4 papers
Neural Parameter Calibration for Finite-State Mean Field Games
Anna C. M. Thöni, Grégoire Lambrecht, Gökçe Dayanıklı +3
Mean field games efficiently approximate a very large population of strategic agents. While these games can aid the understanding of complex systems, their deployment in real-world…
Inverse Problems for Costs and Controls in LQG MFGs via Mean Field Trajectories
Grégoire Lambrecht, Mathieu Laurière
This paper investigates inverse problems for Linear-Quadratic-Gaussian (LQG) Mean Field Games (MFGs) based entirely on the observation of mean-covariance trajectories. We address t…
Population-Aware Imitation Learning in Mean-field Games with Common Noise
Grégoire Lambrecht, Mathieu Laurière
Mean Field Games (MFGs) provide a powerful framework for modeling the collective behavior of large populations of interacting agents. In this paper, we address the problem of Imita…
Discrete-Time Mean Field Type Games: Probabilistic Setup
Grégoire Lambrecht, Mathieu Laurière
We introduce a general probabilistic framework for discrete-time, infinite-horizon discounted Mean Field Type Games (MFTGs) with both global common noise and team-specific common n…