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Related papers: Mean field games with congestion

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In this article, from the viewpoint of control theory, we discuss the relationships among the commonly used monotonicity conditions that ensure the well-posedness of the solutions arising from problems of mean field games (MFGs) and mean…

Optimization and Control · Mathematics 2024-12-09 Alain Bensoussan , Ziyu Huang , Shanjian Tang , Sheung Chi Phillip Yam

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

Mean field Game (MFG) Partial Differential Inclusions (PDI) are generalizations of the system of Partial Differential Equations (PDE) of Lasry and Lions to situations where players in the game may have possibly nonunique optimal controls,…

Optimization and Control · Mathematics 2025-09-15 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

This paper studies a class of partial information linear-quadratic mean-field game problems. A general stochastic large-population system is considered, where the diffusion term of the dynamic of each agent can depend on the state and…

Optimization and Control · Mathematics 2022-03-22 Min Li , Tianyang Nie , Zhen Wu

In this paper, we prove the existence of classical solutions for time dependent mean-field games with a logarithmic nonlinearity and subquadratic Hamiltonians. Because the logarithm is unbounded from below, this nonlinearity poses…

Analysis of PDEs · Mathematics 2015-02-27 Diogo Aguiar Gomes , Edgard Almeida Pimentel

In this paper we consider a mean field optimal control problem with an aggregation-diffusion constraint, where agents interact through a potential, in the presence of a Gaussian noise term. Our analysis focuses on a PDE system coupling a…

Analysis of PDEs · Mathematics 2019-09-25 Jose A. Carrillo , Edgard A. Pimentel , Vardan K. Voskanyan

We investigate the existence of classical solutions to second-order quadratic Mean-Field Games systems with local and strongly decreasing couplings of the form $-\sigma m^\alpha$, $\alpha \ge 2/N$, where $m$ is the population density and…

Analysis of PDEs · Mathematics 2020-11-03 Marco Cirant , Daria Ghilli

In this paper, we study two kinds of inverse problems for Mean Field Games (MFGs) with common noise. Our focus is on MFGs described by a coupled system of stochastic Hamilton-Jacobi-Bellman and Fokker-Planck equations. Firstly, we establish…

Analysis of PDEs · Mathematics 2024-12-12 Qi Lü , Zhonghua Liao

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

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

We design fast numerical methods for Hamilton-Jacobi equations in density space (HJD), which arises in optimal transport and mean field games. We overcome the curse-of-infinite-dimensionality nature of HJD by proposing a generalized Hopf…

Numerical Analysis · Mathematics 2018-05-07 Yat Tin Chow , Wuchen Li , Stanley Osher , Wotao Yin

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

We study continuous-time heterogeneous agent models cast as Mean Field Games, in the Aiyagari-Bewley-Huggett framework. The model couples a Hamilton-Jacobi-Bellman equation for individual optimization with a Fokker-Planck-Kolmogorov…

Optimization and Control · Mathematics 2025-10-02 Fabio Camilli , Qing Tang , Yong-shen Zhou

This paper is devoted to a class of finite horizon deterministic mean field games with Grushin type dynamics, state constraints and nonlocal coupling. First, we consider the optimal control problem that each agent aims to solve when the…

Optimization and Control · Mathematics 2026-02-16 Alessandra Cutrì , Paola Mannucci , Claudio Marchi , Nicoletta Tchou

Mean field type models describing the limiting behavior of stochastic differential games as the number of players tends to +$\infty$, have been recently introduced by J-M. Lasry and P-L. Lions. Under suitable assumptions, they lead to a…

Numerical Analysis · Computer Science 2015-04-23 Yves Achdou , Alessio Porretta

Quasi-stationary Mean Field Games models consider agents who base their strategies on current information without forecasting future states. In this paper we address the first-order quasi-stationary Mean Field Games system, which involves…

Optimization and Control · Mathematics 2024-09-30 Fabio Camilli , Claudio Marchi , Cristian Mendico

In this work we discuss an Mean Field Games approach to traffic management on multi-lane roads. Such approach is particularly indicated to model self driven vehicles with perfect information of the domain. The mathematical interest of the…

Optimization and Control · Mathematics 2018-05-14 Adriano Festa , Simone Göttlich

This paper presents a class of evolutive Mean Field Games with multiple solutions for all time horizons T and convex but non-smooth Hamiltonian H, as well as for smooth H and T large enough. The phenomenon is analyzed in both the PDE and…

Analysis of PDEs · Mathematics 2018-02-12 Martino Bardi , Markus Fischer

The paper studies the convergence, as $N$ tends to infinity, of a system of $N$ coupled Hamilton-Jacobi equations (the Nash system) when the coupling between the players becomes increasingly singular. The limit equation is a mean field game…

Optimization and Control · Mathematics 2017-10-12 P Cardaliaguet
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