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We study a particular class of mean field games whose solutions can be formally connected to a scalar transport equation on the Wasserstein space of measures. For this class, we construct some interesting explicit examples of non-uniqueness…

Analysis of PDEs · Mathematics 2025-06-16 P. Jameson Graber

Motivated by the recent interests in asymmetric mean field games, this paper provides a general framework of Heterogeneous Mean Field Game (HMFG) that subsumes different formulations of graphon mean field games. The key feature of the HMFG…

Optimization and Control · Mathematics 2025-11-26 Bixing Qiao

This paper is devoted to the study of the long time behavior of Nash equilibria in Mean Field Games within the framework of displacement monotonicity. We first show that any two equilibria defined on the time horizon $[0,T]$ must be close…

Optimization and Control · Mathematics 2025-11-07 Marco Cirant , Alpár R. Mészáros

Here, we consider one-dimensional forward-forward mean-field games (MFGs) with congestion, which were introduced to approximate stationary MFGs. We use methods from the theory of conservation laws to examine the qualitative properties of…

Analysis of PDEs · Mathematics 2017-03-30 Diogo Gomes , Marc Sedjro

We study a mean-field game of optimal stopping and investigate the existence of strong solutions via a connection with the Bank-El Karoui's representation problem. Under certain continuity assumptions, where the common noise is generated by…

Optimization and Control · Mathematics 2025-07-28 Giorgio Ferrari , Anna Pajola

First, we study the existence of solutions for a class of first order mean field games systems \begin{equation*} \left\{\begin{aligned} &H(x,u,Du)=F(x,m(t)),\quad &&x\in M,\ \forall\ t\in[0,T],\\ &\partial_t…

Analysis of PDEs · Mathematics 2025-07-15 Xiaotian Hu

We study the existence of mountain-pass solutions to a potential-free mean-field game system in the whole space $\mathbb R^n$ under the mass-supercritical regime, assuming an aggregating local coupling and a $C^2$ Hamiltonian that is…

Functional Analysis · Mathematics 2026-04-03 Fanze Kong , Yonghui Tong , Xiaoyu Zeng

We are interested in the study of stochastic games for which each player faces an optimal stopping problem. In our setting, the players may interact through the criterion to optimise as well as through their dynamics. After briefly…

Probability · Mathematics 2025-09-03 Dylan Possamaï , Mehdi Talbi

We consider a class of mean field games in which the agents interact through both their states and controls, and we focus on situations in which a generic agent tries to adjust her speed (control) to an average speed (the average is made in…

Analysis of PDEs · Mathematics 2020-03-10 Y Achdou , Z Kobeissi

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

This paper introduces and analyses some models in the framework of Mean Field Games describing interactions between two populations motivated by the studies on urban settlements and residential choice by Thomas Schelling. For static games,…

Analysis of PDEs · Mathematics 2016-07-18 Yves Achdou , Martino Bardi , Marco Cirant

A theory of existence and uniqueness is developed for general stochastic differential mean field games with common noise. The concepts of strong and weak solutions are introduced in analogy with the theory of stochastic differential…

Probability · Mathematics 2015-05-21 Rene Carmona , Francois Delarue , Daniel Lacker

This paper studies the convergence problem for mean field games with common noise. We define a suitable notion of weak mean field equilibria, which we prove captures all subsequential limit points, as $n\to\infty$, of closed-loop…

Probability · Mathematics 2022-08-22 Daniel Lacker , Luc Le Flem

This paper revisits the well-studied \emph{optimal stopping} problem but within the \emph{large-population} framework. In particular, two classes of optimal stopping problems are formulated by taking into account the \emph{relative…

Optimization and Control · Mathematics 2022-06-08 Jianhui Huang , Tinghan Xie

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 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

The designs of many large-scale systems today, from traffic routing environments to smart grids, rely on game-theoretic equilibrium concepts. However, as the size of an $N$-player game typically grows exponentially with $N$, standard game…

Computer Science and Game Theory · Computer Science 2022-08-23 Paul Muller , Romuald Elie , Mark Rowland , Mathieu Lauriere , Julien Perolat , Sarah Perrin , Matthieu Geist , Georgios Piliouras , Olivier Pietquin , Karl Tuyls

Motivated by recent developments in mean-field games in ecology, in this paper we introduce a connection between the best response dynamics in evolutionary game theory, the minimization of the highest income of a game, and minimizing…

Optimization and Control · Mathematics 2024-11-13 Dante Kalise , Alessio Oliviero , Domènec Ruiz-Balet

In this paper, we address an instance of uniquely solvable mean-field game with a common noise whose corresponding counterpart without common noise has several equilibria. We study the selection problem for this mean-field game without…

Probability · Mathematics 2018-08-29 François Delarue , Rinel Foguen Tchuendom

This work is devoted to finding the closed-loop equilibria for a class of mean-field games (MFGs) with infinitely many symmetric players in a common switching environment when the cost functional is under general discount in time. There are…

Optimization and Control · Mathematics 2024-03-04 Hongwei Mei , Son Luu Nguyen , George Yin
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