Related papers: Stationary fully nonlinear mean-field games
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…
This paper introduces and analyses some models in the framework of Mean Field Games describing interactions between two populations motivated by the studies on urban settlements and residential choice by Thomas Schelling. For static games,…
Here, we consider one-dimensional forward-forward mean-field games (MFGs) with congestion, which were introduced to approximate stationary MFGs. We use methods from the theory of conservation laws to examine the qualitative properties of…
We consider variational Mean Field Games endowed with a constraint on the maximal density of the distribution of players. Minimizers of the variational formulation are equilibria for a game where both the running cost and the final cost of…
In this paper we consider symmetric games where a large number of players can be in any one of d states. We derive a limiting mean field model and characterize its main properties. This mean field limit is a system of coupled ordinary…
Establishing the existence of exact or near Markov or stationary perfect Nash equilibria in nonzero-sum Markov games over Borel spaces is a challenging problem with limited positive results. Motivated by problems in multi-agent and Bayesian…
A principled method to obtain approximate solutions of general constrained integer optimization problems is introduced. The approach is based on the calculation of a mean field probability distribution for the decision variables which is…
We consider a class of linear-quadratic-Gaussian mean-field games with a major agent and considerable heterogeneous minor agents in the presence of mean-field interactions. The individual admissible controls are constrained in closed convex…
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…
The mean-field pictures based on the standard time-dependent variational approach have widely been used in the study of nonlinear many-boson systems such as the Bose-Hubbard model. The mean-field schemes relevant to Gutzwiller-like trial…
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…
In many stochastic games stemming from financial models, the environment evolves with latent factors and there may be common noise across agents' states. Two classic examples are: (i) multi-agent trading on electronic exchanges, and (ii)…
This paper establishes a primal-dual formulation for continuous-time mean field games (MFGs) and provides a complete analytical characterization of the set of all Nash equilibria (NEs). We first show that for any given mean field flow, the…
We investigate how the framework of mean-field games may be used to investigate strategic interactions in large heterogeneous populations. We consider strategic interactions in a population of players which may be partitioned into…
We introduce a novel framework to model and solve mean-field game systems with nonlocal interactions. Our approach relies on kernel-based representations of mean-field interactions and feature-space expansions in the spirit of kernel…
In this paper, we consider a mean field game (MFG) with a major and $N$ minor agents. We first consider the limiting problem and allow the coefficients to vary with the conditional distribution in a nonlinear way. We use the stochastic…
We study linear and non-linear equations related to the fractional Hardy--Sobolev inequality. We prove nondegeneracy of ground state solutions to the basic equation and investigate existence and qualitative properties, including symmetry of…
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…
We propose a new viewpoint on variational mean-field games with diffusion and quadratic Hamiltonian. We show the equivalence of such mean-field games with a relative entropy minimization at the level of probabilities on curves. We also…
This paper studies the convergence of mean field games with finite state space to mean field games with a continuous state space. We examine a space discretization of a diffusive dynamics, which is reminiscent of the Markov chain…