G Dayanikli, M Lauriere - 2024 American Control Conference …, 2024 - ieeexplore.ieee.org
In this paper, we propose and study a mean field game model with multiple populations of minor players and multiple major players, motivated by applications to the regulation of …
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 …
In this paper, we propose a single-level numerical approach that uses machine learning techniques to solve bi-level Stackelberg problems between a principal and a mean field of …
Dynamic Stackelberg games are a broad class of two-player games in which the leader acts first, and the follower chooses a response strategy to the leader's strategy. Unfortunately …
G Dayanıklı, M Laurière - Tutorials in Operations Research …, 2024 - pubsonline.informs.org
In this tutorial, we provide an introduction to machine learning methods for finding Nash equilibria in games with a large number of agents. These types of problems are important for …
In a regular mean field game (MFG), the agents are assumed to be insignificant, they do not realize their effect on the population level and this may result in a phenomenon coined as …
R Kozlov - arXiv preprint arXiv:2305.06871, 2023 - arxiv.org
Mean field games equations are examined for conservation laws. The system of mean field games equations consists of two partial differential equations: the Hamilton-Jacobi-Bellman …
We model a Stackelberg game in a power market with rational consumers and a benevolent regulator as a meanfield game. The Stackelberg leader, who is a government regulator, sets …
We first study the extensions of mean field game and control models with heterogenous players (ie, major players) with applications to socioeconomic problems. Later, in order to …