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Mean field games (MFGs) tractably model behavior in large agent populations. The literature on learning MFG equilibria typically focuses on finding Nash equilibria (NE), which assume perfectly rational agents and are hence implausible in…

计算机科学与博弈论 · 计算机科学 2025-01-31 Yannick Eich , Christian Fabian , Kai Cui , Heinz Koeppl

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…

最优化与控制 · 数学 2011-10-19 Olivier Guéant

The theory of mean field games studies the limiting behaviors of large systems where the agents interact with each other in a certain symmetric way. The running and terminal costs are critical for the agents to decide the strategies.…

最优化与控制 · 数学 2023-07-05 Hongyu Liu , Chenchen Mou , Shen Zhang

Designing suitable reward functions for numerous interacting intelligent agents is challenging in real-world applications. Inverse reinforcement learning (IRL) in mean field games (MFGs) offers a practical framework to infer reward…

机器学习 · 计算机科学 2025-09-05 Yang Chen , Xiao Lin , Bo Yan , Libo Zhang , Jiamou Liu , Neset Özkan Tan , Michael Witbrock

Mean-field reinforcement learning (MF-RL) scales multi-agent RL to large populations by reducing each agent's dependence on others to a single summary statistic -- the mean action. However, this reduction requires every agent to act at…

多智能体系统 · 计算机科学 2026-02-23 Shan Yang

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

While Large Language Models (LLMs) excel in certain reasoning tasks, they struggle in multi-agent games where the final outcome depends on the joint strategies of all agents. In multi-agent games, the non-stationarity of other agents brings…

人工智能 · 计算机科学 2026-05-26 Yidong He , Yutao Lai , Pengxu Yang , Jiarui Gan , Jiexin Wang , Yi Cai , Mengchen Zhao

This paper studies a discrete-time major-minor mean field game of stopping where the major player can choose either an optimal control or stopping time. We look for the relaxed equilibrium as a randomized stopping policy, which is…

最优化与控制 · 数学 2025-10-13 Xiang Yu , Jiacheng Zhang , Keyu Zhang , Zhou Zhou

The mean field games system is a coupled pair of nonlinear partial differential equations arising in differential game theory, as a limit as the number of agents tends to infinity. We prove existence and uniqueness of classical solutions…

偏微分方程分析 · 数学 2020-01-28 David M. Ambrose

Mean field game theory studies the behavior of a large number of interacting individuals in a game theoretic setting and has received a lot of attention in the past decade (Lasry and Lions, Japanese journal of mathematics, 2007). In this…

最优化与控制 · 数学 2019-10-31 Martin Frank , Michael Herty , Torsten Trimborn

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

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…

偏微分方程分析 · 数学 2018-08-02 Charles Bertucci , Jean Michel Lasry , Pierre Louis Lions

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,…

偏微分方程分析 · 数学 2020-06-24 Z Kobeissi

Mean field games (MFGs) offer a versatile framework for modeling large-scale interactive systems across multiple domains. This paper builds upon a previous work, by developing a state-of-the-art unified approach to decode or design the…

偏微分方程分析 · 数学 2025-01-22 Hongyu Liu , Catharine W. K. Lo

The Mean-Field approximation is a tractable approach for studying large population dynamics. However, its assumption on homogeneity and universal connections among all agents limits its applicability in many real-world scenarios.…

计算机科学与博弈论 · 计算机科学 2023-10-26 Peihan Huo , Oscar Peralta , Junyu Guo , Qiaomin Xie , Andreea Minca

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

Here, we examine a mean-field game (MFG) that models the economic growth of a population of non-cooperative rational agents. In this MFG, agents are described by two state variables - the capital and consumer goods they own. Each agent…

偏微分方程分析 · 数学 2019-07-26 Diogo Gomes , Laurent Lafleche , Levon Nurbekyan

This paper considers a class of mean field linear-quadratic-Gaussian (LQG) games with model uncertainty. The drift term in the dynamics of the agents contains a common unknown function. We take a robust optimization approach where a…

最优化与控制 · 数学 2017-01-03 Jianhui Huang , Minyi Huang

In this paper, we are concerned with the inverse problem of determining anomalies in the state space associated with the stationary mean field game (MFG) system. We establish novel unique identifiability results for the intrinsic structure…

偏微分方程分析 · 数学 2025-05-14 Hongyu Liu , Catharine W. K. Lo

Multi-agent robust reinforcement learning, also known as multi-player robust Markov games (RMGs), is a crucial framework for modeling competitive interactions under environmental uncertainties, with wide applications in multi-agent systems.…

机器学习 · 计算机科学 2024-12-31 Yuchen Jiao , Gen Li