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This paper has two central aims: first, to provide simple conditions under which the generalized games in choice form and, consequently, the abstract economies, admit equilibrium; second, to study the solvability of several types of systems…

Optimization and Control · Mathematics 2016-05-17 Monica Patriche

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…

Analysis of PDEs · Mathematics 2023-01-12 Sebastian Munoz

We study a dynamic game with a large population of players who choose actions from a finite set in continuous time. Each player has a state in a finite state space that evolves stochastically with their actions. A player's reward depends…

Systems and Control · Electrical Eng. & Systems 2025-11-04 Leonardo Pedroso , Andrea Agazzi , W. P. M. H. Heemels , Mauro Salazar

We consider N-player and mean field games in continuous time over a finite horizon, where the position of each agent belongs to {-1,1}. If there is uniqueness of mean field game solutions, e.g. under monotonicity assumptions, then the…

Optimization and Control · Mathematics 2019-02-06 Alekos Cecchin , Paolo Dai Pra , Markus Fischer , Guglielmo Pelino

Mean-field game theory relies on approximating games that are intractable to model due to a very large to infinite population of players. While these kinds of games can be solved analytically via the associated system of partial…

Machine Learning · Computer Science 2026-04-16 Anna C. M. Thöni , Yoram Bachrach , Tal Kachman

We consider a class of continuous-time dynamic games involving a large number of players. Each player selects actions from a finite set and evolves through a finite set of states. State transitions occur stochastically and depend on the…

Systems and Control · Electrical Eng. & Systems 2025-11-12 Leonardo Pedroso , Andrea Agazzi , W. P. M. H. Heemels , Mauro Salazar

Conventional Mean-field games/control study the behavior of a large number of rational agents moving in the Euclidean spaces. In this work, we explore the mean-field games on Riemannian manifolds. We formulate the mean-field game Nash…

Optimization and Control · Mathematics 2023-04-26 Jiajia Yu , Rongjie Lai , Wuchen Li , Stanley Osher

In the paper, we use the equivalent formulation of a finite state mean field game as a control problem with mixed constraints to study the dependence of solutions to finite state mean field game on an initial distribution of players. We…

Optimization and Control · Mathematics 2021-09-16 Yurii Averboukh

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…

Analysis of PDEs · Mathematics 2018-01-23 Fabio Camilli , Raul De Maio

The existence of stationary Markov perfect equilibria in stochastic games is shown under a general condition called "(decomposable) coarser transition kernels". This result covers various earlier existence results on correlated equilibria,…

Optimization and Control · Mathematics 2017-01-24 Wei He , Yeneng Sun

We prove well-posedness of a class of kinetic-type Mean Field Games, which typically arise when agents control their acceleration. Such systems include independent variables representing the spatial position as well as velocity. We consider…

Analysis of PDEs · Mathematics 2024-03-20 David M. Ambrose , Megan Griffin-Pickering , Alpár R. Mészáros

We consider the variational approach to prove the existence of solutions of second order stationary Mean Field Games on a bounded domain $\Omega\subseteq \mathbb{R}^{d}$, with Neumann boundary conditions, and with and without density…

Analysis of PDEs · Mathematics 2017-04-19 Alpár Richárd Mészáros , Francisco J. Silva

This thesis is going to give a gentle introduction to Mean Field Games. It aims to produce a coherent text beginning for simple notions of deterministic control theory progressively to current Mean Field Games theory. The framework…

Optimization and Control · Mathematics 2019-07-03 Athanasios Vasiliadis

In this expository article, we give an overview of the concept of potential mean field games of first order. We give a new proof that minimizers of the potential are equilibria by using a Lagrangian formulation. We also provide criteria to…

Analysis of PDEs · Mathematics 2024-12-20 P. Jameson Graber

We study discrete-time, finite-state mean-field games (MFGs) under model uncertainty, where agents face ambiguity about the state transition probabilities. Each agent maximizes its expected payoff against the worst-case transitions within…

Optimization and Control · Mathematics 2026-01-21 Zongxia Liang , Zhou Zhou , Yaqi Zhuang , Bin Zou

Here, we consider stationary monotone mean-field games (MFGs) and study the existence of weak solutions. First, we introduce a regularized problem that preserves the monotonicity. Next, using variational inequalities techniques, we prove…

Analysis of PDEs · Mathematics 2016-01-13 Rita Ferreira , Diogo Gomes

Motivated by an optimal visiting problem, we study a switching mean-field game on a network, where both a decisional and a switching time-variable is at disposal of the agents for what concerns, respectively, the instant to decide and the…

Optimization and Control · Mathematics 2023-03-23 Fabio Bagagiolo , Luciano Marzufero

Mean-field games have been studied under the assumption of very large number of players. For such large systems, the basic idea consists to approximate large games by a stylized game model with a continuum of players. The approach has been…

Computer Science and Game Theory · Computer Science 2014-04-08 Hamidou Tembine

The standard solution concept for stochastic games is Markov perfect equilibrium (MPE); however, its computation becomes intractable as the number of players increases. Instead, we consider mean field equilibrium (MFE) that has been…

Theoretical Economics · Economics 2020-06-05 Bar Light , Gabriel Weintraub

This paper is concerned with extending the notion of monotone solution to the mean field game (MFG) master equation to situations in which the coefficients are displacement monotone, instead of the previously introduced notion in the flat…

Analysis of PDEs · Mathematics 2025-09-08 Charles Meynard
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