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The framework of Mean-field Games (MFGs) is used for modelling the collective dynamics of large populations of non-cooperative decision-making agents. We formulate and analyze a kinetic MFG model for an interacting system of non-cooperative…

最优化与控制 · 数学 2024-07-29 Piyush Grover , Mandy Huo

We introduce a mean field model for optimal holding of a representative agent of her peers as a natural expected scaling limit from the corresponding $N-$agent model. The induced mean field dynamics appear naturally in a form which is not…

最优化与控制 · 数学 2022-04-05 Mao Fabrice Djete , Nizar Touzi

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,…

偏微分方程分析 · 数学 2024-07-31 Vincenzo Ignazio , Michele Ricciardi

This paper studies Mean Field Games (MFGs) in which agent dynamics are given by jump processes of controlled intensity, with mean-field interaction via the controls and affecting the jump intensities. We establish the existence of MFG…

最优化与控制 · 数学 2025-04-23 Nicolas Garcia , Ronnie Sircar , H. Mete Soner

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

In this article, we consider mean field games between a dominating player and a group of representative agents, each of which acts similarly and also interacts with each other through a mean field term being substantially influenced by the…

最优化与控制 · 数学 2014-07-28 Alain Bensoussan , Michael Chau , Phillip Yam

In this paper we study a class of matrix-valued linear-quadratic mean-field-type games for both the risk-neutral, risk-sensitive and robust cases. Non-cooperation, full cooperation and adversarial between teams are treated. We provide a…

最优化与控制 · 数学 2019-06-06 Julian Barreiro-Gomez , Tyrone E. Duncan , Hamidou Tembine

Mean Field Games provide a powerful framework to analyze the dynamics of a large number of controlled objects in interaction. Though these models are much simpler than the underlying differential games they describe in some limit, their…

物理与社会 · 物理学 2020-07-15 Thibault Bonnemain , Thierry Gobron , Denis Ullmo

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…

最优化与控制 · 数学 2022-08-16 Saeed Sadeghi Arjmand , Guilherme Mazanti

Multi-agent reinforcement learning methods have shown remarkable potential in solving complex multi-agent problems but mostly lack theoretical guarantees. Recently, mean field control and mean field games have been established as a…

机器学习 · 计算机科学 2021-12-20 Kai Cui , Anam Tahir , Mark Sinzger , Heinz Koeppl

This thesis is going to give a gentle introduction to Mean Field Games. It aims to produce a coherent text beginning for simple notions of deterministic control theory progressively to current Mean Field Games theory. The framework…

最优化与控制 · 数学 2019-07-03 Athanasios Vasiliadis

Liquid droplet dynamics are widely used in biological and engineering applications, which contain complex interfacial instabilities and pattern formation such as droplet merging, splitting, and transport. This paper studies a class of mean…

最优化与控制 · 数学 2024-10-10 Guosheng Fu , Hangjie Ji , Will Pazner , Wuchen Li

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

In this paper, we investigate team optimal control of coupled major-minor subsystems with mean-field sharing. In such a model, there is one major subsystem that directly influences the dynamics of $n$ homogeneous minor subsystems; however,…

最优化与控制 · 数学 2020-12-07 Jalal Arabneydi , Aditya Mahajan

The broad goal of the research surveyed in this article is to develop methods for understanding the aggregate behavior of interconnected dynamical systems, as found in mathematical physics, neuroscience, economics, power systems and neural…

最优化与控制 · 数学 2025-02-04 Prashant Mehta , Sean Meyn

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

We consider a stationary Mean Field Games system defined on a network. In this framework, the transition conditions at the vertices play a crucial role: the ones here considered are based on the optimal control interpretation of the…

偏微分方程分析 · 数学 2015-05-20 Fabio Camilli , Claudio Marchi

This paper analyzes and explicitly solves a class of long-term average impulse control problems with a specific mean-field interaction. The underlying process is a general one-dimensional diffusion with appropriate boundary behavior. The…

最优化与控制 · 数学 2026-02-04 K. L. Helmes , R. H. Stockbridge , C. Zhu

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…

物理与社会 · 物理学 2021-08-25 Thibault Bonnemain , Thierry Gobron , Denis Ullmo

Mean-field games have been studied under the assumption of very large number of players. For such large systems, the basic idea consists to approximate large games by a stylized game model with a continuum of players. The approach has been…

计算机科学与博弈论 · 计算机科学 2014-04-08 Hamidou Tembine