相关论文: Mean Field Game and Control for Switching Hybrid S…

Large-scale competitive platforms are interacting multi-agent systems in which latent skills drift over time and pairwise interactions are shaped by matchmaking. We study a controlled rating dynamics in the mean-field limit and derive a…

Coordinating communication and control is a key component in the stability and performance of networked multi-agent systems. While single user networked control systems have gained a lot of attention within this domain, in this work, we…

We study the mean field game problem for a nervous system consisting of a large number of neurons with mean-field interaction. In this system, each neuron can modulate its spiking activity by controlling its membrane potential to…

This paper considers mean field games in a multi-agent Markov decision process (MDP) framework. Each player has a continuum state and binary action. By active control, a player can bring its state to a resetting point. All players are…

The policy iteration method is a classical algorithm for solving optimal control problems. In this paper, we introduce a policy iteration method for Mean Field Games systems, and we study the convergence of this procedure to a solution of…

Mean field theory is a device to analyze the collective behavior of a dynamical system comprising many interacting particles. The theory allows to reduce the behavior of the system to the properties of a handful of parameters. In neural…

The goal of the paper is to introduce a set of problems which we call mean field games of timing. We motivate the formulation by a dynamic model of bank run in a continuous-time setting. We briefly review the economic and game theoretic…

The paper is concerned with the study of a control system consisting of one major agent and many identical minor agents in the limit case when the number of agents tends to infinity. To study the limiting system we use the mean field…

In this paper, we introduce a natural learning rule for mean field games with finite state and action space, the so-called myopic adjustment process. The main motivation for these considerations are the complex computations necessary to…

This paper studies mean field games for multi-agent systems with control-dependent multiplicative noises. For the general systems with nonuniform agents, we obtain a set of decentralized strategies by solving an auxiliary limiting optimal…

Mean Field Games (MFG) have been introduced to tackle games with a large number of competing players. Considering the limit when the number of players is infinite, Nash equilibria are studied by considering the interaction of a typical…

In this paper, we develop a Mean Field Games approach to Cluster Analysis. We consider a finite mixture model, given by a convex combination of probability density functions, to describe the given data set. We interpret a data point as an…

We consider deterministic mean field games where the dynamics of a typical agent is non-linear with respect to the state variable and affine with respect to the control variable. Particular instances of the problem considered here are mean…

We pose an engineering challenge of controlling an Ensemble of Energy Devices via coordinated, implementation-light and randomized on/off switching as a problem in Non-Equilibrium Statistical Mechanics. We show that Mean Field Control} with…

We study the problem of mean-field control when the state dynamics are given by general systems of forward-backward stochastic differential equations (FBSDEs) with heterogeneous mean-field interactions. Firstly, we introduce a novel…

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 the present work, we study deterministic mean field games (MFGs) with finite time horizon in which the dynamics of a generic agent is controlled by the acceleration. They are described by a system of PDEs coupling a continuity equation…

This paper establishes the existence of equilibria result of a class of mean field games with singular controls. The interaction takes place through both states and controls. A relaxed solution approach is used. To circumvent the tightness…

The recently developed mean-field game models of corruption and bot-net defence in cyber-security, the evolutionary game approach to inspection and corruption, and the pressure-resistance game element, can be combined under an extended…

Mean field limits are an important tool in the context of large-scale dynamical systems, in particular, when studying multiagent and interacting particle systems. While the continuous-time theory is well-developed, few works have considered…