interactive nature of the problem, and…

机器人学 · 计算机科学 2023-10-20 Makram Chahine , Roya Firoozi , Wei Xiao , Mac Schwager , Daniela Rus

We study the uniqueness of solutions to systems of PDEs arising in Mean Field Games with several populations of agents and Neumann boundary conditions. The main assumption requires the smallness of some data, e.g., the length of the time…

偏微分方程分析 · 数学 2017-09-08 Martino Bardi , Marco Cirant

This paper studies a mean field game inspired by crowd motion in which agents evolve in a compact domain and want to reach its boundary minimizing the sum of their travel time and a given boundary cost. Interactions between agents occur…

最优化与控制 · 数学 2020-01-31 Samer Dweik , Guilherme Mazanti

A novel framework is presented that combines Mean Field Game (MFG) theory and Hybrid Optimal Control (HOC) theory to obtain a unique $\epsilon$-Nash equilibrium for a non-cooperative game with switching and stopping times. We consider the…

系统与控制 · 计算机科学 2022-01-11 Dena Firoozi , Ali Pakniyat , Peter E. Caines

The goal of the paper is to introduce a formulation of the mean field game with major and minor players as a fixed point on a space of controls. This approach emphasizes naturally the role played by McKean-Vlasov dynamics in some of the…

概率论 · 数学 2016-10-19 Rene Carmona , Peiqi Wang

We study Mean Field Games (MFGs) driven by a large class of nonlocal, fractional and anomalous diffusions in the whole space. These non-Gaussian diffusions are pure jump L\'evy processes with some $\sigma$-stable like behaviour. Included…

偏微分方程分析 · 数学 2021-03-10 Olav Ersland , Espen Robstad Jakobsen

Motivated by parallels between mean field games and random matrix theory, we develop stochastic optimal control problems and viscosity solutions to Hamilton-Jacobi equations in the setting of non-commutative variables. Rather than real…

偏微分方程分析 · 数学 2025-02-25 Wilfrid Gangbo , David Jekel , Kyeongsik Nam , Aaron Z. Palmer

We consider deterministic mean field games in which the agents control their acceleration and are constrained to remain in a domain of R n. We study relaxed equilibria in the Lagrangian setting; they are described by a probability measure…

偏微分方程分析 · 数学 2021-11-04 Yves Achdou , Paola Mannucci , Claudio Marchi , Nicoletta Tchou

We introduce Mean Field Markov games with $N$ players, in which each individual in a large population interacts with other randomly selected players. The states and actions of each player in an interaction together determine the…

最优化与控制 · 数学 2012-01-12 H. Tembine , J. -Y. Le Boudec , R. El-Azouzi , E. Altman

We establish the first unconditional well-posedness result for the master equation associated with a general class of mean field games of controls. Our analysis covers games with displacement monotone or Lasry--Lions monotone data, as well…

偏微分方程分析 · 数学 2026-02-02 Joe Jackson , Alpár R. Mészáros

We study a class of deterministic mean field games and related optimal control problems, with a finite time horizon and in which the state space is a network. An agent controls her velocity, and, when she occupies a vertex, she can either…

最优化与控制 · 数学 2025-11-25 Yves Achdou , Claudio Marchi , Nicoletta Tchou