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Here, we study the existence and the convergence of solutions for the vanishing discount MFG problem with a quadratic Hamiltonian. We give conditions under which the discounted problem has a unique classical solution and prove convergence…

Analysis of PDEs · Mathematics 2019-08-20 Diogo A. Gomes , Hiroyoshi Mitake , Kengo Terai

Mean-field games (MFGs) are models for large populations of competing rational agents that seek to optimize a suitable functional. In the case of congestion, this functional takes into account the difficulty of moving in high-density areas.…

Analysis of PDEs · Mathematics 2017-10-05 David Evangelista , Rita Ferreira , Diogo A. Gomes , Levon Nurbekyan , Vardan Voskanyan

This article aims at quantifying the long time behavior of solutions of mean field PDE systems arising in the theory of Mean Field Games and McKean-Vlasov control. Our main contribution is to show well-posedness of the ergodic problem and…

Probability · Mathematics 2024-09-17 Alekos Cecchin , Giovanni Conforti , Alain Durmus , Katharina Eichinger

About thirty years ago we looked for "minimal assumptions" on the data which guarantee that solutions to the $\,2-D\,$ evolution Euler equations in a bounded domain are classical. Classical means here that all the derivatives appearing in…

Analysis of PDEs · Mathematics 2015-02-05 Hugo Beirao da Veiga

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

This manuscript discusses planning problems for first- and second-order one-dimensional mean-field games (MFGs). These games are comprised of a Hamilton-Jacobi equation coupled with a Fokker-Planck equation. Applying Poincar\'e's Lemma to…

Analysis of PDEs · Mathematics 2021-04-27 Tigran Bakaryan , Rita Ferreira , Diogo Gomes

This paper deals with boundedness results for weak solutions of an elliptic equation where the functions are Carath\'eodory functions satisfying certain $p$-structure conditions that have critical growth even on the boundary. Based on a…

Analysis of PDEs · Mathematics 2018-11-06 Greta Marino , Patrick Winkert

In this paper, we prove the existence of classical solutions for time dependent mean-field games with a logarithmic nonlinearity and subquadratic Hamiltonians. Because the logarithm is unbounded from below, this nonlinearity poses…

Analysis of PDEs · Mathematics 2015-02-27 Diogo Aguiar Gomes , Edgard Almeida Pimentel

Mean field Game (MFG) Partial Differential Inclusions (PDI) are generalizations of the system of Partial Differential Equations (PDE) of Lasry and Lions to situations where players in the game may have possibly nonunique optimal controls,…

Optimization and Control · Mathematics 2025-09-15 Yohance A. P. Osborne , Iain Smears

Here, we prove the existence of solutions to first-order mean-field games (MFGs) arising in optimal switching. First, we use the penalization method to construct approximate solutions. Then, we prove uniform estimates for the penalized…

Analysis of PDEs · Mathematics 2016-10-04 Diogo A. Gomes , Stefania Patrizi

This paper is devoted to finite horizon deterministic mean field games in which the state space is a network. The agents control their velocity, and when they occupy a vertex, they can enter into any incident edge. The running and terminal…

Optimization and Control · Mathematics 2023-11-21 Yves Achdou , Paola Mannucci , Claudio Marchi , Nicoletta Tchou

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

We address the problem of existence and (non-)uniqueness of solutions $\big(c,u(\cdot),\mu\big)$ to ergodic mean-field games in the whole space $\mathbb{R}^{m}$ with unbounded and merely measurable data, and for non-separable Hamiltonian.…

Analysis of PDEs · Mathematics 2023-11-09 Hicham Kouhkouh

We consider a class of deterministic mean field games, where the state associated with each player evolves according to an ODE which is linear w.r.t. the control. Existence, uniqueness, and stability of solutions are studied from the point…

Optimization and Control · Mathematics 2022-10-27 Alberto Bressan , Khai T. Nguyen

In this paper we study elliptic equations with a nonlinear conormal derivative boundary condition involving nonstandard growth terms. By means of the localization method and De Giorgi's iteration technique we derive global a priori bounds…

Analysis of PDEs · Mathematics 2015-10-05 Patrick Winkert , Rico Zacher

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

This work is mainly concerned with the so-called limit theory for mean-field games. Adopting the weak formulation paradigm put forward by Carmona and Lacker, we consider a fully non-Markovian setting allowing for drift control and…

Probability · Mathematics 2023-12-25 Dylan Possamaï , Ludovic Tangpi

In this note we prove the uniqueness of solutions to a class of Mean Field Games systems subject to possibly degenerate individual noise. Our results hold true for arbitrary long time horizons and for general non-separable Hamiltonians that…

Analysis of PDEs · Mathematics 2023-08-23 Alpár R. Mészáros , Chenchen Mou

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

We consider the linear elliptic systems or equations in divergence form with periodically oscillating coefficients. We prove the large-scale boundary Lipschitz estimate for the weak solutions in domains satisfying the so-called…

Analysis of PDEs · Mathematics 2021-04-05 Jinping Zhuge