4 papers · 1 filter
Self-fictitious-play for Potential Monotone Ergodic Mean-field Games
Yupeng Bai, Mathieu Laurière, Zhenjie Ren +1
We investigate long-time learning in ergodic, potential, monotone mean-field games (MFGs) via a self-fictitious-play (SFP) dynamics coupling an optimally controlled diffusion with…
Robust -learning for mean-field control under Wasserstein uncertainty in common noise
Mathieu Laurière, Ariel Neufeld, Kyunghyun Park
In this article, we present a robust -learning algorithm for discrete-time mean-field control problems under Wasserstein uncertainty in the common noise law. The algorithm combi…
Iterative Schemes for Markov Perfect Equilibria
Felix Höfer, Mathieu Laurière, H. Mete Soner +1
We study Markov perfect equilibria in continuous-time dynamic games with finitely many symmetric players. The corresponding Nash system reduces to the Nash-Lasry-Lions equation for…
Learning equilibria in Cournot mean field games of controls
Fabio Camilli, Mathieu Laurière, Qing Tang
We consider Cournot mean field games of controls, a model originally developed for the production of an exhaustible resource by a continuum of producers. We prove uniqueness of the…