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We prove well-posedness of a class of kinetic-type Mean Field Games, which typically arise when agents control their acceleration. Such systems include independent variables representing the spatial position as well as velocity. We consider…

Analysis of PDEs · Mathematics 2024-03-20 David M. Ambrose , Megan Griffin-Pickering , Alpár R. Mészáros

We study a class of linear-quadratic stochastic differential games in which each player interacts directly only with its nearest neighbors in a given graph. We find a semi-explicit Markovian equilibrium for any transitive graph, in terms of…

Probability · Mathematics 2021-09-27 Daniel Lacker , Agathe Soret

We search for non-constant normalized solutions to the semilinear elliptic system \[ \begin{cases} - \nu \Delta v_i + g_i(v_j^2) v_i = \lambda_i v_i,\quad v_i>0 & \text{in $\Omega$} \\ \partial_n v_i = 0 & \text{on $\partial \Omega$}\\…

Analysis of PDEs · Mathematics 2015-12-01 Marco Cirant , Gianmaria Verzini

We investigate mean-field games from the point of view of a large number of indistinguishable players which eventually converges to infinity. The players are weakly coupled via their empirical measure. The dynamics of the states of the…

Optimization and Control · Mathematics 2017-02-21 Rani Basna , Astrid Hilbert , Vassili N. Kolokoltsov

Mean field games are limit models for symmetric $N$-player games with interaction of mean field type as $N\to\infty$. The limit relation is often understood in the sense that a solution of a mean field game allows to construct approximate…

Probability · Mathematics 2017-05-29 Markus Fischer

In this paper we provide the existence of classical solutions to stationary mean field game systems in the whole space $\mathbb{R}^N$, with coercive potential and aggregating local coupling, under general conditions on the Hamiltonian. The…

Analysis of PDEs · Mathematics 2018-10-17 Annalisa Cesaroni , Marco Cirant

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

We study first order evolutive Mean Field Games whose operators are non-coercive. This situation occurs, for instance, when some directions are `forbidden' to the generic player at some points. Under some regularity assumptions, we…

Analysis of PDEs · Mathematics 2019-03-14 Paola Mannucci , Claudio Marchi , Carlo Mariconda , Nicoletta Tchou

We study an ergodic mean field game problem with state constraints. In our model the agents are affected by idiosyncratic noise and use a (singular) feedback control to prevent the Brownian motion from exiting the domain. We characterize…

Analysis of PDEs · Mathematics 2023-10-05 Alessio Porretta , Michele Ricciardi

This thesis is going to give a gentle introduction to Mean Field Games. It aims to produce a coherent text beginning for simple notions of deterministic control theory progressively to current Mean Field Games theory. The framework…

Optimization and Control · Mathematics 2019-07-03 Athanasios Vasiliadis

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

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

Traditional solvable optimal control theory predominantly focuses on quadratic costs due to their analytical tractability, yet they often fail to capture critical non-linearities inherent in real-world systems including water, energy,…

Optimization and Control · Mathematics 2025-05-22 Julian Barreiro-Gomez , Tyrone E. Duncan , Bozenna Pasik-Duncan , Hamidou Tembine

We consider mean field games with discrete state spaces (called discrete mean field games in the following) and we analyze these games in continuous and discrete time, over finite as well as infinite time horizons. We prove the existence of…

Optimization and Control · Mathematics 2019-09-04 Josu Doncel , Nicolas Gast , Bruno Gaujal

Mean field games (MFGs) offer a versatile framework for modeling large-scale interactive systems across multiple domains. This paper builds upon a previous work, by developing a state-of-the-art unified approach to decode or design the…

Analysis of PDEs · Mathematics 2025-01-22 Hongyu Liu , Catharine W. K. Lo

This work introduces a new general approach for the numerical analysis of stable equilibria to second order mean field games systems in cases where the uniqueness of solutions may fail. For the sake of simplicity, we focus on a simple…

Analysis of PDEs · Mathematics 2024-10-30 Jules Berry , Olivier Ley , Francisco J Silva

This paper establishes the existence of equilibria result of a class of mean field games with singular controls. The interaction takes place through both states and controls. A relaxed solution approach is used. To circumvent the tightness…

Optimization and Control · Mathematics 2022-05-10 Guanxing Fu

We introduce a zero-sum game problem of mean-field type as an extension of the classical zero-sum Dynkin game problem to the case where the payoff processes might depend on the value of the game and its probability law. We establish…

Optimization and Control · Mathematics 2022-05-06 Boualem Djehiche , Roxana Dumitrescu

This paper considers mean field games in a multi-agent Markov decision process (MDP) framework. Each player has a continuum state and binary action. By active control, a player can bring its state to a resetting point. All players are…

Optimization and Control · Mathematics 2017-01-25 Minyi Huang , Yan Ma

The main purpose of this paper is to approximate several non-local evolution equations by zero-sum repeated games in the spirit of the previous works of Kohn and the second author (2006 and 2009): general fully non-linear parabolic…

Analysis of PDEs · Mathematics 2010-12-07 Cyril Imbert , Sylvia Serfaty