Long-term Dynamics and Learning in Large Population Games

NSF Award Search · 01002526DB NSF RESEARCH & RELATED ACTIVIT · $199,625 · view on nsf.gov ↗

Abstract

This project advances the mathematical foundations of mean field games, a powerful framework for modeling the collective behavior of large populations of strategic agents. While most existing research has focused on finite-horizon interactions, this project investigates the long-term dynamics of these systems, where questions of stability, equilibrium selection, and robustness are especially critical. Many real-world systems - such as communication networks, financial markets, and ecological populations - evolve over extended periods and require both coordination and long-run predictability. By analyzing how stable behavioral patterns emerge and persist in such settings, this research contributes to a deeper scientific understanding and supports the development of resilient technologies. The investigator aims to rigorously connect the long-horizon behavior of finite-agent stochastic games to their mean field counterparts. The project explores structural features of these games that remain stable as the number of agents grows, quantifying the long-run deviation from equilibrium. A learning framework is also developed to guide agents toward equilibrium behavior while adapting to unknown parameters, with particular attention to convergence rates and long-run regret. Furthermore, the project examines systems with multiple mean field equilibria, developing probabilistic tools and numerical methods based on large deviations and deep learning, to describe metastable behaviors an

Key facts

NSF award ID
2505998
Awardee
Regents of the University of Michigan - Ann Arbor (MI)
SAM.gov UEI
GNJ7BBP73WE9
PI
Asaf Cohen
Primary program
01002526DB NSF RESEARCH & RELATED ACTIVIT
All programs
Estimated total
$199,625
Funds obligated
$199,625
Transaction type
Standard Grant
Period
08/15/2025 → 07/31/2028