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Modeling heterogeneous and multi-lane traffic flow is essential for understanding and controlling complex transportation systems. In this work, we consider three vehicle populations: two classes of human-driven vehicles (cars and trucks)…

最优化与控制 · 数学 2025-10-17 Maria Teresa Chiri , Christopher Denaro , Xiaoqian Gong , Benedetto Piccoli

Stochastic games provide a framework for interactions among multiple agents and enable a myriad of applications. In these games, agents decide on actions simultaneously, the state of every agent moves to the next state, and each agent…

机器学习 · 计算机科学 2019-10-10 Mridul Agarwal , Vaneet Aggarwal , Arnob Ghosh , Nilay Tiwari

We broaden the basis of non-cooperative game theory by considering miscoordination on a solution concept. For any solution concept, we extend the solution set of a strategic-form game to a transition set. This set contains profiles where…

计算机科学与博弈论 · 计算机科学 2023-12-05 Gleb Polevoy

This work considers stochastic differential games with a large number of players, whose costs and dynamics interact through the empirical distribution of both their states and their controls. We develop a new framework to prove convergence…

概率论 · 数学 2022-03-24 Mathieu Laurière , Ludovic Tangpi

We formulate a stochastic game of mean field type where the agents solve optimal stopping problems and interact through the proportion of players that have already stopped. Working with a continuum of agents, typical equilibria become…

最优化与控制 · 数学 2017-12-01 Marcel Nutz

Psychological disorders like major depressive disorder can be seen as complex dynamical systems. By looking at symptom activation patterns, we can investigate the dynamic behaviour of individuals to see whether or not they are at risk for…

应用统计 · 统计学 2018-07-11 Jolanda J Kossakowski , Marijke CM Gordijn , Harriette Riese , Lourens J Waldorp

In this paper, we present a new development of inspection games in a mean field setting. In our dynamic version of an inspection game, there is one inspector and a large number N interacting inspectees with a finite state space. By applying…

最优化与控制 · 数学 2015-07-31 Vassili Kolokoltsov , Wei Yang

We study nonzero-sum stochastic switching games. Two players compete for market dominance through controlling (via timing options) the discrete-state market regime $M$. Switching decisions are driven by a continuous stochastic factor $X$…

综合经济学 · 经济学 2018-07-23 Liangchen Li , Michael Ludkovski

This paper presents a dynamic game framework to analyze the role of large banks in interbank markets. By extending existing models, we incorporate a large bank as a dynamic decision-maker interacting with multiple small banks. Using the…

数理金融 · 定量金融 2025-04-22 Yuanyuan Chang , Dena Firoozi , David Benatia

We consider a system of mean field games with local coupling in the deterministic limit. Under general structure conditions on the Hamiltonian and coupling, we prove existence and uniqueness of the weak solution, characterizing this…

最优化与控制 · 数学 2014-01-09 Pierre Cardaliaguet , Philip Jameson Graber

We study continuous stochastic games with heterogeneous mean field interactions and jumps on large networks and explore their limit counterparts. We introduce the graphon game model based on a controlled graphon mean field stochastic…

概率论 · 数学 2025-06-19 Hamed Amini , Zhongyuan Cao , Agnès Sulem

Mean field games have traditionally been defined~[1,2] as a model of large scale interaction of players where each player has a private type that is independent across the players. In this paper, we introduce a new model of mean field teams…

系统与控制 · 电气工程与系统科学 2022-10-21 Deepanshu Vasal

In this paper we study mean field games with possibly multiple mean field equilibria. Instead of focusing on the individual equilibria, we propose to study the set of values over all possible equilibria, which we call the set value of the…

最优化与控制 · 数学 2024-03-19 Melih Iseri , Jianfeng Zhang

Mean Field Game (MFG) models implicitly assume "rational expectations", meaning that the heterogeneous agents being modeled correctly know all relevant transition probabilities for the complex system they inhabit. When there is common…

偏微分方程分析 · 数学 2026-02-26 Benjamin Moll , Lenya Ryzhik

Independent learners are agents that employ single-agent algorithms in multi-agent systems, intentionally ignoring the effect of other strategic agents. This paper studies mean-field games from a decentralized learning perspective, with two…

计算机科学与博弈论 · 计算机科学 2025-02-04 Bora Yongacoglu , Gürdal Arslan , Serdar Yüksel

The synthesis of control laws for interacting agent-based dynamics and their mean-field limit is studied. A linearization-based approach is used for the computation of sub-optimal feedback laws obtained from the solution of differential…

最优化与控制 · 数学 2021-01-13 G. Albi , M. Herty , D. Kalise , C. Segala

This article aims to study coupled mean-field equation and ODEs with discrete events motivated by vehicular traffic flow. Precisely, multi-lane traffic flow in presence of human-driven and autonomous vehicles is considered, with the…

偏微分方程分析 · 数学 2021-10-22 Xiaoqian Gong , Benedetto Piccoli , Giuseppe Visconti

This paper presents an approach that brings together game theory with grammatical inference and discrete abstractions in order to synthesize control strategies for hybrid dynamical systems performing tasks in partially unknown but…

机器人学 · 计算机科学 2012-10-08 Jie Fu , Herbert G. Tanner , Jeffrey Heinz , Jane Chandlee , Konstantinos Karydis , Cesar Koirala

In this paper we derive and analyse mean-field models for the dynamics of groups of individuals undergoing a random walk. The random motion of individuals is only influenced by the perceived densities of the different groups present as well…

Hybrid dynamical systems are systems which posses both continuous and discrete transitions. Assuming that the discrete transitions (resets) occur a finite number of times, the optimal control problem can be solved by gluing together the…

最优化与控制 · 数学 2024-03-20 William Clark , Maria Oprea , Aden Shaw