相关论文: Linear Quadratic Mean Field Games with Quantile-De…

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,…

Mean Field Game is a rather new field initially developed in applied mathematics and engineering in order to deal with the dynamics of a large number of controlled agents or objects in interaction. For a large class of these models, there…

We develop the linear programming approach to mean-field games in a general setting. This relaxed control approach allows to prove existence results under weak assumptions, and lends itself well to numerical implementation. We consider…

This paper is concerned with a mean-field linear quadratic (LQ, for short) optimal control problem with deterministic coefficients. It is shown that convexity of the cost functional is necessary for the finiteness of the mean-field LQ…

The paper studies the open-loop saddle point and the open-loop lower and upper values, as well as their relationship for two-person zero-sum stochastic linear-quadratic (LQ, for short) differential games with deterministic coefficients. It…

This paper establishes a data-driven solution for infinite horizon linear quadratic Gaussian Mean Field Games with network-coupled heterogeneous agent populations where the dynamics of the agents are unknown. The solution technique relies…

This paper studies approximate solutions to large-scale linear quadratic stochastic games with homogeneous nodal dynamics parameters and heterogeneous network couplings within the graphon mean field game framework in [2]-[4]. A graphon…

This paper studies open-loop and feedback solutions to leader-follower mean field linear-quadratic-Gaussian games with multiplicative noise by the direct approach. The leader-follower game involves a leader and many followers, where the…

This paper studies social optima and Nash games for mean field linear quadratic control systems, where subsystems are coupled via dynamics and individual costs. For the social control problem, we first obtain a set of forward-backward…

Conventional Mean-field games/control study the behavior of a large number of rational agents moving in the Euclidean spaces. In this work, we explore the mean-field games on Riemannian manifolds. We formulate the mean-field game Nash…

The purpose of this paper is to provide a complete probabilistic analysis of a large class of stochastic differential games for which the interaction between the players is of mean-field type. We implement the Mean-Field Games strategy…

In this paper, we consider the mean field game with a common noise and allow the state coefficients to vary with the conditional distribution in a nonlinear way. We assume that the cost function satisfies a convexity and a weak monotonicity…

In this paper, we investigate the robustness of stationary mean-field equilibria in the presence of model uncertainties, specifically focusing on infinite-horizon discounted cost functions. To achieve this, we initially establish…

This paper studies the n-player game and the mean field game under the CRRA relative performance on terminal wealth, in which the interaction occurs by peer competition. In the model with n agents, the price dynamics of underlying risky…

In this short note, we consider an inverse problem to a mean-field games system where we are interested in reconstructing the state-independent running cost function from observed value-function data. We provide an elementary proof of a…

We study an $N$-player and a mean field exponential utility game. Each player manages two stocks; one is driven by an individual shock and the other is driven by a common shock. Moreover, each player is concerned not only with her own…

This paper is concerned with developing mean-field game models for the evolution of epidemics. Specifically, an agent's decision -- to be socially active in the midst of an epidemic -- is modeled as a mean-field game with health-related…

In this paper, we consider a mean field game model inspired by crowd motion in which several interacting populations evolving in $\mathbb R^d$ aim at reaching given target sets in minimal time. The movement of each agent is described by a…

Population games model the evolution of strategic interactions among a large number of uniform agents. Due to the agents' uniformity and quantity, their aggregate strategic choices can be approximated by the solutions of a class of ordinary…

We formulate a class of mean field games on a finite state space with variational principles resembling those in continuous-state mean field games. We construct a controlled continuity equation featuring a nonlinear activation function on…