相关论文: PIONM: A Generalized Approach to Solving Density-C…

Neural network-based methods have demonstrated effectiveness in solving high-dimensional Mean-Field Games (MFG) equilibria, yet ensuring mathematically consistent density-coupled evolution remains a major challenge. This paper proposes the…

Mean-field games (MFGs) are a modeling framework for systems with a large number of interacting agents. They have applications in economics, finance, and game theory. Normalizing flows (NFs) are a family of deep generative models that…

Finite-state mean-field games (MFGs) arise as limits of large interacting particle systems and are governed by an MFG system, a coupled forward-backward differential equation consisting of a forward Kolmogorov-Fokker-Planck (KFP) equation…

Mean-field games (MFGs) study the Nash equilibrium of systems with a continuum of interacting agents, which can be formulated as the fixed-point of optimal control problems. They provide a unified framework for a variety of applications,…

In this note, we develop Fourier approximation methods for the solutions of first-order nonlocal mean-field games (MFG) systems. Using Fourier expansion techniques, we approximate a given MFG system by a simpler one that is equivalent to a…

Graph neural network (GNN) is a promising approach to learning and predicting physical phenomena described in boundary value problems, such as partial differential equations (PDEs) with boundary conditions. However, existing models…

Recent techniques based on Mean Field Games (MFGs) allow the scalable analysis of multi-player games with many similar, rational agents. However, standard MFGs remain limited to homogeneous players that weakly influence each other, and…

We consider a class of mean field games in which the agents interact through both their states and controls, and we focus on situations in which a generic agent tries to adjust her speed (control) to an average speed (the average is made in…

In this paper, a physics-informed multiresolution wavelet neural network (PIMWNN) method is proposed for solving partial differential equations (PDEs). This method uses the multiresolution wavelet neural network (MWNN) to approximate…

Physics-Informed Neural Networks (PINNs) solve partial differential equations (PDEs) by embedding governing equations and boundary/initial conditions into the loss function. However, enforcing Dirichlet boundary conditions accurately…

Compared with conventional numerical approaches to solving partial differential equations (PDEs), physics-informed neural networks (PINN) have manifested the capability to save development effort and computational cost, especially in…

Mean field Game (MFG) Partial Differential Inclusions (PDI) are generalizations of the system of Partial Differential Equations (PDE) of Lasry and Lions to situations where players in the game may have possibly nonunique optimal controls,…

This paper introduces a framework of Constrained Mean-Field Games (CMFGs), where each agent solves a constrained Markov decision process (CMDP). This formulation captures scenarios in which agents' strategies are subject to feasibility,…

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…

Mean-field systems have been previously derived for networks of coupled, two-dimensional, integrate-and-fire neurons such as the Izhikevich, adapting exponential (AdEx) and quartic integrate and fire (QIF), among others. Unfortunately, the…

Partial differential equations (PDEs) on surfaces are fundamental to scientific computing and geometry processing. A popular approach to solving PDEs on surfaces is the finite element method (FEM), where the surface is divided into discrete…

Mean field games (MFG) and mean field control (MFC) are critical classes of multi-agent models for efficient analysis of massive populations of interacting agents. Their areas of application span topics in economics, finance, game theory,…

We present APAC-Net, an alternating population and agent control neural network for solving stochastic mean field games (MFGs). Our algorithm is geared toward high-dimensional instances of MFGs that are beyond reach with existing solution…

We propose a method combining boundary integral equations and neural networks (BINet) to solve partial differential equations (PDEs) in both bounded and unbounded domains. Unlike existing solutions that directly operate over original PDEs,…

This paper introduces a new method based on Deep Galerkin Methods (DGMs) for solving high-dimensional stochastic Mean Field Games (MFGs). We achieve this by using two neural networks to approximate the unknown solutions of the MFG system…