Related papers: Regularity for second order stationary mean-field …
In this paper, we investigate a class of mean field games where the mean field interactions are achieved through the joint (conditional) distribution of the controlled state and the control process. The strategies are of $open\;loop$ type,…
We study mean-field games of optimal stopping (OS-MFGs) and introduce an entropy-regularized framework to enable learning-based solution methods. By utilizing randomized stopping times, we reformulate the OS-MFG as a mean-field game of…
We consider solutions to degenerate anisotropic elliptic equations in order to study their regularity. In particular we establish second-order estimates and enclose regularity results for the stress field. All our results are new even in…
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,…
Classical neural ordinary differential equations (ODEs) are powerful tools for approximating the log-density functions in high-dimensional spaces along trajectories, where neural networks parameterize the velocity fields. This paper…
We consider a class of linear-quadratic-Gaussian mean-field games with a major agent and considerable heterogeneous minor agents in the presence of mean-field interactions. The individual admissible controls are constrained in closed convex…
In this paper we discuss a class of mean field linear-quadratic-Gaussian (LQG) games for large population system which has never been addressed by existing literature. The features of our works are sketched as follows. First of all, our…
We propose a control-theoretic framework for evolutionary clustering based on Mean Field Games (MFG). Moving beyond static or heuristic approaches, we formulate the problem as a population dynamics game governed by a coupled…
We show the existence of homoclinic type solutions of second order Hamiltonian systems with a potential satisfying a relaxed superquadratic growth condition and a forcing term that is sufficiently small in the space of square integrable…
We study the wellposedness of the master equation for a second-order mean field games with the Grushin type diffusion. In order to do this, we obtain the properties of its solution by investigating a degenerate mean field games system for…
This paper studies the relation between equilibria in single-period, discrete-time and continuous-time mean field game models. First, for single-period mean field games, we establish the existence of equilibria and then prove the…
Mean field games model equilibria in games with a continuum of players as limiting systems of symmetric $n$-player games with weak interaction between the players. We consider a finite-state, infinite-horizon problem with two cost criteria:…
We consider a class of Mean Field Games in which the agents may interact through the statistical distribution of their states and controls. It is supposed that the Hamiltonian behaves like a power of its arguments as they tend to infinity,…
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. The optimal strategies for the players are given explicitly…
In this paper, the known deterministic linear-quadratic Stackelberg game is revisited, whose open-loop Stackelberg solution actually possesses the nature of time inconsistency. To handle this time inconsistency, {a two-tier game framework…
In this work we discuss an Mean Field Games approach to traffic management on multi-lane roads. Such approach is particularly indicated to model self driven vehicles with perfect information of the domain. The mathematical interest of the…
This paper investigates two-player ergodic nonzero-sum stochastic differential games with McKean-Vlasov dynamics. We establish a verification theorem connecting solutions of coupled Hamilton-Jacobi-Bellman (HJB) Master equations to Nash…
Mean Field Games provide a powerful framework to analyze the dynamics of a large number of controlled objects in interaction. Though these models are much simpler than the underlying differential games they describe in some limit, their…
We consider a Mean Field Games model where the dynamics of the agents is given by a controlled Langevin equation and the cost is quadratic. A change of variables, introduced in [9], transforms the Mean Field Games system into a system of…
We consider a finite-time stochastic drift control problem with the assumption that the control is bounded and the system is controlled until the state process leaves the half-line. Assuming general conditions, it is proved that the…