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 12 of 12 for “"mean-field game"”.
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Some optimal visiting problems: from a single player to a mean-field type model
… problem. The model is subsequently adapted to a mean-field game framework, that is when a huge population of agents plays the optimal visiting problem with a controlled dynamics and with costs also depending on the distribution of the population. In particular, we investigate a single continuity …
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Comparison of two nonlinear filtering techniques - the extended Kalman filter and the feedback particle filter
… filtering combined with optimal control and mean-field game formalisms. The resulting algorithm is referred to as feedback particle filter (FPF). The purpose of this thesis is to provide a comparative study of the feedback particle filter (FPF) with the extended Kalman filter (EKF) for a …
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Hierarchical Game Theory based Control for Large Scale Multi-Agent Systems: A Hybrid Reinforcement Learning Approach
… environments. To address these limitations, mean field game (MFG) theory has been employed as a scalable approximation tool, wherein the behavior of the overall population is represented through a probability density function (PDF). However, conventional MFG formulations often lack the …
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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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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 …
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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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Multi-agent reinforcement learning: A mean-field perspective
Submission original under an indefinite embargo labeled 'Open Access'. The submission was exported from vireo on 2025-03-28 without embargo terms
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Essays in Macroeconomics
This thesis consists of three essays in the field of macroeconomics. In the first chapter, Andrea Manera and I study the economic incentives for automation when labor and machines are perfect substitutes. We find that labor may still be employed in production, even when it is a costlier input than …
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Control and estimation with limited information: a game-theoretic approach
… we consider four different problems within a game-theoretic framework to address the above questions. The first part of the thesis considers problems of control and estimation with limited communication, which correspond to question (1) above. We first consider the minimax estimation problem …
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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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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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Noncooperative static and dynamic games: addressing shared constraints and phase transitions
… phase transition in noncoop- erative dynamic games with a large number of agents. The focus of analysis is on a variation of the large population linear quadratic Gaussian (LQG) model proposed by Huang et. al. 2007 [1], comprised here of a controlled N-dimensional stochastic differential …