156 citations · 514 across the 50 of their papers we have counts for
21 papers · 1 filter
Mean-Field-Type Game Theory with Rosenblatt Noise
Hamidou Tembine, Tyrone E. Duncan, Bozenna Pasik-Duncan
We study the integration of Rosenblatt noise into stochastic systems, control theory, and mean-field-type game theory, addressing the limitations of traditional Gaussian and Markov…
Semi-Explicit Solution of Some Discrete-Time Higher-Order-Cost Mean-Field-Type Control
Julian Barreiro-Gomez, Tyrone E. Duncan, Bozenna Pasik-Duncan +1
Traditional solvable optimal control theory predominantly focuses on quadratic costs due to their analytical tractability, yet they often fail to capture critical non-linearities i…
Semi-Explicit Solution of Some Discrete-Time Mean-Field-Type Games with Higher-Order Costs
Julian Barreiro-Gomez, Tyrone E. Duncan, Bozenna Pasik-Duncan +1
Traditional solvable game theory and mean-field-type game theory (risk-aware games) predominantly focus on quadratic costs due to their analytical tractability. Nevertheless, they…
Stochastic Programming with Primal-Dual Dynamics: A Mean-Field Game Approach
Casper T. Röling, Dario Bauso, Hamidou Tembine
This study addresses primal-dual dynamics for a stochastic programming problem for capacity network design. It is proven that consensus can be achieved on the \textit{here and now}…
Controlling Propagation of epidemics via mean-field control
Wonjun Lee, Siting Liu, Hamidou Tembine +2
The coronavirus disease 2019 (COVID-19) pandemic is changing and impacting lives on a global scale. In this paper, we introduce a mean-field game model in controlling the propagati…
Matrix-Valued Mean-Field-Type Games: Risk-Sensitive, Adversarial, and Risk-Neutral Linear-Quadratic Case
Julian Barreiro-Gomez, Tyrone E. Duncan, Hamidou Tembine
In this paper we study a class of matrix-valued linear-quadratic mean-field-type games for both the risk-neutral, risk-sensitive and robust cases. Non-cooperation, full cooperation…
Semi-Explicit Solutions to some Non-Linear Non-Quadratic Mean-Field-Type Games: A Direct Method
Julian Barreiro-Gomez, Tyrone E. Duncan, Bozenna Pasik-Duncan +1
This article examines mean-field-type game problems by means of a direct method. We provide various solvable examples beyond the classical linear-quadratic game problems. These inc…
Consensus over evolutionary graphs
Michalis Smyrnakis, Nikolaos M. Freris, Hamidou Tembine
We establish average consensus on graphs with dynamic topologies prescribed by evolutionary games among strategic agents. Each agent possesses a private reward function and dynamic…
Quantile-based Mean-Field Games with Common Noise
Hamidou Tembine
In this paper we explore the impact of quantiles on optimal strategies under state dynamics driven by both individual noise, common noise and Poisson jumps. We first establish an o…
Risk-Sensitive Mean-Field-Type Control
Alain Bensoussan, Boualem Djehiche, Hamidou Tembine +1
We study risk-sensitive optimal control of a stochastic differential equation (SDE) of mean-field type, where the coefficients are allowed to depend on some functional of the law a…
Distributionally Robust Games: f-Divergence and Learning
Dario Bauso, Jian Gao, Hamidou Tembine
In this paper we introduce the novel framework of distributionally robust games. These are multi-player games where each player models the state of nature using a worst-case distri…
Optimal control and zero-sum games for Markov chains of mean-field type
Salah Eddine Choutri, Boualem Djehiche, Hamidou Tembine
We establish existence of Markov chains of mean-field type with unbounded jump intensities by means of a fixed point argument using the Total Variation distance. We further show ex…
Mean-Field-Type Games in Engineering
Boualem Djehiche, Alain Tcheukam, Hamidou Tembine
A mean-field-type game is a game in which the instantaneous payoffs and/or the state dynamics functions involve not only the state and the action profile but also the joint distrib…
Risk-Sensitive Mean-Field-Type Games with Lp-norm Drifts
Hamidou Tembine
We study how risk-sensitive players act in situations where the outcome is influenced not only by the state-action profile but also by the distribution of it. In such interactive d…
On the Solvability of Risk-Sensitive Linear-Quadratic Mean-Field Games
Djehiche Boualem, Tembine Hamidou
In this paper we formulate and solve a mean-field game described by a linear stochastic dynamics and a quadratic or exponential-quadratic cost functional for each generic player. T…
Risk-Sensitive Mean-Field Type Control under Partial Observation
Boualem Djehiche, Hamidou Tembine
We establish a stochastic maximum principle (SMP) for control problems of partially observed diffusions of mean-field type with risk-sensitive performance functionals.
Mean-Field Games for Marriage
Dario Bauso, Ben Mansour Dia, Boualem Djehiche +2
This article examines mean-field games for marriage. The results support the argument that optimizing the long-term well-being through effort and social feeling state distribution…
A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control
Boualem Djehiche, Hamidou Tembine, Raul Tempone
In this paper we study mean-field type control problems with risk-sensitive performance functionals. We establish a stochastic maximum principle (SMP) for optimal control of stocha…
Risk-Sensitive Mean Field Games
Hamidou Tembine, Quanyan Zhu, Tamer Basar
In this paper, we study a class of risk-sensitive mean-field stochastic differential games. We show that under appropriate regularity conditions, the mean-field value of the stocha…
On The Convergence of a Nash Seeking Algorithm with Stochastic State Dependent Payoff
A. F. Hanif, H. Tembine, M. Assaad +1
Distributed strategic learning has been getting attention in recent years. As systems become distributed finding Nash equilibria in a distributed fashion is becoming more important…
Mean Field Asymptotics of Markov Decision Evolutionary Games and Teams
H. Tembine, J. -Y. Le Boudec, R. El-Azouzi +1
We introduce Mean Field Markov games with players, in which each individual in a large population interacts with other randomly selected players. The states and actions of each…