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In this paper we examine fully nonlinear mean-field games associated with a minimization problem. The variational setting is driven by a functional depending on its argument through its Hessian matrix. We work under fairly natural…

Analysis of PDEs · Mathematics 2020-10-30 Pêdra D. S. Andrade , Edgard A. Pimentel

We study multi-player turn-based games played on (potentially infinite) directed graphs. An outcome is assigned to every play of the game. Each player has a preference relation on the set of outcomes which allows him to compare plays. We…

Computer Science and Game Theory · Computer Science 2017-10-06 Véronique Bruyère , Stéphane Le Roux , Arno Pauly , Jean-François Raskin

This paper studies multidimensional mean field games with common noise and the related system of McKean-Vlasov forward-backward stochastic differential equations deriving from the stochastic maximum principle. We first propose some…

Probability · Mathematics 2022-12-26 Jodi Dianetti

We establish the existence and uniqueness of weak and renormalized solutions to a degenerate, hypoelliptic Mean Field Games system with local coupling. An important step is to obtain $L^{\infty}-$bounds for solutions to a degenerate…

Analysis of PDEs · Mathematics 2023-10-13 Nikiforos Mimikos-Stamatopoulos

This paper is devoted to some qualitative descriptions and some numerical results for ergodic Mean Field Games systems which arise, e.g., in the homogenization with a small noise limit. We shall consider either power type potentials or…

Analysis of PDEs · Mathematics 2018-01-29 Simone Cacace , Fabio Camilli , Annalisa Cesaroni , Claudio Marchi

This paper establishes the existence of relaxed solutions to mean field games (MFGs for short) with singular controls. We also prove approximations of solutions results for a particular class of MFGs with singular controls by solutions,…

Optimization and Control · Mathematics 2017-08-04 Guanxing Fu , Ulrich Horst

We investigate the existence of classical solutions to second-order quadratic Mean-Field Games systems with local and strongly decreasing couplings of the form $-\sigma m^\alpha$, $\alpha \ge 2/N$, where $m$ is the population density and…

Analysis of PDEs · Mathematics 2020-11-03 Marco Cirant , Daria Ghilli

We show the existence and multiplicity of concentrating solutions to a pure Neumann slightly supercritical problem in a ball. This is the first existence result for this kind of problems in the supercritical regime. Since the solutions must…

Analysis of PDEs · Mathematics 2023-03-06 Angela Pistoia , Alberto Saldaña , Hugo Tavares

In this paper we analyse the selection problem for weak solutions of the transport equation with rough vector field. We answer in the negative the question whether solutions of the equation with a regularized vector field converge to a…

Analysis of PDEs · Mathematics 2022-03-25 Gennaro Ciampa , Gianluca Crippa , Stefano Spirito

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

We study multiplayer turn-based games played on a finite directed graph such that each player aims at satisfying an omega-regular Boolean objective. Instead of the well-known notions of Nash equilibrium (NE) and subgame perfect equilibrium…

Computer Science and Game Theory · Computer Science 2018-08-16 Thomas Brihaye , Véronique Bruyère , Aline Goeminne , Jean-François Raskin

This paper has two central aims: first, to provide simple conditions under which the generalized games in choice form and, consequently, the abstract economies, admit equilibrium; second, to study the solvability of several types of systems…

Optimization and Control · Mathematics 2016-05-17 Monica Patriche

In this paper we consider extended stationary mean field games, that is mean-field games which depend on the velocity field of the players. We prove various a-priori estimates which generalize the results for quasi-variational mean field…

Analysis of PDEs · Mathematics 2013-05-14 Diogo A. Gomes , Stefania Patrizi , Vardan Voskanyan

We show that the equations satisfied by weakly quasisymmetric magnetic fields can be solved to arbitrarily high order in powers of the distance from the magnetic axis. This demonstration does not consider force balance. The existence of…

Plasma Physics · Physics 2022-08-05 Eduardo Rodríguez , Wrick Sengupta , Amitava Bhattacharjee

We consider time-dependent mean-field games with congestion that are given by a system of a Hamilton-Jacobi equation coupled with a Fokker-Planck equation. The congestion effects make the Hamilton-Jacobi equation singular. These models are…

Analysis of PDEs · Mathematics 2015-03-24 Diogo Gomes , Vardan Voskanyan

We derive necessary optimality conditions for minimizers of regular functionals in the calculus of variations under smooth state constraints. In the literature, this classical problem is widely investigated. The novelty of our result lies…

Optimization and Control · Mathematics 2018-06-26 Piermarco Cannarsa , Rossana Capuani , Pierre Cardaliaguet

Here, we observe that mean-field game (MFG) systems admit a two-player infinite-dimensional general-sum differential game formulation. We show that particular regimes of this game reduce to previously known variational principles.…

Analysis of PDEs · Mathematics 2018-04-25 Marco Cirant , Levon Nurbekyan

We present a new notion of solution for mean field games master equations. This notion allows us to work with solutions which are merely continuous. We prove first results of uniqueness and stability for such solutions. It turns out that…

Analysis of PDEs · Mathematics 2020-07-24 Charles Bertucci

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…

Optimization and Control · Mathematics 2019-09-04 Josu Doncel , Nicolas Gast , Bruno Gaujal

In this paper we study evolutive first order Mean Field Games in the Heisenberg group; each agent can move in the whole space but it has to follow "horizontal" trajectories which are given in terms of the vector fields generating the group…

Analysis of PDEs · Mathematics 2022-01-03 Paola Mannucci , Claudio Marchi , Nicoletta Tchou