相关论文: Mean Field Game and Control for Switching Hybrid S…
This paper presents recent results from Mean Field Game theory underlying the introduction of common noise that imposes to incorporate the distribution of the agents as a state variable. Starting from the usual mean field games equations…
Mean-Field Control (MFC) is a powerful tool to solve Multi-Agent Reinforcement Learning (MARL) problems. Recent studies have shown that MFC can well-approximate MARL when the population size is large and the agents are exchangeable.…
This paper considers a mean field game model inspired by crowd motion where agents want to leave a given bounded domain through a part of its boundary in minimal time. Each agent is free to move in any direction, but their maximal speed is…
This paper considers mean field games in a multi-agent Markov decision process (MDP) framework. Each player has a continuum state and binary action, and benefits from the improvement of the condition of the overall population. Based on an…
This paper studies the optimal investment behavior of renewable electricity producers in a competitive market, where both prices and installation costs are influenced by aggregate industry activity. We model the resulting crowding effects…
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…
In this article, we propose a new unifying framework for the investigation of multi-agent control problems in the mean-field setting. Our approach is based on a new definition of differential inclusions for continuity equations formulated…
We study in this paper three aspects of Mean Field Games. The first one is the case when the dynamics of each player depend on the strategies of the other players. The second one concerns the modeling of '' noise '' in discrete space models…
Mean field approximation is a powerful technique to study the performance of large stochastic systems represented as $n$ interacting objects. Applications include load balancing models, epidemic spreading, cache replacement policies, or…
We study a class of stochastic dynamic games that exhibit strategic complementarities between players; formally, in the games we consider, the payoff of a player has increasing differences between her own state and the empirical…
We present a simple game which mimics the complex dynamics found in most natural and social systems. Intelligent players modify their strategies periodically, depending on their performances. We propose that the agents use hybridized…
In this paper, we investigate a class of mean field games where the mean field interactions are achieved through the joint (conditional) distribution of the controlled state and the control process. The strategies are of $open\;loop$ type,…
Entry-exit dynamics are crucial in modeling crowd movement. Here, we present a novel first-order, stationary mean-field game model on a bounded domain that accurately captures these dynamics. The interior dynamics of the system are governed…
The theory of Mean-Field Games is interested in the behaviour of interacting particle systems in which the individual interaction between particles (players) decreases as the size of the population increases. In recent years, it was…
The Parallel Minority Game (PMG) is a synchronous adaptive multi-agent model that exhibits active-absorbing transitions characteristic of non-equilibrium statistical systems. We perform a comprehensive numerical study of the PMG under two…
We consider a class of Mean Field Games in which the agents may interact through the statistical distribution of their states and controls. It is supposed that the Hamiltonian behaves like a power of its arguments as they tend to infinity,…
In the paper, we use the equivalent formulation of a finite state mean field game as a control problem with mixed constraints to study the dependence of solutions to finite state mean field game on an initial distribution of players. We…
In this work, we study a class of stationary mean-field games of singular stochastic control under model uncertainty. The representative agent adjusts the dynamics of an It\^o diffusion via one-sided singular stochastic control, aiming to…
Motivated by the climate crisis that is currently ravaging the planet, we propose and analyze a novel framework for the evolution of anthropogenic climate impact in which the evolution of human environmental behavior and environmental…
Mean field games are studied in the framework of controlled martingale problems, and general existence theorems are proven in which the equilibrium control is Markovian. The framework is flexible enough to include degenerate volatility,…