Results 31 to 40 of about 760,127 (285)
Mean Field Games: Numerical Methods [PDF]
SIAM Journal on Numerical Analysis, 2010 Mean field type models describing the limiting behavior, as the number of players tends to $+\infty$, of stochastic differential game problems, have been recently introduced by J.-M. Lasry and P.-L. Lions [C. R. Math. Acad. Sci. Paris, 343 (2006), pp. 619-625; C. R. Math. Acad. Sci. Paris, 343 (2006), pp. 679-684; Jpn. J. Math., 2 (2007), pp. 229-260].
CAPUZZO DOLCETTA, Italo, Yves Achdou
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Computational mean-field games on manifolds
Journal of Computational Physics, 2022 30 pages, 8 figures, 4 ...
Jiajia Yu +3 more
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A-priori estimates for stationary mean-field games
Networks and Heterogeneous Media, 2012 In this paper we establish a new class of a-priori estimates for stationary mean-field games which have a quasi-variational structure.In particular we prove $W^{1,2}$ estimates for the value function $u$ and that the players distribution $m$ satisfies ...
Diogo A. Gomes +2 more
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Strategic advantages in mean field games with a major player
Comptes Rendus. Mathématique, 2020 This note is concerned with a modeling question arising from the mean field games theory. We show how to model mean field games involving a major player which has a strategic advantage, while only allowing closed loop markovian strategies for all the ...
Bertucci, Charles +2 more
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Multipopulation Minimal-Time Mean Field Games
SIAM Journal on Control and Optimization, 2022 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 control system depending on their position, the distribution of other agents in the same population, and the ...
Saeed Sadeghi Arjmand, Guilherme Mazanti
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, 2017 [en] In recent years, at the interface of game theory, control theory and statistical mechanics, a new baby of applied mathematics was given birth. Now named mean-field game theory, this new model represents a new active field of research with a huge range of applications.
Peter E. Caines +2 more
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Existence of solutions to contact mean-field games of first order
Advanced Nonlinear Studies, 2022 This paper deals with the existence of solutions of a class of contact mean-field game systems of first order consisting of a contact Hamilton-Jacobi equation and a continuity equation.
Hu Xiaotian, Wang Kaizhi
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Mean-Field-Game Model of Corruption [PDF]
Dynamic Games and Applications, 2015 A simple model of corruption that takes into account the effect of the interaction of a large number of agents by both rational decision making and myopic behavior is developed. Its stationary version turns out to be a rare example of an exactly solvable model of mean-field-game type.
Kolokoltsov, V. N., Malafeyev, O. A.
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Variational Time-Fractional Mean Field Games [PDF]
Dynamic Games and Applications, 2019 We consider the variational structure of a time-fractional second order Mean Field Games (MFG) system with local coupling. The MFG system consists of time-fractional Fokker-Planck and Hamilton-Jacobi-Bellman equations. In such a situation the individual agent follows a non-Markovian dynamics given by a subdiffusion process.
Tang Q., Camilli F.
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Reinforcement Learning for Mean-Field Game [PDF]
Algorithms, 2022 Stochastic games provide a framework for interactions among multiple agents and enable a myriad of applications. In these games, agents decide on actions simultaneously. After taking an action, the state of every agent updates to the next state, and each agent receives a reward.
Mridul Agarwal +3 more
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