Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 14 of 14 for “"Mean-field games"”.
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COARSE CORRELATED EQUILIBRIA IN CONTINUOUS-TIME MEAN FIELD GAMES
Mean field games (MFGs), an active theme of research since the mid 2000's, arise as the limit formulation of symmetric N-player games with mean field interactions, and they act as a treatable approximation of such games, when the numbers of players is large enough. The usual notion of MFG solution …
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Hierarchical modeling of systemic risk via mean field games
Submission published under a 24 month embargo labeled 'U of I Access', the embargo will last until 2027-05-01
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Analysis of non-unique solutions in mean field games
… thesis investigates cases when solutions to a mean field game (MFG) are non-unique. The symmetric Markov perfect information N-player game is considered and restricted to finite states and continuous time. The players' transitions are random with a parameter determined by their control. There …
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Stochastic Mean Field Games within Complex Systems and Interacting Particle Frameworks
… and transport equations. Next, we explore mean field games (MFGs) with state dynamics described by stochastic differential equations affected by both idiosyncratic and common noise, and subject to the constraint that the terminal state variable belongs to a nonempty convex closed set. We …
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Several Reinforcement Learning Methods in Mean-Field Games with Binary Action Spaces
… have witnessed significant progress in the sub-field of machine learning known as reinforcement learning, in which interactions between intelligent agents and the environment enable agents to learn and solve sequential decision-making problems through accumulating rewards with delays. Despite …
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Graphon Mean Field Games with Finite States and Forecasting Models for the Energy Market
… parts, combining theoretical advancements in the field of mean field games (MFGs) with applied contributions to the modelling and forecasting of renewable energy systems. The first part, carried out in collaboration with Prof. Francesco Giuseppe Cordoni, focuses on the mathematical analysis of …
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Optimal choices: mean field games with controlled jumps and optimality in a stochastic volatility model
… of this work. In the first part a family of mean field games with a state variable evolving as a jump-diffusion process is studied. Under fairly general conditions, the existence of a solution in a relaxed version of these games is established and conditions under which the optimal strategies …
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Stochastic singular control: existence, characterization and approximation of solutions in cost minimization problems and games
… control models (such as optimization problems, games and mean field games) refer to a class of problems in which some agents want to optimize a certain performance criterion by acting in a random environment which evolves in continuous time, and in which the effect of the agents' action on both …
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SDEs and MFGs towards Machine Learning applications
… Subsequently, we direct our interest towards Mean Field Games (MFGs) incorporating absorption aspects, with a focus on the corresponding Master Equation within a confined domain under the imposition of Dirichlet boundary conditions. The investigation culminates in exploring pertinent Machine …
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On some optimal control problems on networks, stratied domains, and controllability of motion in fluids.
… problem over a network, using the paradigm of mean-field games with large number of players. Building on a state-space extension technique, we turn the problem into an optimal control one for each single player. The main contribution is an explicit expression of the optimal decentralized …
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Some optimal control problems in financial and actuarial mathematics
… herein, we employ a linear-quadratic extended mean field game framework to model the insurance network asymptotically. In a generic scenario with insurance constraints being imposed, we characterize the Nash equilibrium strategies using a McKean-Vlasov forward backward stochastic differential …
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Analysis and design of blockchain systems
… The analysis frames mining as a dynamic mean-field game, identifying equilibrium strategies which guarantee that an attacker cannot profit from a double-spend attack. The third contribution presents a formal computational framework for understanding miner behavior in PoW systems, with a …
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Control and estimation with limited information: a game-theoretic approach
… the framework of stochastic zero-sum dynamic games. First, a corresponding stochastic minimax state estimator (SMSE) is obtained, along with an associated generalized stochastic Riccati equation (GSRE). Then, the asymptotic behavior of the estimation error in terms of the GSRE is analyzed. We …
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Applications of jump processes in epidemiology and neuroscience
… The second contribution extends the existing mean-field game (MFG) literature to analyze the presymptomatic and asymptomatic agents' decision-making under uncertainty during an epidemic. The resulting model explores how partial information influences individual decision-making and examines the …