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We consider the variational approach to prove the existence of solutions of second order stationary Mean Field Games on a bounded domain $\Omega\subseteq \mathbb{R}^{d}$, with Neumann boundary conditions, and with and without density…

Analysis of PDEs · Mathematics 2017-04-19 Alpár Richárd Mészáros , Francisco J. Silva

We consider a class of systems of time dependent partial differential equations which arise in mean field type models with congestion. The systems couple a backward viscous Hamilton-Jacobi equation and a forward Kolmogorov equation both…

Analysis of PDEs · Mathematics 2017-06-27 Yves Achdou , Alessio Porretta

This paper is concerned with the study of a model case of first order Hamilton-Jacobi equations posed on a "junction", that is to say the union of a finite number of half-lines with a unique common point. The main result is a comparison…

Analysis of PDEs · Mathematics 2013-03-11 Cyril Imbert , Régis Monneau , Hasnaa Zidani

A recent paper by Cordero-Erausquin and Klartag provides a characterization of the measures $\mu$ on $\R^d$ which can be expressed as the moment measures of suitable convex functions $u$, i.e. are of the form $(\nabla u)\_\\#e^{- u}$ for…

Functional Analysis · Mathematics 2015-07-16 Filippo Santambrogio

A standard assumption in mean-field game (MFG) theory is that the coupling between the Hamilton-Jacobi equation and the transport equation is monotonically non-decreasing in the density of the population. In many cases, this assumption…

Analysis of PDEs · Mathematics 2016-11-29 Diogo A. Gomes , Levon Nurbekyan , Mariana Prazeres

We prove that the viscosity solution to a Hamilton-Jacobi equation with a smooth convex Hamiltonian of the form $H(x,p)$ is differentiable with respect to the initial condition. Moreover, the directional G\^ateaux derivatives can be…

Optimization and Control · Mathematics 2022-01-03 Carlos Esteve-Yagüe , Enrique Zuazua

In this paper we consider a mean field optimal control problem with an aggregation-diffusion constraint, where agents interact through a potential, in the presence of a Gaussian noise term. Our analysis focuses on a PDE system coupling a…

Analysis of PDEs · Mathematics 2019-09-25 Jose A. Carrillo , Edgard A. Pimentel , Vardan K. Voskanyan

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 propose and study several inverse problems for the mean field games (MFG) system in a bounded domain. Our focus is on simultaneously recovering the running cost and the Hamiltonian within the MFG system by the associated boundary…

Optimization and Control · Mathematics 2024-03-05 Hongyu Liu , Shen Zhang

The formulation of Mean Field Games (MFG) typically requires continuous differentiability of the Hamiltonian in order to determine the advective term in the Kolmogorov--Fokker--Planck equation for the density of players. However, in many…

Numerical Analysis · Mathematics 2024-04-03 Yohance A. P. Osborne , Iain Smears

We present a method for optimal coordination of multiple vehicle teams when multiple endpoint configurations are equally desirable, such as seen in the autonomous assembly of formation flight. The individual vehicles' positions in the…

Robotics · Computer Science 2021-04-20 Matthew R. Kirchner , Mark J. Debord , João P. Hespanha

This work deals with a numerical method for solving a mean-field type control problem with congestion. It is the continuation of an article by the same authors, in which suitably defined weak solutions of the system of partial differential…

Analysis of PDEs · Mathematics 2016-11-08 Yves Achdou , Mathieu Lauriere

We study the existence of classical solutions to a broad class of local, first order, forward-backward Extended Mean Field Games systems, that includes standard Mean Field Games, Mean Field Games with congestion, and mean field type control…

Analysis of PDEs · Mathematics 2023-01-12 Sebastian Munoz

This article presents the variant of the approach introduced in the recent work of Bensoussan, Wong, Yam and Yuan [13] to the generic first-order mean field game problem. A major contribution here is the provision of new crucial a priori…

Optimization and Control · Mathematics 2023-12-13 Alain Bensoussan , Tak Kwong Wong , Sheung Chi Phillip Yam , Hongwei Yuan

In \cite{WWY}, the authors provided an implicit variational principle for the contact Hamilton's equations \begin{align*} \left\{ \begin{array}{l} \dot{x}=\frac{\partial H}{\partial p}(x,u,p),\\ \dot{p}=-\frac{\partial H}{\partial…

Dynamical Systems · Mathematics 2018-02-06 Kaizhi Wang , Lin Wang , Jun Yan

We consider the one-dimensional stationary first-order mean-field game (MFG) system with the coupling between the Hamilton-Jacobi equation and the transport equation. In both cases that the coupling is strictly increasing and decreasing…

Analysis of PDEs · Mathematics 2018-05-29 Yiru Cai , Haobo Qi , Yi Tan , Xifeng Su

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 study minimax (generalized) solutions of a Cauchy problem for a (first-order) path-dependent Hamilton--Jacobi equation with co-invariant derivatives under a right-end boundary condition. Under assumptions on the Hamiltonian that are more…

Optimization and Control · Mathematics 2026-03-18 Mikhail Gomoyunov

We present a partial-differential-equation-based optimal path-planning framework for curvature constrained motion, with application to vehicles in 2- and 3-spatial-dimensions. This formulation relies on optimal control theory, dynamic…

Numerical Analysis · Mathematics 2024-04-17 Christian Parkinson , Isabelle Boyle

We consider a system of mean field games with local coupling in the deterministic limit. Under general structure conditions on the Hamiltonian and coupling, we prove existence and uniqueness of the weak solution, characterizing this…

Optimization and Control · Mathematics 2014-01-09 Pierre Cardaliaguet , Philip Jameson Graber