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Mean-payoff games are important quantitative models for open reactive systems. They have been widely studied as games of full observation. In this paper we investigate the algorithmic properties of several sub-classes of mean-payoff games…

计算机科学与博弈论 · 计算机科学 2017-10-10 Paul Hunter , Arno Pauly , Guillermo A. Pérez , Jean-François Raskin

A mean-field-type game is a game in which the instantaneous payoffs and/or the state dynamics functions involve not only the state and the action profile but also the joint distributions of state-action pairs. This article presents some…

最优化与控制 · 数学 2017-11-30 Boualem Djehiche , Alain Tcheukam , Hamidou Tembine

We establish a probabilistic framework for analysing extended mean-field games with multi-dimensional singular controls and state-dependent jump dynamics and costs. Two key challenges arise when analysing such games: the state dynamics may…

最优化与控制 · 数学 2024-11-25 Robert Denkert , Ulrich Horst

This paper investigates the simultaneous reconstruction of the running cost function and the internal topological structure within the mean-field games (MFG) system utilizing partial boundary data. The inverse problem is notably challenging…

最优化与控制 · 数学 2024-08-20 Ming-Hui Ding , Hongyu Liu , Guang-Hui Zheng

This chapter examines monotonicity techniques in the theory of mean-field games(MFGs). Originally, monotonicity ideas were used to establish the uniqueness of solutions for MFGs. Later, monotonicity methods and monotone operators were…

偏微分方程分析 · 数学 2025-02-28 Rita Ferreira , Diogo Gomes , Teruo Tada

We propose a mean field game (MFG) framework to model the evolution of renewable energy production in competitive electricity markets. Producers interact through the spot price while optimising their profits under production, installation,…

最优化与控制 · 数学 2026-03-25 Luciano Campi , Zhuoshu Wu

We formulate the MFG limit for $N$ interacting agents with a common noise as a single quasi-linear deterministic infinite-dimensional partial differential second order backward equation. We prove that any its (regular enough) solution…

概率论 · 数学 2022-04-21 Vassili Kolokoltsov , Marianna Troeva

Mean-field game theory relies on approximating games that are intractable to model due to a very large to infinite population of players. While these kinds of games can be solved analytically via the associated system of partial…

机器学习 · 计算机科学 2026-04-16 Anna C. M. Thöni , Yoram Bachrach , Tal Kachman

In this paper, we characterize the asymptotic behavior of a first-order stationary mean-field game (MFG) with a logarithm coupling, a quadratic Hamiltonian, and a periodically oscillating potential. This study falls into the realm of the…

偏微分方程分析 · 数学 2019-05-07 Rita Ferreira , Diogo Gomes , Xianjin Yang

Here, we observe that mean-field game (MFG) systems admit a two-player infinite-dimensional general-sum differential game formulation. We show that particular regimes of this game reduce to previously known variational principles.…

偏微分方程分析 · 数学 2018-04-25 Marco Cirant , Levon Nurbekyan

Mean Field Games provide a powerful framework to analyze the dynamics of a large number of controlled agents in interaction. Here we consider such systems when the interactions between agents result in a negative coordination and analyze…

物理与社会 · 物理学 2020-10-28 Thibault Bonnemain , Thierry Gobron , Denis Ullmo

Existing deep learning methods for solving mean-field games (MFGs) with common noise fix the sampling common noise paths and then solve the corresponding MFGs. This leads to a nested-loop structure with millions of simulations of common…

最优化与控制 · 数学 2021-06-08 Ming Min , Ruimeng Hu

Mean-field games (MFG) provide a statistical physics inspired modeling framework for decision making in large-populations of strategic, non-cooperative agents. Mathematically, these systems consist of a forward-backward in time system of…

动力系统 · 数学 2024-05-10 Ali Akbar Rezaei Lori , Piyush Grover

Competitive games involving thousands or even millions of players are prevalent in real-world contexts, such as transportation, communications, and computer networks. However, learning in these large-scale multi-agent environments presents…

最优化与控制 · 数学 2025-02-04 Batuhan Yardim , Semih Cayci , Niao He

The mean field limit of large-population symmetric stochastic differential games is derived in a general setting, with and without common noise, on a finite time horizon. Minimal assumptions are imposed on equilibrium strategies, which may…

概率论 · 数学 2014-08-13 Daniel Lacker

The goal of this paper is to study a Mean Field Game (MFG) system stemming from the harvesting of resources. Modelling the latter through a reaction-diffusion equation and the harvesters as competing rational agents, we are led to a…

偏微分方程分析 · 数学 2024-06-11 Ziad Kobeissi , Idriss Mazari-Fouquer , Domènec Ruiz-Balet

This paper studies a large population dynamic game involving nonlinear stochastic dynamical systems with agents of the following mixed types: (i) a major agent, and (ii) a population of $N$ minor agents where $N$ is very large. The major…

最优化与控制 · 数学 2013-06-07 Mojtaba Nourian , Peter E. Caines

Mean field games and controls involve guiding the behavior of large populations of interacting agents, where each individual's influence on the group is negligible but collectively impacts overall dynamics. Hybrid systems integrate…

最优化与控制 · 数学 2024-12-17 Tejaswi K. C. , Taeyoung Lee

In this work, we consider a novel inverse problem in mean-field games (MFG). We aim to recover the MFG model parameters that govern the underlying interactions among the population based on a limited set of noisy partial observations of the…

数值分析 · 数学 2022-04-12 Yat Tin Chow , Samy Wu Fung , Siting Liu , Levon Nurbekyan , Stanley Osher

In this paper, we propose an initial value fomulation of the discrete mean field games on finite graphs (Graph MFG), and design a neural network based approach to solve it. Graph MFG describes infinite, non-cooperative and interactive…

数值分析 · 数学 2026-04-08 Yaxin Feng , Yang Xiang , Haomin Zhou