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Mean-field games arise in various fields including economics, engineering, and machine learning. They study strategic decision making in large populations where the individuals interact via certain mean-field quantities. The ground metrics…

Optimization and Control · Mathematics 2020-07-23 Lisang Ding , Wuchen Li , Stanley Osher , Wotao Yin

First order kinetic mean field games formally describe the Nash equilibria of deterministic differential games where agents control their acceleration, asymptotically in the limit as the number of agents tends to infinity. The known results…

Analysis of PDEs · Mathematics 2022-07-12 Megan Griffin-Pickering , Alpár R. Mészáros

In this paper, we consider a first-order deterministic mean field game model inspired by crowd motion in which agents moving in a given domain aim to reach a given target set in minimal time. To model interaction between agents, we assume…

Optimization and Control · Mathematics 2022-02-21 Saeed Sadeghi Arjmand , Guilherme Mazanti

We establish the existence and uniqueness of weak and renormalized solutions to a degenerate, hypoelliptic Mean Field Games system with local coupling. An important step is to obtain $L^{\infty}-$bounds for solutions to a degenerate…

Analysis of PDEs · Mathematics 2023-10-13 Nikiforos Mimikos-Stamatopoulos

The objective of this paper is to analyze the existence of equilibria for a class of deterministic mean field games of controls. The interaction between players is due to both a congestion term and a price function which depends on the…

Optimization and Control · Mathematics 2022-01-19 Joseph Frédéric Bonnans , Justina Gianatti , Laurent Pfeiffer

Mean field games are studied in the framework of controlled martingale problems, and general existence theorems are proven in which the equilibrium control is Markovian. The framework is flexible enough to include degenerate volatility,…

Probability · Mathematics 2015-04-09 Daniel Lacker

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.…

Optimization and Control · Mathematics 2019-07-26 Jodi Dianetti , Giorgio Ferrari , Markus Fischer , Max Nendel

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

Analysis of PDEs · Mathematics 2017-04-14 Marco Cirant , Daniela Tonon

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 derive necessary optimality conditions for minimizers of regular functionals in the calculus of variations under smooth state constraints. In the literature, this classical problem is widely investigated. The novelty of our result lies…

Optimization and Control · Mathematics 2018-06-26 Piermarco Cannarsa , Rossana Capuani , Pierre Cardaliaguet

We investigate a mean field game model for the production of exhaustible resources. In this model, firms produce comparable goods, strategically set their production rate in order to maximise profit, and leave the market as soon as they…

Optimization and Control · Mathematics 2019-02-27 P. Jameson Graber , Charafeddine Mouzouni

This article focuses two issues related to the first-order discounted mean field games system. The first is the time discretization problem. The time discretization approach enables us to prove the existence of solutions (u,m) of the…

Analysis of PDEs · Mathematics 2025-09-19 Renato Iturriaga , Cristian Mendico , Kaizhi Wang , Yuchen Xu

We consider Mean Field Games without idiosyncratic but with Brownian type common noise. We introduce a notion of solutions of the associated backward-forward system of stochastic partial differential equations. We show that the solution…

Analysis of PDEs · Mathematics 2020-09-28 Pierre Cardaliaguet , Panagiotis Souganidis

We establish existence and uniqueness of solutions to evolutive fractional Mean Field Game systems with regularizing coupling, for any order of the fractional Laplacian $s\in(0,1)$. The existence is addressed via the vanishing viscosity…

Analysis of PDEs · Mathematics 2019-01-09 Marco Cirant , Alessandro Goffi

In this paper, we prove uniqueness of solutions of mean field equations with general boundary conditions for the critical and subcritical total mass regime, extending the earlier results for null Dirichlet boundary condition. The proof is…

Analysis of PDEs · Mathematics 2017-05-15 Changfeng Gui , Amir Moradifam

This paper establishes the existence of equilibria result of a class of mean field games with singular controls. The interaction takes place through both states and controls. A relaxed solution approach is used. To circumvent the tightness…

Optimization and Control · Mathematics 2022-05-10 Guanxing Fu

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

In this paper, we study first-order stationary monotone mean-field games (MFGs) with Dirichlet boundary conditions. While for Hamilton--Jacobi equations Dirichlet conditions may not be satisfied, here, we establish the existence of…

Analysis of PDEs · Mathematics 2018-04-20 Rita Ferreira , Diogo Gomes , Teruo Tada

We propose a numerical method for stationary Mean Field Games defined on a network. In this framework a correct approximation of the transition conditions at the vertices plays a crucial role. We prove existence, uniqueness and convergence…

Numerical Analysis · Mathematics 2015-11-23 Simone Cacace , Fabio Camilli , Claudio Marchi

This paper considers mean field games in a multi-agent Markov decision process (MDP) framework. Each player has a continuum state and binary action, and benefits from the improvement of the condition of the overall population. Based on an…

Optimization and Control · Mathematics 2021-01-05 Minyi Huang , Yan Ma