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While the general theory for the terminal-initial value problem for mean-field games (MFGs) has achieved a substantial progress, the corresponding forward-forward problem is still poorly understood - even in the one-dimensional setting.…

Analysis of PDEs · Mathematics 2016-06-30 Diogo Gomes , Levon Nurbekyan , Marc Sedjro

Mean-field games (MFGs) are models for large populations of competing rational agents that seek to optimize a suitable functional. In the case of congestion, this functional takes into account the difficulty of moving in high-density areas.…

Analysis of PDEs · Mathematics 2017-10-05 David Evangelista , Rita Ferreira , Diogo A. Gomes , Levon Nurbekyan , Vardan Voskanyan

We consider forward-forward Mean Field Game (MFG) models that arise in numerical approximations of stationary MFGs. First, we establish a link between these models and a class of hyperbolic conservation laws as well as certain nonlinear…

Analysis of PDEs · Mathematics 2017-04-25 Diogo Gomes , Levon Nurbekyan , Marc Sedjro

Mean-field games (MFGs) are models of large populations of rational agents who seek to optimize an objective function that takes into account their location and the distribution of the remaining agents. Here, we consider stationary MFGs…

Analysis of PDEs · Mathematics 2016-11-28 David Evangelista , Diogo A. Gomes

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

We study the local in time existence of a regular solution of a nonlinear parabolic backward-forward system arising from the theory of Mean-Field Games (briefly MFG). The proof is based on a contraction argument in a suitable space that…

Analysis of PDEs · Mathematics 2018-06-22 Marco Cirant , Roberto Gianni , Paola Mannucci

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

A standard assumption in mean-field game (MFG) theory is that the coupling between the Hamilton-Jacobi equation and the transport equation is monotonically non-decreasing in the density of the population. In many cases, this assumption…

Analysis of PDEs · Mathematics 2016-11-29 Diogo A. Gomes , Levon Nurbekyan , Mariana Prazeres

Here, we study radial solutions for first- and second-order stationary Mean-Field Games (MFG) with congestion on $\mathbb{R}^d$. MFGs with congestion model problems where the agents' motion is hampered in high-density regions. The radial…

Analysis of PDEs · Mathematics 2017-03-23 David Evangelista , Diogo A. Gomes , Levon Nurbekyan

This manuscript discusses planning problems for first- and second-order one-dimensional mean-field games (MFGs). These games are comprised of a Hamilton-Jacobi equation coupled with a Fokker-Planck equation. Applying Poincar\'e's Lemma to…

Analysis of PDEs · Mathematics 2021-04-27 Tigran Bakaryan , Rita Ferreira , Diogo Gomes

Here, we consider numerical methods for stationary mean-field games (MFG) and investigate two classes of algorithms. The first one is a gradient-flow method based on the variational characterization of certain MFG. The second one uses…

Numerical Analysis · Mathematics 2015-11-23 Noha Almulla , Rita Ferreira , Diogo Gomes

Mean field games (MFGs) model the limit of large populations of strategically interacting agents, yet both forward and inverse problems remain challenging. For the forward problem, a difficulty is to design numerical methods with global…

Optimization and Control · Mathematics 2026-03-12 Hanwei Yan , Xianjin Yang , Jingguo Zhang

We consider the one-dimensional stationary first-order mean-field game (MFG) system with the coupling between the Hamilton-Jacobi equation and the transport equation. In both cases that the coupling is strictly increasing and decreasing…

Analysis of PDEs · Mathematics 2018-05-29 Yiru Cai , Haobo Qi , Yi Tan , Xifeng Su

The paper considers a forward-backward system of parabolic PDEs arising in a Mean Field Game (MFG) model where every agent controls the drift of a trajectory subject to Brownian diffusion, trying to escape a given bounded domain $\Omega$ in…

Analysis of PDEs · Mathematics 2022-12-23 Romain Ducasse , Guilherme Mazanti , Filippo Santambrogio

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

This paper presents a general existence and uniqueness result for mean field games equations on graphs ($\mathcal{G}$-MFG). In particular, our setting allows to take into account congestion effects of almost any form. These general…

Optimization and Control · Mathematics 2014-05-09 Olivier Guéant

The formulation of Mean Field Games (MFG) typically requires continuous differentiability of the Hamiltonian in order to determine the advective term in the Kolmogorov--Fokker--Planck equation for the density of players. However, in many…

Numerical Analysis · Mathematics 2024-04-03 Yohance A. P. Osborne , Iain Smears

Here, we study a one-dimensional, non-local mean-field game model with congestion. When the kernel in the non-local coupling is a trigonometric polynomial we reduce the problem to a finite dimensional system. Furthermore, we treat the…

Analysis of PDEs · Mathematics 2017-03-14 Levon Nurbekyan

In this note, we develop Fourier approximation methods for the solutions of first-order nonlocal mean-field games (MFG) systems. Using Fourier expansion techniques, we approximate a given MFG system by a simpler one that is equivalent to a…

Analysis of PDEs · Mathematics 2019-01-21 Levon Nurbekyan , Joao Saude

Here, we prove the existence of solutions to first-order mean-field games (MFGs) arising in optimal switching. First, we use the penalization method to construct approximate solutions. Then, we prove uniform estimates for the penalized…

Analysis of PDEs · Mathematics 2016-10-04 Diogo A. Gomes , Stefania Patrizi
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