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相关论文: Determining state space anomalies in mean field ga…

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In this paper, we consider a mean field game model inspired by crowd motion where agents aim to reach a closed set, called target set, in minimal time. Congestion phenomena are modeled through a constraint on the velocity of an agent that…

最优化与控制 · 数学 2022-12-23 Saeed Sadeghi Arjmand , Guilherme Mazanti

This chapter examines monotonicity techniques in the theory of mean-field games(MFGs). Originally, monotonicity ideas were used to establish the uniqueness of solutions for MFGs. Later, monotonicity methods and monotone operators were…

偏微分方程分析 · 数学 2025-02-28 Rita Ferreira , Diogo Gomes , Teruo Tada

Here, we establish the existence of weak solutions to a wide class of time-dependent monotone mean-field games (MFGs). These MFGs are given as a system of degenerate parabolic equations with initial and terminal conditions. To construct…

偏微分方程分析 · 数学 2020-01-14 Rita Ferreira , Diogo Gomes , Teruo Tada

In this study, we investigate $N$-player stochastic differential games with regime switching, where the player dynamics are modulated by a finite-state Markov chain. We analyze the associated Nash system, which consists of a system of…

概率论 · 数学 2025-02-26 Mingrui Wang , Prakash Chakraborty

In this paper, we consider mean-field games where the interaction of each player with the mean-field takes into account not only the states of the players but also their collective behavior, To do so, we develop a random variable framework…

偏微分方程分析 · 数学 2015-06-23 Diogo A. Gomes , Vardan K. Voskanyan

We consider a mean-field game model where the cost functions depend on a fixed parameter, called \textit{state}, which is unknown to players. Players learn about the state from a a stream of private signals they receive throughout the game.…

最优化与控制 · 数学 2024-02-01 Eran Shmaya , Bruno Ziliotto

Quasi-stationary Mean Field Games models consider agents who base their strategies on current information without forecasting future states. In this paper we address the first-order quasi-stationary Mean Field Games system, which involves…

最优化与控制 · 数学 2024-09-30 Fabio Camilli , Claudio Marchi , Cristian Mendico

In this paper, we consider a class of linear quadratic extended mean field games (MFGs) with common noises where the state coefficients and the cost functional vary with the mean field term in a nonlinear way. Based on stochastic maximum…

最优化与控制 · 数学 2023-11-08 Tianjiao Hua , Peng Luo

The mean field games system is a coupled pair of nonlinear partial differential equations arising in differential game theory, as a limit as the number of agents tends to infinity. We prove existence and uniqueness of classical solutions…

偏微分方程分析 · 数学 2020-01-28 David M. Ambrose

Mean field games are limit models for symmetric $N$-player games with interaction of mean field type as $N\to\infty$. The limit relation is often understood in the sense that a solution of a mean field game allows to construct approximate…

概率论 · 数学 2017-05-29 Markus Fischer

Many real-world problems modeled by stochastic games have huge state and/or action spaces, leading to the well-known curse of dimensionality. The complexity of the analysis of large-scale systems is dramatically reduced by exploiting mean…

系统与控制 · 计算机科学 2015-03-19 H. Tembine

We discuss the role of the initial conditions for the dynamical anomalies observed in the quasi-stationary states of the Hamiltonian Mean Field (HMF) model.

统计力学 · 物理学 2009-11-10 Alessandro Pluchino , Vito Latora , Andrea Rapisarda

We investigate systems of interacting stochastic differential equations with two kinds of heterogeneity: one originating from different weights of the linkages, and one concerning their asymptotic relevance when the system becomes large. To…

概率论 · 数学 2020-06-02 Carsten Chong , Claudia Klüppelberg

We extend the weak-strong uniqueness principle for mean-field game (MFG) systems to a broad class of second-order stationary and time-dependent problems. Under standard monotonicity, growth, and coercivity assumptions on the Hamiltonian,…

偏微分方程分析 · 数学 2026-04-02 Rita Ferreira , Diogo Gomes , Bashayer Majrashi

We introduce a mean-field term to an evolutionary spatial game model. Namely, we consider the game of Nowak and May, based on the Prisoner's dilemma, and augment the game rules by a self-consistent mean-field term. This way, an agent…

统计力学 · 物理学 2021-09-29 Dmitriy Antonov , Evgeni Burovski , Lev Shchur

Mean field game (MFG) is an expressive modeling framework for systems with a continuum of interacting agents. While many approaches exist for solving the forward MFG, few have studied its \textit{inverse} problem. In this work, we seek to…

最优化与控制 · 数学 2025-07-28 Han Huang , Jiajia Yu , Tianyi Chen , Rongjie Lai

We explore a mechanism of decision-making in Mean Field Games with myopic players. At each instant, agents set a strategy which optimizes their expected future cost by assuming their environment as immutable. As the system evolves, the…

最优化与控制 · 数学 2018-02-05 Charafeddine Mouzouni

In this paper, we consider a first-order deterministic mean field game model inspired by crowd motion in which agents moving in a given domain aim to reach a given target set in minimal time. To model interaction between agents, we assume…

最优化与控制 · 数学 2022-02-21 Saeed Sadeghi Arjmand , Guilherme Mazanti

In this paper, linear quadratic mean field games (LQMFGs) under heterogeneous erroneous initial information are investigated, focusing on how to achieve error correction by calculation based on the agents' own actual state and interactions…

最优化与控制 · 数学 2025-04-08 Yuxin Jin , Lu Ren , Wang Yao , Xiao Zhang

In this paper, we consider a finite horizon, non-stationary, mean field games (MFG) with a large population of homogeneous players, sequentially making strategic decisions, where each player is affected by other players through an aggregate…

系统与控制 · 电气工程与系统科学 2020-04-07 Rajesh K Mishra , Deepanshu Vasal , Sriram Vishwanath