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Related papers: Weak KAM theory for potential MFG

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Here, we develop numerical methods for finite-state mean-field games (MFGs) that satisfy a monotonicity condition. MFGs are determined by a system of differential equations with initial and terminal boundary conditions. These non-standard…

Numerical Analysis · Mathematics 2017-05-02 Diogo Gomes , Joao Saude

The framework of Mean-field Games (MFGs) is used for modelling the collective dynamics of large populations of non-cooperative decision-making agents. We formulate and analyze a kinetic MFG model for an interacting system of non-cooperative…

Optimization and Control · Mathematics 2024-07-29 Piyush Grover , Mandy Huo

In this review we survey the literature on mean-field coupled maps. We start with the early works from the physics literature, arriving to some recent results from ergodic theory studying the thermodynamic limit of globally coupled maps and…

Dynamical Systems · Mathematics 2022-11-22 Matteo Tanzi

In this paper, we investigate the mean field games with $K$ classes of agents who are weakly coupled via the empirical measure. The underlying dynamics of the representative agents is assumed to be a controlled nonlinear Markov process…

Probability · Mathematics 2012-04-09 Vassili N. Kolokoltsov , Jiajie Li , Wei Yang

Log-linear learning has been extensively studied in both the game theoretic and distributed control literature. It is appealing for many applications because it often guarantees that the agents' collective behavior will converge in…

Computer Science and Game Theory · Computer Science 2015-11-19 Holly Borowski , Jason Marden

In this expository article, we give an overview of the concept of potential mean field games of first order. We give a new proof that minimizers of the potential are equilibria by using a Lagrangian formulation. We also provide criteria to…

Analysis of PDEs · Mathematics 2024-12-20 P. Jameson Graber

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 study mean field games with scalar It{\^o}-type dynamics and costs that are submodular with respect to a suitable order relation on the state and measure space. The submodularity assumption has a number of interesting consequences.…

Optimization and Control · Mathematics 2019-07-26 Jodi Dianetti , Giorgio Ferrari , Markus Fischer , Max Nendel

We consider a class of $N$-player games and mean-field games of singular controls with ergodic performance criterion, providing a benchmark case for irreversible investment games featuring mean-field interaction and strategic…

Optimization and Control · Mathematics 2025-04-30 Federico Cannerozzi , Giorgio Ferrari

The paper is concerned with the feedback approach to the deterministic mean field type differential games. Previously, it was shown that suboptimal strategies in the mean field type differential game can constructed based on functions of…

Optimization and Control · Mathematics 2019-03-28 Yurii Averboukh

This chapter examines monotonicity techniques in the theory of mean-field games(MFGs). Originally, monotonicity ideas were used to establish the uniqueness of solutions for MFGs. Later, monotonicity methods and monotone operators were…

Analysis of PDEs · Mathematics 2025-02-28 Rita Ferreira , Diogo Gomes , Teruo Tada

Subject to reasonable conditions, in large population stochastic dynamics games, where the agents are coupled by the system's mean field (i.e. the state distribution of the generic agent) through their nonlinear dynamics and their nonlinear…

Optimization and Control · Mathematics 2019-05-28 Nevroz Sen , Peter E. Caines

We establish the existence and uniqueness of a solution to the master equation for a mean field game of controls with absorption. The mean field game arises as a continuum limit of a dynamic game of exhaustible resources modeling Cournot…

Analysis of PDEs · Mathematics 2022-08-25 P. Jameson Graber , Ronnie Sircar

Motivated by the recent applications of game-theoretical learning techniques to the design of distributed control systems, we study a class of control problems that can be formulated as potential games with continuous action sets, and we…

Optimization and Control · Mathematics 2014-12-03 Steven Perkins , Panayotis Mertikopoulos , David S. Leslie

We consider $N$-player games, in continuous time, finite state space and finite time horizon, on a geometrical structure possessing a macroscopic limit in a suitable sense. This geometrical structure breaks the permutation invariance…

Optimization and Control · Mathematics 2024-10-07 Francesca Albertini , Paolo Dai Pra

We consider games played on graphs with the winning conditions for the players specified as weak-parity conditions. In weak-parity conditions the winner of a play is decided by looking into the set of states appearing in the play, rather…

Logic in Computer Science · Computer Science 2008-12-18 Krishnendu Chatterjee

We consider N-body problems with homogeneous potential $1/r^{2\kappa}$ where $\kappa\in(0,1)$, including the Newtonian case ($\kappa=1/2$). Given $R>0$ and $T>0$, we find a uniform upper bound for the minimal action of paths binding in time…

Dynamical Systems · Mathematics 2015-02-24 Ezequiel Maderna

We study a class of deterministic mean field games and related optimal control problems, with a finite time horizon and in which the state space is a network. An agent controls her velocity, and, when she occupies a vertex, she can either…

Optimization and Control · Mathematics 2025-11-25 Yves Achdou , Claudio Marchi , Nicoletta Tchou

The mean field games system is a coupled pair of nonlinear partial differential equations arising in differential game theory, as a limit as the number of agents tends to infinity. We prove existence and uniqueness of classical solutions…

Analysis of PDEs · Mathematics 2020-01-28 David M. Ambrose

The model of weak measurements is applied to various problems, related to the time problem in quantum mechanics. The review and generalization of the theoretical analysis of the time problem in quantum mechanics based on the concept of weak…

Quantum Physics · Physics 2015-06-26 J. Ruseckas , B. Kaulakys