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We consider a deterministic mean field games problem in which a typical agent solves an optimal control problem where the dynamics is affine with respect to the control and the cost functional has a growth which is polynomial with respect…

Optimization and Control · Mathematics 2023-05-03 Justina Gianatti , Francisco J. Silva , Ahmad Zorkot

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

In this paper, we study two kinds of inverse problems for Mean Field Games (MFGs) with common noise. Our focus is on MFGs described by a coupled system of stochastic Hamilton-Jacobi-Bellman and Fokker-Planck equations. Firstly, we establish…

Analysis of PDEs · Mathematics 2024-12-12 Qi Lü , Zhonghua Liao

Here, we prove the existence of smooth solutions for mean-field games with a singular mean-field coupling; that is, a coupling in the Hamilton-Jacobi equation of the form $g(m)=-m^{-\alpha}$. We consider stationary and time-dependent…

Analysis of PDEs · Mathematics 2016-11-23 Marco Cirant , Diogo A. Gomes , Edgard A. Pimentel , Héctor Sánchez-Morgado

We explore a mechanism of decision-making in Mean Field Games with myopic players. At each instant, agents set a strategy which optimizes their expected future cost by assuming their environment as immutable. As the system evolves, the…

Optimization and Control · Mathematics 2018-02-05 Charafeddine Mouzouni

An universal primal-dual approach of description equilibriums in large class of hierarchical congestion population games is proposed. At the very core of the approach is hierarchy of enclosed to each other transport networks. In different…

Optimization and Control · Mathematics 2016-03-09 Alexander Gasnikov , Evgenia Gasnikova , Sergey Matsievsky , Inna Usik

We consider a typical problem in Mean Field Games: the congestion case, where in the cost that agents optimize there is a penalization for passing through zones with high density of agents, in a deterministic framework. This equilibrium…

Analysis of PDEs · Mathematics 2011-11-04 Filippo Santambrogio

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

Here, we consider stationary monotone mean-field games (MFGs) and study the existence of weak solutions. First, we introduce a regularized problem that preserves the monotonicity. Next, using variational inequalities techniques, we prove…

Analysis of PDEs · Mathematics 2016-01-13 Rita Ferreira , Diogo Gomes

We analyze a fractional mean field game of controls system, showing existence of solutions when the order of the fractional Laplacian is $s\in(\frac{1}{2},1)$. Here the running cost depends on the distribution $\mu$ of not only the states…

Analysis of PDEs · Mathematics 2025-09-08 P. Jameson Graber , Elizabeth Matter , Jesus Ruiz Bolanos

This manuscript constructs global in time solutions to the $master\ equations$ for potential Mean Field Games. The study concerns a class of Lagrangians and initial data functions, which are $displacement\ convex$ and so, it may be in…

Analysis of PDEs · Mathematics 2021-10-19 Wilfrid Gangbo , Alpár R. Mészáros

The paper is devoted to the first-order mean field game system in the case when the distribution of players can contain atoms. The proposed definition of a generalized solution is based on the minimax approach to the Hamilton-Jacobi…

Analysis of PDEs · Mathematics 2014-04-21 Yurii Averboukh

In this paper we consider time-dependent mean-field games with subquadratic Hamiltonians and power-like local dependence on the measure. We establish existence of classical solutions under a certain set of conditions depending on both the…

Analysis of PDEs · Mathematics 2013-11-26 Diogo A. Gomes , Edgard Pimentel , Héctor Sánchez-Morgado

In this article, we introduce a method to approximate solutions of some variational mean field game problems with congestion, by finite sets of player trajectories. These trajectories are obtained by solving a minimization problem similar…

Optimization and Control · Mathematics 2022-01-14 Clément Sarrazin

We investigate mean field game systems under invariance conditions for the state space, otherwise called {\it viability conditions} for the controlled dynamics. First we analyze separately the Hamilton-Jacobi and the Fokker-Planck…

Analysis of PDEs · Mathematics 2019-03-18 Alessio Porretta , Michele Ricciardi

The standard formulation of the PDE system of Mean Field Games (MFG) requires the differentiability of the Hamiltonian. However in many cases, the structure of the underlying optimal problem leads to a convex but nondifferentiable…

Numerical Analysis · Mathematics 2025-02-17 Yohance A. P. Osborne , Iain Smears

We provide an existence result for stationary fractional mean field game systems, with fractional exponent greater than 1/2. In the case in which the coupling is a nonlocal regularizing potential, we obtain existence of solutions under…

Analysis of PDEs · Mathematics 2017-05-30 Annalisa Cesaroni , Marco Cirant , Serena Dipierro , Matteo Novaga , Enrico Valdinoci

In this paper, we investigate the Sobolev regularity for mean-field games in the whole space $\Rr^d$. This is achieved by combining integrability for the solutions of the Fokker-Planck equation with estimates for the Hamilton-Jacobi…

Analysis of PDEs · Mathematics 2014-08-29 Diogo Aguiar Gomes , Edgard Almeida Pimentel

In this note, we develop Fourier approximation methods for the solutions of first-order nonlocal mean-field games (MFG) systems. Using Fourier expansion techniques, we approximate a given MFG system by a simpler one that is equivalent to a…

Analysis of PDEs · Mathematics 2019-01-21 Levon Nurbekyan , Joao Saude

We study the homogenization properties in the small viscosity limit and in periodic environments of the (viscous) backward-forward mean-field games system. We consider separated Hamiltonians and provide results for systems with (i)…

Analysis of PDEs · Mathematics 2019-09-11 Pierre-Louis Lions , Panagiotis E. Souganidis
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