Related papers: Regularity for second order stationary mean-field …
In this article, we study the global-in-time well-posedness of second order mean field games (MFGs) with both nonlinear drift functions simultaneously depending on the state, distribution and control variables, and the diffusion term…
We study the regularity and well-posedness of the local, first-order forward-backward mean field games system, assuming a polynomially growing cost function and a Hamiltonian of quadratic growth. We consider systems and terminal data that…
In this note we prove the uniqueness of solutions to a class of Mean Field Games systems subject to possibly degenerate individual noise. Our results hold true for arbitrary long time horizons and for general non-separable Hamiltonians that…
In this manuscript we study the well-posedness of the master equations for mean field games with volatility control. This infinite dimensional PDE is nonlinear with respect to both the first and second-order derivatives of its solution. For…
This paper develops a unified framework for proving the existence of solutions to stationary first-order mean-field games (MFGs) based on the theory of monotone operators in Banach spaces. We cast the coupled MFG system as a variational…
We consider a Mean Field Games model where the dynamics of the agents is subdiffusive. According to the optimal control interpretation of the problem, we get a system involving fractional time-derivatives for the Hamilton-Jacobi-Bellman and…
We provide an approximation scheme for first-order stationary mean field games with a separable Hamiltonian. First, we discretize Hamilton-Jacobi equations by discretizing in time, and then prove the existence of minimizing holonomic…
This paper investigates the well-posedness of a type of state constraint ergodic Mean Field Game system in a bounded domain in which the Hamilton-Jacobi-Bellman equation is paired with an infinite Dirichlet boundary condition. In this…
This paper is devoted to finite horizon deterministic mean field games in which the state space is a network. The agents control their velocity, and when they occupy a vertex, they can enter into any incident edge. The running and terminal…
In this paper, using variational approaches, we investigate the first order planning problem arising in the theory of mean field games. We show the existence and uniqueness of weak solutions of the problem in the case of a large class of…
The existence and the uniqueness of solutions to some semilinear parabolic equations on homogeneous Lie groups, namely, the Fokker-Planck equation and the Hamilton-Jacobi equation, are addressed. The anisotropic geometry of the state space…
In this paper we propose a high-order numerical scheme for time-dependent mean field games systems. The scheme, which is built by combining Lagrange-Galerkin and semi-Lagrangian techniques, is consistent and stable for large time steps…
In this paper we provide the existence of classical solutions to stationary mean field game systems in the whole space $\mathbb{R}^N$, with coercive potential, aggregating local coupling, and under general conditions on the Hamiltonian,…
We study the local stability properties of solutions to ergodic and discounted mean field games systems, as the time horizon $T \to +\infty$, around stationary equilibria, when the Hamiltonian is quadratic. We replace the usual monotonicity…
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…
We discuss the system of Fokker-Planck and Hamilton-Jacobi-Bellman equations arising from the finite horizon control of McKean-Vlasov dynamics. We give examples of existence and uniqueness results. Finally, we propose some simple models for…
We study a system of partial differential equations used to describe Bertrand and Cournot competition among a continuum of producers of an exhaustible resource. By deriving new a priori estimates, we prove the existence of classical…
We study a Mean Field Games (MFG) system in a real, separable infinite dimensional Hilbert space. The system consists of a second order parabolic type equation, called Hamilton-Jacobi-Bellman (HJB) equation in the paper, coupled with a…
In this work, we consider a first order mean field games system with non-local couplings. A Lagrange-Galerkin scheme for the continuity equation, coupled with a semi-Lagrangian scheme for the Hamilton-Jacobi-Bellman equation, is proposed to…
First, we study the existence of solutions for a class of first order mean field games systems \begin{equation*} \left\{\begin{aligned} &H(x,u,Du)=F(x,m(t)),\quad &&x\in M,\ \forall\ t\in[0,T],\\ &\partial_t…