Mean Field Games with Heterogeneous Groups: Application to Banking Systems
Sign Up to like & getrecommendations! Published in 2022 at "Journal of Optimization Theory and Applications"
DOI: 10.1007/s10957-021-01955-3
Abstract: We study the system of heterogeneous lending and borrowing based on the relative average of log-capitalization given by the linear combination of the average within groups and ensemble average. Moreover, we describe the evolution of… read more here.
Keywords: lending borrowing; field games; heterogeneous groups; mean field ... See more keywords
An overview of some extensions of mean field games beyond perfect homogeneity and anonymity
Sign Up to like & getrecommendations! Published in 2025 at "Science China Information Sciences"
DOI: 10.1007/s11432-025-4658-5
Abstract: The mean field games (MFG) paradigm was introduced to provide tractable approximations of games involving very large populations. The theory typically rests on two key assumptions: homogeneity, meaning that all players share the same dynamics… read more here.
Keywords: homogeneity; mean field; field games; anonymity ... See more keywords
One-Dimensional Stationary Mean-Field Games with Local Coupling
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DOI: 10.1007/s13235-017-0223-9
Abstract: A standard assumption in mean-field game (MFG) theory is that the coupling between the Hamilton–Jacobi equation and the transport equation is monotonically non-decreasing in the density of the population. In many cases, this assumption implies… read more here.
Keywords: mean field; one dimensional; dimensional stationary; field games ... See more keywords
Hypergraphon Mean Field Games
Sign Up to like & getrecommendations! Published in 2022 at "Chaos"
DOI: 10.1063/5.0093758
Abstract: We propose an approach to modeling large-scale multi-agent dynamical systems allowing interactions among more than just pairs of agents using the theory of mean field games and the notion of hypergraphons, which are obtained as… read more here.
Keywords: mean field; field games; field; hypergraphon mean ... See more keywords
On inverse problems for mean field games with common noise via Carleman estimate
Sign Up to like & getrecommendations! Published in 2025 at "Inverse Problems"
DOI: 10.1088/1361-6420/adc3b9
Abstract: In this paper, we study two kinds of inverse problems for mean field games (MFGs) with common noise. Our focus is on MFGs described by a coupled system of stochastic Hamilton–Jacobi–Bellman (HJB) and Fokker–Planck (FP)… read more here.
Keywords: common noise; inverse problems; mean field; field games ... See more keywords
On Mean Field Games for Agents With Langevin Dynamics
Sign Up to like & getrecommendations! Published in 2019 at "IEEE Transactions on Control of Network Systems"
DOI: 10.1109/tcns.2019.2896975
Abstract: Mean field games (MFG) have emerged as a viable tool in the analysis of large-scale self-organizing networked systems. In particular, MFGs provide a game-theoretic optimal control interpretation of the emergent behavior of noncooperative agents. The… read more here.
Keywords: agents langevin; games agents; langevin dynamics; mean field ... See more keywords
Physics-Informed Graph Neural Operator for Mean Field Games on Graph: A Scalable Learning Approach
Sign Up to like & getrecommendations! Published in 2024 at "Games"
DOI: 10.3390/g15020012
Abstract: Mean-field games (MFGs) are developed to model the decision-making processes of a large number of interacting agents in multi-agent systems. This paper studies mean-field games on graphs (G-MFGs). The equilibria of G-MFGs, namely, mean-field equilibria… read more here.
Keywords: graph neural; mean field; neural operator; field games ... See more keywords