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Related papers: Stationary Mean Field Games systems defined on net…

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We propose a numerical method for stationary Mean Field Games defined on a network. In this framework a correct approximation of the transition conditions at the vertices plays a crucial role. We prove existence, uniqueness and convergence…

Numerical Analysis · Mathematics 2015-11-23 Simone Cacace , Fabio Camilli , Claudio Marchi

This paper is interested in the problem of optimal stopping in a mean field game context. The notion of mixed solution is introduced to solve the system of partial differential equations which models this kind of problem. This notion…

Analysis of PDEs · Mathematics 2017-06-14 C. Bertucci

Mean field games allow to describe tractable models of dynamic games with a continuum of players, explicit interaction and heterogeneous states. Thus, these models are of great interest for socio-economic applications. A particular class of…

Optimization and Control · Mathematics 2020-10-20 Berenice Anne Neumann

In a mean field game of controls, a large population of identical players seek to minimize a cost that depends on the joint distribution of the states of the players and their controls. We first consider the classes of mean field games of…

Optimization and Control · Mathematics 2025-12-05 P. Jameson Graber , Kyle Rosengartner

This paper considers mean field games in a multi-agent Markov decision process (MDP) framework. Each player has a continuum state and binary action, and benefits from the improvement of the condition of the overall population. Based on an…

Optimization and Control · Mathematics 2021-01-05 Minyi Huang , Yan Ma

In this article, we consider mean field games between a dominating player and a group of representative agents, each of which acts similarly and also interacts with each other through a mean field term being substantially influenced by the…

Optimization and Control · Mathematics 2014-07-28 Alain Bensoussan , Michael Chau , Phillip Yam

In Mean Field Games of Controls, the dynamics of the single agent is influenced not only by the distribution of the agents, as in the classical theory, but also by the distribution of their optimal strategies. In this paper, we study…

Analysis of PDEs · Mathematics 2023-02-01 Fabio Camilli , Claudio Marchi

In [14], Gueant, Lasry and Lions considered the model problem ``What time does meeting start?'' as a prototype for a general class of optimization problems with a continuum of players, called Mean Field Games problems. In this paper we…

Optimization and Control · Mathematics 2014-02-12 Fabio Camilli , Elisabetta Carlini , Claudio Marchi

We introduce the notion of stable solution in mean field game theory: they are locally isolated solutions of the mean field game system. We prove that such solutions exist in potential mean field games and are local attractors for learning…

Optimization and Control · Mathematics 2016-12-07 Ariela Briani , Pierre Cardaliaguet

Mean field games formalize dynamic games with a continuum of players and explicit interaction where the players can have heterogeneous states. As they additionally yield approximate equilibria of corresponding $N$-player games, they are of…

Optimization and Control · Mathematics 2020-01-09 Berenice Anne Neumann

We develop the linear programming approach to mean-field games in a general setting. This relaxed control approach allows to prove existence results under weak assumptions, and lends itself well to numerical implementation. We consider…

Optimization and Control · Mathematics 2020-11-24 Roxana Dumitrescu , Marcos Leutscher , Peter Tankov

This work tackles the problem of energy-efficient distributed power control in wireless networks with a large number of transmitters. The problem is modeled by a dynamic game. Each transmitter-receiver communication is characterized by a…

Information Theory · Computer Science 2013-01-30 François Mériaux , Vineeth Varma , Samson Lasaulce

We study stochastic Mean Field Games on networks with sticky transition conditions. In this setting, the diffusion process governing the agent's dynamics can spend finite time both in the interior of the edges and at the vertices. The…

Analysis of PDEs · Mathematics 2025-01-17 Jules Berry , Fabio Camilli

In this paper, we study the well-posedness (existence and uniqueness) of the Master Equation of Mean Field Games under invariance-type conditions, otherwise known as viability conditions for the controlled dynamics. The interior regularity…

Analysis of PDEs · Mathematics 2022-11-15 Antonios Zitridis

We study a class of deterministic mean field games and related optimal control problems, with a finite time horizon and in which the state space is a network. An agent controls her velocity, and, when she occupies a vertex, she can either…

Optimization and Control · Mathematics 2025-11-25 Yves Achdou , Claudio Marchi , Nicoletta Tchou

In this article we study the well-posedness of the Master Equation of Mean Field Games in a framework of Neumann boundary condition. The definition of solution is closely related to the classical one of the Mean Field Games system, but the…

Analysis of PDEs · Mathematics 2021-05-19 Michele Ricciardi

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…

Optimization and Control · Mathematics 2023-11-21 Yves Achdou , Paola Mannucci , Claudio Marchi , Nicoletta Tchou

Given a large number of homogeneous players that are distributed across three possible states, we consider the problem in which these players have to control their transition rates, while minimizing a cost. The optimal transition rates are…

Systems and Control · Computer Science 2018-02-13 Leonardo Stella , Dario Bauso

In this paper we examine fully nonlinear mean-field games associated with a minimization problem. The variational setting is driven by a functional depending on its argument through its Hessian matrix. We work under fairly natural…

Analysis of PDEs · Mathematics 2020-10-30 Pêdra D. S. Andrade , Edgard A. Pimentel

We study the uniqueness of solutions to systems of PDEs arising in Mean Field Games with several populations of agents and Neumann boundary conditions. The main assumption requires the smallness of some data, e.g., the length of the time…

Analysis of PDEs · Mathematics 2017-09-08 Martino Bardi , Marco Cirant
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