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Quasi-stationary Mean Field Games models consider agents who base their strategies on current information without forecasting future states. In this paper we address the first-order quasi-stationary Mean Field Games system, which involves…

Optimization and Control · Mathematics 2024-09-30 Fabio Camilli , Claudio Marchi , Cristian Mendico

We develop the linear programming approach to mean-field games in a general setting. This relaxed control approach allows to prove existence results under weak assumptions, and lends itself well to numerical implementation. We consider…

Optimization and Control · Mathematics 2020-11-24 Roxana Dumitrescu , Marcos Leutscher , Peter Tankov

In this work we propose a fully-discrete Semi-Lagrangian scheme for a {\it first order mean field game system}. We prove that the resulting discretization admits at least one solution and, in the scalar case, we prove a convergence result…

Numerical Analysis · Mathematics 2013-07-11 E. Carlini , F. J. Silva

We study Nash equilibria for the deterministic ergodic N-players game. We introduce pure strategies, mixed strategies and Nash equilibria associated with those. We show that a Nash equilibrium in mixed strategies exists and it is a Mather…

Optimization and Control · Mathematics 2023-04-04 Cristian Mendico

Spatial evolutionary games model individuals who are distributed in a spatial domain and update their strategies upon playing a normal form game with their neighbors. We derive integro-differential equations as deterministic approximations…

Probability · Mathematics 2010-07-06 Sung-Ha Hwang , Markos Katsoulakis , Luc Rey-Bellet

In this paper we study a mean-field games system with Dirichlet boundary conditions in a closed domain and in a mean-field of control setting, that is in which the dynamics of each agent is affected not only by the average position of the…

Optimization and Control · Mathematics 2023-06-21 Mattia Bongini , Francesco Salvarani

The local navigation of pedestrians amid a crowd is generally believed to involve no anticipation beyond (at best) the avoidance of the most imminent collisions. We show that current models rooted in this belief fail to reproduce some key…

In this note we study a new class of alignment models with self-propulsion and Rayleigh-type friction forces, which describes the collective behavior of agents with individual characteristic parameters. We describe the long time dynamics…

Analysis of PDEs · Mathematics 2020-09-28 Daniel Lear , David N. Reynolds , Roman Shvydkoy

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

In this paper we derive and analyse mean-field models for the dynamics of groups of individuals undergoing a random walk. The random motion of individuals is only influenced by the perceived densities of the different groups present as well…

We propose a new mean-field game model with two states to study synchronization phenomena, and we provide a comprehensive characterization of stationary and dynamic equilibria along with their stability properties. The game undergoes a…

Optimization and Control · Mathematics 2024-08-21 Felix Höfer , H. Mete Soner

This paper concerns a Mean Field Game (MFG) system related to a Nash type equilibrium for dynamical games associated to large populations. One shows that the MFG system may be viewed as the Euler-Lagrange system for an optimal control…

Optimization and Control · Mathematics 2025-03-21 Stefana-Lucia Anita

This paper studies the connections between mean-field games and the social welfare optimization problems. We consider a mean field game in functional spaces with a large population of agents, each of which seeks to minimize an individual…

Optimization and Control · Mathematics 2016-09-27 Sen Li , Wei Zhang , Lin Zhao

For a class of finite horizon first order mean field games and associated N-player games, we give a simple proof of convergence of symmetric N-player Nash equilibria in distributed open-loop strategies to solutions of the mean field game in…

Optimization and Control · Mathematics 2019-03-11 Markus Fischer , Francisco J. Silva

Mean field games are studied by means of the weak formulation of stochastic optimal control. This approach allows the mean field interactions to enter through both state and control processes and take a form which is general enough to…

Probability · Mathematics 2015-04-09 Rene Carmona , Daniel Lacker

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

We investigate a Cucker-Smale-type flocking model for multi-agent systems that move with constant speed. The model incorporates both kinematic observables and internal energy (temperatures) in the agents' interactions. Traditionally,…

Classical Analysis and ODEs · Mathematics 2023-04-04 Hyunjin Ahn , Junhyeok Byeon , Seung-Yeal Ha

In this work, we study a class of stationary mean-field games of singular stochastic control under model uncertainty. The representative agent adjusts the dynamics of an It\^o diffusion via one-sided singular stochastic control, aiming to…

Optimization and Control · Mathematics 2025-05-14 Giorgio Ferrari , Ioannis Tzouanas

The aim of this paper is to study the long time behavior of solutions to deterministic mean field games systems on Euclidean space. This problem was addressed on the torus ${\mathbb T}^n$ in [P. Cardaliaguet, {\it Long time average of first…

Optimization and Control · Mathematics 2019-12-11 Piermarco Cannarsa , Wei Cheng , Cristian Mendico , Kaizhi Wang

Consider a flock of birds that fly interacting between them. The interactions are modelled through a hierarchical system in which each bird, at each time step, adjusts its own velocity according to his past velocity and a weighted mean of…

Probability · Mathematics 2009-12-24 Federico Dalmao , Ernesto Mordecki
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