Zobrazeno 1 - 10
of 7 192
pro vyhledávání: '"mean field games"'
Autor:
Cirant, Marco, Mészáros, Alpár R.
This paper is devoted to the study of the long time behavior of Nash equilibria in Mean Field Games within the framework of displacement monotonicity. We first show that any two equilibria defined on the time horizon $[0,T]$ must be close as $T \to \
Externí odkaz:
http://arxiv.org/abs/2412.14903
Motivated by recent developments in mean-field games in ecology, in this paper we introduce a connection between the best response dynamics in evolutionary game theory, the minimization of the highest income of a game, and minimizing movement schemes
Externí odkaz:
http://arxiv.org/abs/2411.07331
This paper studies the relation between equilibria in single-period, discrete-time and continuous-time mean field game models. First, for single-period mean field games, we establish the existence of equilibria and then prove the propagation of the L
Externí odkaz:
http://arxiv.org/abs/2411.00633
Reinforcement learning algorithms for mean-field games offer a scalable framework for optimizing policies in large populations of interacting agents. Existing methods often depend on online interactions or access to system dynamics, limiting their pr
Externí odkaz:
http://arxiv.org/abs/2410.17898
Autor:
Meynard, Charles, Bertucci, Charles
This paper is concerned with the study of mean field games master equations involving an additional variable modelling common noise. We address cases in which the dynamics of this variable can depend on the state of the game, which requires in genera
Externí odkaz:
http://arxiv.org/abs/2412.12741
Autor:
Liao, Huafu, Mou, Chenchen
This paper studies the $N$-particle systems as well as the HJB/master equations for a class of generalized mean field control (MFC) problems and the corresponding potential mean field games of control (MFGC). A local in time classical solution for th
Externí odkaz:
http://arxiv.org/abs/2412.11742
This paper investigates a novel class of mean field games involving a major agent and numerous minor agents, where the agents' functionals are recursive with nonlinear backward stochastic differential equation (BSDE) representations. We term these ga
Externí odkaz:
http://arxiv.org/abs/2412.11433
In this work, we present an innovative application of the probabilistic weak formulation of mean field games (MFG) for modeling liquidity pools in a constant product automated market maker (AMM) protocol in the context of decentralized finance. Our w
Externí odkaz:
http://arxiv.org/abs/2412.09180