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In this manuscript, we propose a structural condition on non-separable Hamiltonians, which we term displacement monotonicity condition, to study second order mean field games master equations. A rate of dissipation of a bilinear form is…

Analysis of PDEs · Mathematics 2022-04-04 Wilfrid Gangbo , Alpár R. Mészáros , Chenchen Mou , Jianfeng Zhang

Here, we establish the existence of weak solutions to a wide class of time-dependent monotone mean-field games (MFGs). These MFGs are given as a system of degenerate parabolic equations with initial and terminal conditions. To construct…

Analysis of PDEs · Mathematics 2020-01-14 Rita Ferreira , Diogo Gomes , Teruo Tada

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,…

Analysis of PDEs · Mathematics 2018-03-14 Annalisa Cesaroni , Marco Cirant

We prove existence and uniqueness of classical solutions of the master equation for mean field game (MFG) systems with fractional and nonlocal diffusions. We cover a large class of L\'evy diffusions of order greater than one, including…

Analysis of PDEs · Mathematics 2025-01-27 Espen Robstad Jakobsen , Artur Rutkowski

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 and aggregating local coupling, under general conditions on the Hamiltonian. The…

Analysis of PDEs · Mathematics 2018-10-17 Annalisa Cesaroni , Marco Cirant

H\"older stability estimate and uniqueness are proven for a retrospective problem of Mean Field Games with a non-quadratic Hamiltonian. The previous result was only for the quadratic Hamiltonian. The main tool is the apparatus of Carleman…

Analysis of PDEs · Mathematics 2023-11-02 Michael V. Klibanov , Mikhail Y. Kokurin , Jingzhi Li

We provide an abstract framework for submodular mean field games and identify verifiable sufficient conditions that allow to prove existence and approximation of strong mean field equilibria in models where data may not be continuous with…

Optimization and Control · Mathematics 2022-01-21 Jodi Dianetti , Giorgio Ferrari , Markus Fischer , Max Nendel

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 provide an existence result for stationary fractional mean field game systems, with fractional exponent greater than 1/2. In the case in which the coupling is a nonlocal regularizing potential, we obtain existence of solutions under…

Analysis of PDEs · Mathematics 2017-05-30 Annalisa Cesaroni , Marco Cirant , Serena Dipierro , Matteo Novaga , Enrico Valdinoci

This paper deals with the existence of solutions of a class of contact mean field games systems of first order. Cardaliaguet \cite{CAR} found a link between the weak KAM theory for Hamiltonian systems and mean field games systems. We prove…

Analysis of PDEs · Mathematics 2021-06-17 Xiaotian Hu , Kaizhi Wang

The purpose of this work is to introduce a notion of weak solution to the master equation of a potential mean field game and to prove that existence and uniqueness hold under quite general assumptions. Remarkably, this is achieved without…

Optimization and Control · Mathematics 2022-06-30 Alekos Cecchin , François Delarue

We investigate time-dependent mean-field games with superquadratic Hamiltonians and a power dependence on the measure. Such problems pose substantial mathematical challenges as the key techniques used in the subquadratic case do not extend…

Analysis of PDEs · Mathematics 2014-08-29 Diogo A. Gomes , Edgard Pimentel , Héctor Sánchez-Morgado

Existence and uniqueness of a weak solution for first order mean field game systems with local coupling are obtained by variational methods. This solution can be used to devise $\epsilon-$Nash equilibria for deterministic differential games…

Optimization and Control · Mathematics 2013-05-31 Pierre Cardaliaguet

We investigate time dependent, first order Mean Field Games on the torus comparing, in a broad and general framework, the classical differential formulation , given by a Hamilton Jacobi equation coupled with a continuity equation, with a…

Analysis of PDEs · Mathematics 2025-12-02 Antonio Siconolfi

In this paper we obtain Sobolev estimates for weak solutions of first oder variational Mean Field Game systems with coupling terms that are local function of the density variable. Under some coercivity condition on the coupling, we obtain…

Analysis of PDEs · Mathematics 2018-01-25 P. Jameson Graber , Alpár R. Mészáros

We analyse fully nonlinear second-order mean field games (MFG) with nondifferentiable Hamiltonians, which take the form of a coupled system of a fully nonlinear Hamilton-Jacobi-Bellman equation and a Kolmogorov-Fokker-Planck partial…

Analysis of PDEs · Mathematics 2025-11-18 Thomas Sales , Iain Smears

We extend the weak-strong uniqueness principle for mean-field game (MFG) systems to a broad class of second-order stationary and time-dependent problems. Under standard monotonicity, growth, and coercivity assumptions on the Hamiltonian,…

Analysis of PDEs · Mathematics 2026-04-02 Rita Ferreira , Diogo Gomes , Bashayer Majrashi

In this article we prove the existence of classical solutions to a system of mean field games arising in the study of exhaustible resource production under market competition. Individual trajectories are modeled by a controlled diffusion…

Analysis of PDEs · Mathematics 2020-11-20 P. Jameson Graber , Vincenzo Ignazio , Ariel Neufeld

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.…

Analysis of PDEs · Mathematics 2018-04-25 Marco Cirant , Levon Nurbekyan

We consider stationary viscous Mean-Field Games systems in the case of local, decreasing and unbounded coupling. These systems arise in ergodic mean-field game theory, and describe Nash equilibria of games with a large number of agents…

Analysis of PDEs · Mathematics 2016-02-16 Marco Cirant