Related papers: Mean field games with congestion
The primary objective of this paper is to understand first-order, time-dependent mean-field games with Neumann boundary conditions, a question that remains under-explored in the literature. This matter is particularly relevant given the…
We study mean field games with scalar It{\^o}-type dynamics and costs that are submodular with respect to a suitable order relation on the state and measure space. The submodularity assumption has a number of interesting consequences.…
We show that the quasi-stationary states observed in the $N$-particle dynamics of the Hamiltonian Mean-Field (HMF) model are nothing but Vlasov stable homogeneous (zero magnetization) states. There is an infinity of Vlasov stable…
We prove homogenization for possibly degenerate viscous Hamilton-Jacobi equations with a Hamiltonian of the form $G(p)+V(x,\omega)$, where $G$ is a quasiconvex, locally Lipschitz function with superlinear growth, the potential $V(x,\omega)$…
We study the numerical approximation of time-dependent, possibly degenerate, second-order Hamilton-Jacobi-Bellman equations in bounded domains with nonhomogeneous Dirichlet boundary conditions. It is well known that convergence towards the…
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…
We consider a class of linear-quadratic-Gaussian mean-field games with a major agent and considerable heterogeneous minor agents in the presence of mean-field interactions. The individual admissible controls are constrained in closed convex…
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…
We establish an existence of equilibrium result for a class of non-Markovian mean-field games with unbounded control space in weak formulation. Our result is based on new existence and stability results for quadratic-growth generalized…
In this article, we study the large time behavior of solutions of first-order Hamilton-Jacobi Equations, set in a bounded domain with nonlinear Neumann boundary conditions, including the case of dynamical boundary conditions. We establish…
We discuss and compare two methods of investigations for the asymptotic regime of stochastic differential games with a finite number of players as the number of players tends to the infinity. These two methods differ in the order in which…
This paper establishes a primal-dual formulation for continuous-time mean field games (MFGs) and provides a complete analytical characterization of the set of all Nash equilibria (NEs). We first show that for any given mean field flow, the…
We analyze a system of partial differential equations that model a potential mean field game of controls, briefly MFGC. Such a game describes the interaction of infinitely many negligible players competing to optimize a personal value…
In this article, we study a simplified version of a density-dependent first-order mean field game, in which the players face a penalization equal to the population density at their final position. We consider the problem of finding an…
In this work, we consider the discretization of some nonlinear Fokker-Planck-Kolmogorov equations. The scheme we propose preserves the non-negativity of the solution, conserves the mass and, as the discretization parameters tend to zero,…
We show the existence of "mild solutions" for a first-order mean field game of controls under the state constraint that trajectories be confined in a closed and bounded set in euclidean space. This extends the results of Cannarsa and…
We consider a finite-time stochastic drift control problem with the assumption that the control is bounded and the system is controlled until the state process leaves the half-line. Assuming general conditions, it is proved that the…
We study mean field games with unbounded coefficients. The existence of a solution is proved. We propose a new approach based on Fokker-Planck-Kolmogorov equations, the Ambrosio-Figalli-Trevisan superposition principle, the method of…
We establish the existence and uniqueness of a solution to the master equation for a mean field game of controls with absorption. The mean field game arises as a continuum limit of a dynamic game of exhaustible resources modeling Cournot…
We consider stochastic differential games with $N$ nearly identical players, linear-Gaussian dynamics, and infinite horizon discounted quadratic cost. Admissible controls are feedbacks for which the system is ergodic. We first study the…