Related papers: Translation invariant mean field games with common…

We study a mean-field game of optimal stopping and investigate the existence of strong solutions via a connection with the Bank-El Karoui's representation problem. Under certain continuity assumptions, where the common noise is generated by…

We study the existence of classical solutions to a broad class of local, first order, forward-backward Extended Mean Field Games systems, that includes standard Mean Field Games, Mean Field Games with congestion, and mean field type control…

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…

We introduce a notion of weak solution of the master equation without idiosyncratic noise in Mean Field Game theory and establish its existence, uniqueness up to a constant and consistency with classical solutions when it is smooth. We work…

This paper studies mean field games for multi-agent systems with control-dependent multiplicative noises. For the general systems with nonuniform agents, we obtain a set of decentralized strategies by solving an auxiliary limiting optimal…

This paper is concerned with mean field games in which the players do not know the repartition of the other players. First a case in which the players do not gain information is studied. Results of existence and uniqueness are proved and…

Mean field games are studied in the framework of controlled martingale problems, and general existence theorems are proven in which the equilibrium control is Markovian. The framework is flexible enough to include degenerate volatility,…

Here, we consider a regularized mean-field game model that features a low-order regularization. We prove the existence of solutions with positive density. To do so, we combine a priori estimates with the continuation method. In contrast…

We study first order evolutive Mean Field Games whose operators are non-coercive. This situation occurs, for instance, when some directions are `forbidden' to the generic player at some points. Under some regularity assumptions, we…

We introduce a mean field model for optimal holding of a representative agent of her peers as a natural expected scaling limit from the corresponding $N-$agent model. The induced mean field dynamics appear naturally in a form which is not…

Motivated by mean-field games (MFG) with common noise on the one hand and pathwise stochastic control theory on the other, we formulate here a linear-quadratic (LQ) MFG with rough common noise, along with a satisfactory well-posedness…

Here, we observe that mean-field game (MFG) systems admit a two-player infinite-dimensional general-sum differential game formulation. We show that particular regimes of this game reduce to previously known variational principles.…

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 and adversarial between teams are treated. We provide a…

This paper establishes the existence of equilibria result of a class of mean field games with singular controls. The interaction takes place through both states and controls. A relaxed solution approach is used. To circumvent the tightness…

We study a game for recognising formal languages, in which two players with imperfect information need to coordinate on a common decision, given private input words correlated by a finite graph. The players have a joint objective to avoid…

Mean Field Games with state constraints are differential games with infinitely many agents, each agent facing a constraint on his state. The aim of this paper is to provide a meaning of the PDE system associated with these games, the…

We consider a stationary Mean Field Games system defined on a network. In this framework, the transition conditions at the vertices play a crucial role: the ones here considered are based on the optimal control interpretation of the…

We study generalized games defined over Banach spaces using variational analysis. To reformulate generalized games as quasi-variational inequality problems, we will first form a suitable principal operator and study some significant…

Game semantics has provided adequate models for a variety of programming languages, in which types are interpreted as two-player games and programs as strategies. Melli\`es (2018) suggested that such categories of games and strategies may…

We introduce a mean-field term to an evolutionary spatial game model. Namely, we consider the game of Nowak and May, based on the Prisoner's dilemma, and augment the game rules by a self-consistent mean-field term. This way, an agent…