mean field games
Mean field games based on the stable-like processes
... In this paper, we investigate the mean field games with K classes of agents who are weakly coupled via the empirical measure. The underlying dynamics of the representative agents is assumed to be a ...
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Approximate solutions for crowd-averse robust mean-field games
... robust mean-field system for the considered game under adversarial ...on mean-field games. Mean-field games were formulated by Lasry and Lions in [10] and ...
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Price of anarchy for Mean Field Games
... routing games, is extended to mean field ...a mean field game equilibrium to the optimal social cost as computed by a central ...extended mean field games, for ...
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Crowd-Averse Cyber-Physical Systems: The Paradigm of Robust Mean Field Games
... Robust mean-field games intersect CPSs in at least the following aspects: i) the game describes a large-scale dis- tributed system where the players may represent the system components, ii) ...
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Opinion Dynamics in Social Networks through Mean-Field Games
... on mean field games. Mean field games originated in the works of ...dynamic games was in- troduced by ...Processes. Mean-field games find applications ...
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Opinion dynamics and stubbornness through mean-field games
... As a matter of fact, interactions among particles is a main element in the theory of mean field games initiated by Lasry and Lions in [13], [4]. The underlying idea is that a large number of ...
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Consensus via multi-population robust mean-field games
... the local average phase obtained via mean-field computation. The model highlights the following aspects: i) each agent is a rational player equipped with strategic and computation capabilities; ii) the ...
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Backward-forward linear-quadratic mean-field games with major and minor agents
... the mean-field linear-quadratic (LQ) games with major and minor agents in a backward-forward ...other mean-field game literature: (1) Here, the major and minor agents are endowed with ...
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Crowd-Averse Robust Mean-Field Games: Approximation via State Space Extension
... coupling mean-field term measuring the congestion resulting from the collective behavior, which motivates the term “crowd- ...robust mean-field ...robust mean-field game; second, ...
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Mean-field games for marriage.
... examines mean-field games for ...using mean-field sentimental games. We show that, in mean-field equilibrium, the optimal effort is always higher than the one-shot ...
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Mean-Field Games and Dynamic Demand Management in Power Grids
... engineering, mean field games have been applied to medium access control in wireless networks, resource allocation problem, flow control, congestion management, demand and price formation in the ...
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Mean field games: A toy model on an Erdös-Renyi graph.
... of mean field games cannot be systematically constructed by a contraction ...a mean field game thus requires another method; for instance, it may be based on a fixed point theorem ...
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Optimal choices: mean field games with controlled jumps and optimality in a stochastic volatility model
... particular mean field game theory studies a class of differential decision problems characterised by a large (say huge, or better infinite) number of small and similar (say identical) players which are ...
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Bandwagon effect in mean-field games
... on mean-field games. The theory of mean-field games was first presented by Lasry and Lions in [14], ...accommodates mean-field game theoretic models such as ...
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A Trading Execution Model Based on Mean Field Games and Optimal Control
... We present a trading execution model that describes the behaviour of a big trader and of a multi- tude of retail traders operating on the shares of a risky asset. The retail traders are modeled as a population of ...
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On the implementation of a primal-dual algorithm for second order time-dependent Mean Field Games with local couplings
... Abstract. We study a numerical approximation of a time-dependent Mean Field Game (MFG) sys- tem with local couplings. The discretization we consider stems from a variational approach described in [14] for ...
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Dynamic demand and mean-field games
... a mean-field game for a population of thermostatically controlled loads (TCLs), study the mean-field equilibrium for the deterministic mean-field game and investigate on ...
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Mean-field games and two-point boundary value problems
... We consider a population of “crowd-averse” dynamic agents, i.e. the agents are such that they seek to regulate their state to values characterized by a low density, thus avoiding “crowded” states. Similar problems arise ...
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Inspection games in a mean field setting
... V. Kolokoltsov, M. Troeva and W. Yang (2014). On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players. Dynamic Games and Applications, 4:2, ...
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Sensitivity analysis for HJB equations with an application to a coupled backward-forward system
... In this paper, we analyse the dependence of the solution of Hamilton- Jacobi-Bellman equations on a functional parameter. This sensitivity analysis not only has the interest on its own, but also is important for the ...
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