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We study the asymptotic behavior of solutions to the constrained MFG system as the time horizon $T$ goes to infinity. For this purpose, we analyze first Hamilton-Jacobi equations with state constraints from the viewpoint of weak KAM theory,…

Analysis of PDEs · Mathematics 2023-04-04 Piermarco Cannarsa , Wei Cheng , Cristian Mendico , Kaizhi Wang

We develop the counterpart of weak KAM theory for potential mean field games. This allows to describe the long time behavior of time-dependent potential mean field game systems. Our main result is the existence of a limit, as time tends to…

Analysis of PDEs · Mathematics 2019-07-08 Pierre Cardaliaguet , Marco Masoero

The aim of this paper is to study the long time behavior of solutions to deterministic mean field games systems on Euclidean space. This problem was addressed on the torus ${\mathbb T}^n$ in [P. Cardaliaguet, {\it Long time average of first…

Optimization and Control · Mathematics 2019-12-11 Piermarco Cannarsa , Wei Cheng , Cristian Mendico , Kaizhi Wang

We consider a system of mean field games with local coupling in the deterministic limit. Under general structure conditions on the Hamiltonian and coupling, we prove existence and uniqueness of the weak solution, characterizing this…

Optimization and Control · Mathematics 2014-01-09 Pierre Cardaliaguet , Philip Jameson Graber

In this paper, we establish the existence and uniqueness of weak solutions to first-order discount mean field games and a stability result to give the existence for the ergodic problem. We show an example to illustrate the multiplicity of…

Analysis of PDEs · Mathematics 2021-08-24 Hiroyoshi Mitake , Kengo Terai

The goal of this paper is to study the long time behavior of solutions of the first-order mean field game (MFG) systems with a control on the acceleration. The main issue for this is the lack of small time controllability of the problem,…

Optimization and Control · Mathematics 2020-07-07 Pierre Cardaliaguet , Cristian Mendico

We consider deterministic Mean Field Games (MFG) in all Euclidean space with a cost functional continuous with respect to the distribution of the agents and attaining its minima in a compact set. We first show that the static MFG with such…

Analysis of PDEs · Mathematics 2024-03-18 Martino Bardi , Hicham Kouhkouh

Quasi-stationary Mean Field Games models consider agents who base their strategies on current information without forecasting future states. In this paper we address the first-order quasi-stationary Mean Field Games system, which involves…

Optimization and Control · Mathematics 2024-09-30 Fabio Camilli , Claudio Marchi , Cristian Mendico

In this paper, we study the long-time behavior of mean field game (MFG) systems influenced by a common noise. While classical results establish the convergence of deterministic MFG towards stationary solutions under suitable monotonicity…

Analysis of PDEs · Mathematics 2025-09-23 Pierre Cardaliaguet , Raphaël Maillet , Wenbin Yan

A general class of mean field games are considered where the governing dynamics are controlled diffusions in $\mathbb{R}^d$. The optimization criterion is the long time average of a running cost function. Under various sets of hypotheses,…

Optimization and Control · Mathematics 2019-08-21 Ari Arapostathis , Anup Biswas , Johnson Carroll

In a mean field game of controls, players seek to minimize a cost that depends on the joint distribution of players' states and controls. We consider an ergodic problem for second-order mean field games of controls with state constraints,…

Analysis of PDEs · Mathematics 2026-04-10 Jameson Graber , Kyle Rosengartner

The goal of this paper is to study a Mean Field Game (MFG) system stemming from the harvesting of resources. Modelling the latter through a reaction-diffusion equation and the harvesters as competing rational agents, we are led to a…

Analysis of PDEs · Mathematics 2024-06-11 Ziad Kobeissi , Idriss Mazari-Fouquer , Domènec Ruiz-Balet

This paper deals with the existence of solutions of a class of contact mean field games systems of first order. Cardaliaguet \cite{CAR} found a link between the weak KAM theory for Hamiltonian systems and mean field games systems. We prove…

Analysis of PDEs · Mathematics 2021-06-17 Xiaotian Hu , Kaizhi Wang

We consider stochastic mean field games for which the state space is a network. In the ergodic case, they are described by a system coupling a Hamilton-Jacobi-Bellman equation and a Fokker-Planck equation, whose unknowns are the invariant…

Analysis of PDEs · Mathematics 2018-05-30 Yves Achdou , Manh-Khang Dao , Olivier Ley , Nicoletta Tchou

We look at the long time behavior of potential Mean Field Games (briefly MFG) using some standard tools from weak KAM theory. We first show that the time-dependent minimization problem converges to an ergodic constant $-\lambda$, then we…

Optimization and Control · Mathematics 2018-07-30 Marco Masoero

We consider a class of deterministic mean field games, where the state associated with each player evolves according to an ODE which is linear w.r.t. the control. Existence, uniqueness, and stability of solutions are studied from the point…

Optimization and Control · Mathematics 2022-10-27 Alberto Bressan , Khai T. Nguyen

We consider mean field game systems in time-horizon $(0,T)$, where the individual cost functional depends locally on the density distribution of the agents, and the Hamiltonian is locally uniformly convex. We show that, even if the coupling…

Analysis of PDEs · Mathematics 2021-05-28 Marco Cirant , Alessio Porretta

Here, we establish the existence of weak solutions to a wide class of time-dependent monotone mean-field games (MFGs). These MFGs are given as a system of degenerate parabolic equations with initial and terminal conditions. To construct…

Analysis of PDEs · Mathematics 2020-01-14 Rita Ferreira , Diogo Gomes , Teruo Tada

For a class of finite horizon first order mean field games and associated N-player games, we give a simple proof of convergence of symmetric N-player Nash equilibria in distributed open-loop strategies to solutions of the mean field game in…

Optimization and Control · Mathematics 2019-03-11 Markus Fischer , Francisco J. Silva

The theory of first-order mean field type differential games examines the systems of infinitely many identical agents interacting via some external media under assumption that each agent is controlled by two players. We study the…

Optimization and Control · Mathematics 2020-11-24 Yurii Averboukh
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