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The goal of this paper is to show existence of short-time classical solutions to the so called Master Equation of \emph{first order} Mean Field Games, which can be thought of as the limit of the corresponding master equation of a stochastic…

Analysis of PDEs · Mathematics 2019-08-20 Sergio Mayorga

We study a family of mean field games with a state variable evolving as a multivariate jump diffusion process. The jump component is driven by a Poisson process with a time-dependent intensity function. All coefficients, i.e. drift,…

Probability · Mathematics 2020-07-14 Chiara Benazzoli , Luciano Campi , Luca Di Persio

The paper is concerned with the dependence of the solution of the deterministic mean field game on the initial distribution of players. The main object of study is the mapping which assigns to the initial time and the initial distribution…

Optimization and Control · Mathematics 2019-02-27 Yurii Averboukh

The goal of the paper is to introduce a formulation of the mean field game with major and minor players as a fixed point on a space of controls. This approach emphasizes naturally the role played by McKean-Vlasov dynamics in some of the…

Probability · Mathematics 2016-10-19 Rene Carmona , Peiqi Wang

The goal of this paper is to investigate an instance of the tragedy of the commons in spatially distributed harvesting games. The model we choose is that of a fishes' population that is governed by a parabolic bistable equation and that…

Analysis of PDEs · Mathematics 2023-03-06 Ziad Kobeissi , Idriss Mazari-Fouquer , Domenec Ruiz-Balet

Mean Field Games provide a powerful framework to analyze the dynamics of a large number of controlled objects in interaction. Though these models are much simpler than the underlying differential games they describe in some limit, their…

Physics and Society · Physics 2020-07-15 Thibault Bonnemain , Thierry Gobron , Denis Ullmo

We propose a game-theoretic dynamics of a population of replicating individuals. It consists of two parts: the standard replicator one and a migration between two different habitats. We consider symmetric two-player games with two…

Populations and Evolution · Quantitative Biology 2007-05-23 Jacek Miekisz , Tadeusz Platkowski

In this paper, we consider a mean field game model inspired by crowd motion where agents aim to reach a closed set, called target set, in minimal time. Congestion phenomena are modeled through a constraint on the velocity of an agent that…

Optimization and Control · Mathematics 2022-12-23 Saeed Sadeghi Arjmand , Guilherme Mazanti

Evolutionary game theory is a common framework to study the evolution of cooperation, where it is usually assumed that the same game is played in all interactions. Here, we investigate a model where the game that is played by two…

Physics and Society · Physics 2015-10-21 Marco A. Amaral , Jafferson K. L. da Silva , Lucas Wardil

We discuss a class of explicitly solvable mean field type control problems/mean field games with a clear economic interpretation. More precisely, we consider long term average impulse control problems with underlying general one-dimensional…

Optimization and Control · Mathematics 2021-04-28 Sören Christensen , Berenice Anne Neumann , Tobias Sohr

We study a dynamic game with a large population of players who choose actions from a finite set in continuous time. Each player has a state in a finite state space that evolves stochastically with their actions. A player's reward depends…

Systems and Control · Electrical Eng. & Systems 2025-11-06 Leonardo Pedroso , Andrea Agazzi , W. P. M. H. Heemels , Mauro Salazar

For two classes of Mean Field Game systems we study the convergence of solutions as the interest rate in the cost functional becomes very large, modeling agents caring only about a very short time-horizon, and the cost of the control…

Optimization and Control · Mathematics 2020-04-10 Martino Bardi , Pierre Cardaliaguet

We examine the long-run behavior of a wide range of dynamics for learning in nonatomic games, in both discrete and continuous time. The class of dynamics under consideration includes fictitious play and its regularized variants, the…

Computer Science and Game Theory · Computer Science 2021-07-06 Saeed Hadikhanloo , Rida Laraki , Panayotis Mertikopoulos , Sylvain Sorin

We introduce a simple class of mean field games with absorbing boundary over a finite time horizon. In the corresponding $N$-player games, the evolution of players' states is described by a system of weakly interacting It\^o equations with…

Probability · Mathematics 2017-09-28 Luciano Campi , Markus Fischer

The general picture of game theoretic modeling dealt with here is characterized by a set of big players, also referred to as principals or major agents, acting on the background of large pools of small players, the impact of the behavior of…

Optimization and Control · Mathematics 2019-11-12 Vassili N. Kolokoltsov , Oleg A. Malafeyev

Evolutionary game dynamics is one of the most fruitful frameworks for studying evolution in different disciplines, from Biology to Economics. Within this context, the approach of choice for many researchers is the so-called replicator…

Populations and Evolution · Quantitative Biology 2009-11-14 Carlos P. Roca , José A. Cuesta , Angel Sánchez

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

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

The game interactions among individuals in nature are often uncertain and dynamically evolving, significantly influencing the persistence of cooperation. However, it remains a formidable challenge to effectively characterize these dynamic…

Computer Science and Game Theory · Computer Science 2026-03-24 Bin Pi , Minyu Feng , Liang-Jian Deng , Xiaojie Chen , Attila Szolnoki

Mating preferences of many biological species are not constant but season-dependent. Within the framework of evolutionary game theory this can be modeled with two finite opposite-sex populations playing against each other following the…

Populations and Evolution · Quantitative Biology 2015-08-13 Olena Tkachenko , Juzar Thingna , Sergey Denisov , Vasily Zaburdaev , Peter Hänggi
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