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This paper investigates the well-posedness of a type of state constraint ergodic Mean Field Game system in a bounded domain in which the Hamilton-Jacobi-Bellman equation is paired with an infinite Dirichlet boundary condition. In this…

Analysis of PDEs · Mathematics 2021-07-27 Mariya Sardarli

This paper considers mean field games in a multi-agent Markov decision process (MDP) framework. Each player has a continuum state and binary action, and benefits from the improvement of the condition of the overall population. Based on an…

Optimization and Control · Mathematics 2021-01-05 Minyi Huang , Yan Ma

In this work, we consider the problem of autonomous racing with multiple agents where agents must interact closely and influence each other to compete. We model interactions among agents through a game-theoretical framework and propose an…

Systems and Control · Electrical Eng. & Systems 2023-05-02 Yixuan Jia , Maulik Bhatt , Negar Mehr

Although dynamic games provide a rich paradigm for modeling agents' interactions, solving these games for real-world applications is often challenging. Many real-world interactive settings involve general nonlinear state and input…

Robotics · Computer Science 2023-08-08 Maulik Bhatt , Yixuan Jia , Negar Mehr

In this work we are interested in the mean-field formulation of kinetic models under control actions where the control is formulated through a model predictive control strategy (MPC) with varying horizon. The relation between the (usually…

Optimization and Control · Mathematics 2015-11-30 Michael Herty , Mattia Zanella

In this paper we consider an optimal control problem for a large population of interacting agents with deterministic dynamics, aggregating potential and constraints on reciprocal distances, in dimension 1. We study existence and qualitative…

Analysis of PDEs · Mathematics 2021-05-26 Annalisa Cesaroni , Marco Cirant

The theory of mean field games studies the limiting behaviors of large systems where the agents interact with each other in a certain symmetric way. The running and terminal costs are critical for the agents to decide the strategies.…

Optimization and Control · Mathematics 2023-07-05 Hongyu Liu , Chenchen Mou , Shen Zhang

We propose and investigate a discrete-time mean field game model involving risk-averse agents. The model under study is a coupled system of dynamic programming equations with a Kolmogorov equation. The agents' risk aversion is modeled by…

Optimization and Control · Mathematics 2020-12-29 J. Frédéric Bonnans , Pierre Lavigne , Laurent Pfeiffer

We study necessary optimality conditions for the deterministic mean field type free-endpoint optimal control problem. Our study relies on the Lagrangian approach that treats the mean field type control system as a crowd of infinitely many…

Optimization and Control · Mathematics 2025-03-03 Yurii Averboukh , Dmitry Khlopin

Controlled Lagrangian and matching techniques are developed for the stabilization of relative equilibria and equilibria of discrete mechanical systems with symmetry as well as broken symmetry. Interesting new phenomena arise in the…

Optimization and Control · Mathematics 2007-05-23 Anthony M. Bloch , Melvin Leok , Jerrold E. Marsden , Dmitry V. Zenkov

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

In this paper, we investigate a class of Mean Field Games (MFGs) in which the state dynamics are governed by multidimensional reflected stochastic differential equations (SDEs). We establish the existence of an equilibrium and show that it…

Probability · Mathematics 2026-03-17 Ayoub Laayoun , Badr Missaoui

In this article, we introduce a new class of entropy-penalized robust mean field game problems in which the representative agent is opposed to Nature. The agent's objective is formulated as a min-max stochastic control problem, in which…

Optimization and Control · Mathematics 2026-03-27 François Delarue , Pierre Lavigne

This paper studies mean field game (MFG) of controls by featuring the joint distribution of the state and the control with the reflected state process along an exogenous stochastic reflection boundary. We contribute to the literature with a…

Optimization and Control · Mathematics 2025-11-10 Lijun Bo , Jingfei Wang , Xiang Yu

We introduce a mean field game with rank-based reward: competing agents optimize their effort to achieve a goal, are ranked according to their completion time, and paid a reward based on their relative rank. First, we propose a tractable…

Optimization and Control · Mathematics 2017-08-07 Marcel Nutz , Yuchong Zhang

Mean field games allow to describe tractable models of dynamic games with a continuum of players, explicit interaction and heterogeneous states. Thus, these models are of great interest for socio-economic applications. A particular class of…

Optimization and Control · Mathematics 2020-10-20 Berenice Anne Neumann

We propose the concept of a Lagrangian game to solve constrained Markov games. Such games model scenarios where agents face cost constraints in addition to their individual rewards, that depend on both agent joint actions and the evolving…

Optimization and Control · Mathematics 2025-03-14 Soham Das , Santiago Paternain , Luiz F. O. Chamon , Ceyhun Eksin

The paper is concerned with the deterministic limit of mean field games with the nonlocal coupling. It is assumed that the dynamics of mean field games are given by nonlinear Markov processes. This type of games includes stochastic mean…

Optimization and Control · Mathematics 2018-01-08 Yurii Averboukh

We put forward a new model of congestion games where agents have uncertainty over the routes used by other agents. We take a non-probabilistic approach, assuming that each agent knows that the number of agents using an edge is within a…

Computer Science and Game Theory · Computer Science 2017-03-28 Reshef Meir , David Parkes

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
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