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1. Finite State Mean Field Games with Major and Minor Players

   Rene Carmona, Peiqi Wang ( July 2018 , arXiv.org)

   The goal of the paper is to develop the theory of finite state mean field games with major and minor players when the state space of the game is finite. We introduce the finite player games and derive a mean field game formulation in the limit when the number of minor players tends to infinity. In this limit, we prove that the value functions of the optimization problems are viscosity solutions of PIDEs of the HJB type, and we construct the best responses for both types of players. From there, we prove existence of Nash equilibria under reasonable assumptions. Finally we prove that a form of propagation of chaos holds in the present context and use this result to prove existence of approximate Nash equilibria for the finite player games from the solutions of the mean field games. this vindicate our formulation of the mean field game problem. 

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2. Second-order stabilized semi-implicit energy stable schemes for bubble assemblies in binary and ternary systems

   https://doi.org/10.3934/dcdsb.2021246  

   Choi, Hyunjung ; Zhao, Yanxiang ( January 2021 , Discrete & Continuous Dynamical Systems - B)

   In this paper, we propose some second-order stabilized semi-implicit methods for solving the Allen-Cahn-Ohta-Kawasaki and the Allen-Cahn-Ohta-Nakazawa equations. In the numerical methods, some nonlocal linear stabilizing terms are introduced and treated implicitly with other linear terms, while other nonlinear and nonlocal terms are treated explicitly. We consider two different forms of such stabilizers and compare the difference regarding the energy stability. The spatial discretization is performed by the Fourier collocation method with FFT-based fast implementations. Numerically, we verify the second order temporal convergence rate of the proposed schemes. In both binary and ternary systems, the coarsening dynamics is visualized as bubble assemblies in hexagonal or square patterns.

    

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3. On non-unique solutions in mean field games

   https://doi.org/10.1109/CDC40024.2019.9029906  

   Hajek, Bruce ; Livesay, Michael ( December 2019 , 2019 58th Conference on Decision and Control)

   The theory of mean field games is a tool to understand noncooperative dynamic stochastic games with a large number of players. Much of the theory has evolved under conditions ensuring uniqueness of the mean field game Nash equilibrium. However, in some situations, typically involving symmetry breaking, non-uniqueness of solutions is an essential feature. To investigate the nature of non-unique solutions, this paper focuses on the technically simple setting where players have one of two states, with continuous time dynamics, and the game is symmetric in the players, and players are restricted to using Markov strategies. All the mean field game Nash equilibria are identified for a symmetric follow the crowd game. Such equilibria correspond to symmetric $\epsilon$-Nash Markov equilibria for $N$ players with $\epsilon$ converging to zero as $N$ goes to infinity. In contrast to the mean field game, there is a unique Nash equilibrium for finite $N.$ It is shown that fluid limits arising from the Nash equilibria for finite $N$ as $N$ goes to infinity are mean field game Nash equilibria, and evidence is given supporting the conjecture that such limits, among all mean field game Nash equilibria, are the ones that are stable fixed points of the mean field best response mapping. 

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4. Nash equilibrium structure of Cox process Hotelling games

   https://doi.org/10.1017/apr.2021.45  

   Anantharam, Venkat ; Baccelli, François ( June 2022 , Advances in Applied Probability)

   We study anN-player game where a pure action of each player is to select a nonnegative function on a Polish space supporting a finite diffuse measure, subject to a finite constraint on the integral of the function. This function is used to define the intensity of a Poisson point process on the Polish space. The processes are independent over the players, and the value to a player is the measure of the union of her open Voronoi cells in the superposition point process. Under randomized strategies, the process of points of a player is thus a Cox process, and the nature of competition between the players is akin to that in Hotelling competition games. We characterize when such a game admits Nash equilibria and prove that when a Nash equilibrium exists, it is unique and consists of pure strategies that are proportional in the same proportions as the total intensities. We give examples of such games where Nash equilibria do not exist. A better understanding of the criterion for the existence of Nash equilibria remains an intriguing open problem.

    

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5. The Dyson and Coulomb games

   Carmona, Rene ; Cerenzia, Mark ; Palmer, Aaron Zeff ( October 2019 , ArXivorg)

   We introduce and investigate certain N player dynamic games on the line and in the plane that admit Coulomb gas dynamics as a Nash equilibrium. Most significantly, we find that the universal local limit of the equilibrium is sensitive to the chosen model of player information in one dimension but not in two dimensions. We also find that players can achieve game theoretic symmetry through selfish behavior despite non-exchangeability of states, which allows us to establish strong localized convergence of the N-Nash systems to the expected mean field equations against locally optimal player ensembles, i.e., those exhibiting the same local limit as the Nash-optimal ensemble. In one dimension, this convergence notably features a nonlocal-to-local transition in the population dependence of the N-Nash system. 

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