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In this paper we study mean field games with possibly multiple mean field equilibria. Instead of focusing on the individual equilibria, we propose to study the set of values over all possible equilibria, which we call the set value of the…

Optimization and Control · Mathematics 2024-03-19 Melih Iseri , Jianfeng Zhang

We introduce and analyse a class of weighted Sobolev spaces with mixed weights on angular domains. The weights are based on both the distance to the boundary and the distance to the one vertex of the domain. Moreover, we show how the…

Analysis of PDEs · Mathematics 2024-09-30 Petru A. Cioica-Licht , Cornelia Schneider , Markus Weimar

This paper proposes a multiscale method for solving the numerical solution of mean field games which accelerates the convergence and addresses the problem of determining the initial guess. Starting from an approximate solution at the…

Numerical Analysis · Mathematics 2022-01-11 Haoya Li , Yuwei Fan , Lexing Ying

We give a new proof of Aubin's improvement of the Sobolev inequality on $\mathbb{S}^{n}$ under the vanishing of first order moments of the area element and generalize it to higher order moments case. By careful study of an extremal problem…

Classical Analysis and ODEs · Mathematics 2021-02-26 Fengbo Hang , Xiaodong Wang

We consider a mean field game with common noise in which the diffusion coefficients may be controlled. We prove existence of a weak relaxed solution under some continuity conditions on the coefficients. We then show that, when there is no…

Probability · Mathematics 2020-05-18 Adrien Barrasso , Nizar Touzi

In this paper we study weakly hyperbolic second order equations with time dependent irregular coefficients. This means to assume that the coefficients are less regular than H\"older. The characteristic roots are also allowed to have…

Analysis of PDEs · Mathematics 2015-10-13 Claudia Garetto , Michael Ruzhansky

In this paper, we introduce and study a first-order mean-field game obstacle problem. We examine the case of local dependence on the measure under assumptions that include both the logarithmic case and power-like nonlinearities. Since the…

Analysis of PDEs · Mathematics 2014-10-28 Diogo Gomes , Stefania Patrizi

We investigate inverse backward-in-time problems for a class of second-order degenerate Mean-Field Game (MFG) systems. More precisely, given the final datum $(u(\cdot, T),m(\cdot, T))$ of a solution to the one-dimensional mean-field game…

Analysis of PDEs · Mathematics 2025-05-21 S. E. Chorfi , A. Habbal , M. Jahid , L. Maniar , A. Ratnani

We consider an inhomogeneous initial-boundary value problem for a Petrovskii parabolic system of second order PDEs. We prove that this problem induces isomorphisms between appropriate anisotropic generalized Sobolev spaces. The regularity…

Analysis of PDEs · Mathematics 2021-03-31 Aleksandr Dyachenko , Valerii Los

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

In this paper, we study parabolic equations in divergence form with coefficients that are singular degenerate as some Muckenhoupt weight functions in one spatial variable. Under certain conditions, weighted reverse H\"{o}lder's inequalities…

Analysis of PDEs · Mathematics 2018-11-16 Hongjie Dong , Tuoc Phan

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 Sobolev inequality and the existence of its extremal functions in the setting of homogeneous H\"{o}rmander vector fields. A principal result establishes a mutual inclusion between the set of volume growth rates of subunit balls…

Analysis of PDEs · Mathematics 2025-07-22 Hua Chen , Hong-Ge Chen , Jin-Ning Li

We study a degenerate second order mean field game (MFG) system in a Hilbert space $H$ which couples a Fokker--Planck equation describing the evolution of probability measures on $H$ with a Hamilton--Jacobi--Bellman (HJB) equation for the…

Analysis of PDEs · Mathematics 2026-05-14 Andrzej Święch , Lukas Wessels

We obtain some regularity results for solutions to vectorial $p$-Laplace equations $$ -{\boldsymbol \Delta}_p{\boldsymbol u}=-\operatorname{\bf div}(|D{\boldsymbol u}|^{p-2}D{\boldsymbol u}) = {\boldsymbol f}(x,{\boldsymbol u})\,\, \mbox{…

Analysis of PDEs · Mathematics 2024-03-13 Luigi Montoro , Luigi Muglia , Berardino Sciunzi , Domenico Vuono

We prove the global-in-time well-posedness for a broad class of mean field game problems, which is beyond the special linear-quadratic setting, as long as the mean field sensitivity is not too large. Through the stochastic maximum…

Optimization and Control · Mathematics 2025-01-23 Alain Bensoussan , Ho Man Tai , Tak Kwong Wong , Sheung Chi Phillip Yam

We present the notion of monotone solution of mean field games master equations in the case of a continuous state space. We establish the existence, uniqueness and stability of such solutions under standard assumptions. This notion allows…

Analysis of PDEs · Mathematics 2023-10-27 Charles Bertucci

This work investigates the Sobolev regularity of solutions to perturbed fractional 1-Laplace equations. Under the assumption that weak solutions are locally bounded, we establish that the regularity properties are analogous to those…

Analysis of PDEs · Mathematics 2025-10-17 Dingding Li , Chao Zhang

In this article we present a new strategy of addressing the (variable coefficient) thin obstacle problem. Our approach is based on a (variable coefficient) Carleman estimate. This yields semi-continuity of the vanishing order, lower and…

Analysis of PDEs · Mathematics 2015-06-01 Herbert Koch , Angkana Rüland , Wenhui Shi

We prove well-posedness and higher-order regularity for a linear structurally damped plate equation with inhomogeneous Dirichlet--Neumann boundary conditions on the half-space and on bounded domains. To this end, we study maximal regularity…

Analysis of PDEs · Mathematics 2026-03-02 Robert Denk , Floris Roodenburg