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Related papers: Mean Field Games systems under displacement monoto…

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We extend the weak-strong uniqueness principle for mean-field game (MFG) systems to a broad class of second-order stationary and time-dependent problems. Under standard monotonicity, growth, and coercivity assumptions on the Hamiltonian,…

Analysis of PDEs · Mathematics 2026-04-02 Rita Ferreira , Diogo Gomes , Bashayer Majrashi

Here, we prove the existence of smooth solutions for mean-field games with a singular mean-field coupling; that is, a coupling in the Hamilton-Jacobi equation of the form $g(m)=-m^{-\alpha}$. We consider stationary and time-dependent…

Analysis of PDEs · Mathematics 2016-11-23 Marco Cirant , Diogo A. Gomes , Edgard A. Pimentel , Héctor Sánchez-Morgado

This paper addresses the crucial question of solution uniqueness in stationary first-order Mean-Field Games (MFGs). Despite well-established existence results, establishing uniqueness, particularly for weaker solutions in the sense of…

Analysis of PDEs · Mathematics 2025-02-28 Rita Ferreira , Diogo Gomes , Vardan Voskanyan

We address the numerical approximation of Mean Field Games with local couplings. For power-like Hamiltonians, we consider both unconstrained and constrained stationary systems with density constraints in order to model hard congestion…

Optimization and Control · Mathematics 2019-02-08 L. M. Briceño-Arias , D. Kalise , F. J. Silva

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

This paper is devoted to the study of the long time behavior of Nash equilibria in Mean Field Games within the framework of displacement monotonicity. We first show that any two equilibria defined on the time horizon $[0,T]$ must be close…

Optimization and Control · Mathematics 2025-11-07 Marco Cirant , Alpár R. Mészáros

We introduce a class of fully nonlinear mean field games posed in $[0,T]\times\mathbb{R}^d$. We justify that they are related to controlled local or nonlocal diffusions, and more generally in our setting, to a new control interpretation…

Analysis of PDEs · Mathematics 2024-08-30 Indranil Chowdhury , Espen R. Jakobsen , Miłosz Krupski

In this paper, we study the long-time behavior of mean field game (MFG) systems influenced by a common noise. While classical results establish the convergence of deterministic MFG towards stationary solutions under suitable monotonicity…

Analysis of PDEs · Mathematics 2025-09-23 Pierre Cardaliaguet , Raphaël Maillet , Wenbin Yan

This paper introduces a notion of weak solution for the coupled system of master equations in mean field games with a major player. It extends the previously introduced notion of Lipschitz solutions in mean field games. By relying on a…

Analysis of PDEs · Mathematics 2026-03-17 Charles Meynard

This paper presents a general existence and uniqueness result for mean field games equations on graphs ($\mathcal{G}$-MFG). In particular, our setting allows to take into account congestion effects of almost any form. These general…

Optimization and Control · Mathematics 2014-05-09 Olivier Guéant

In this paper, we study two kinds of inverse problems for Mean Field Games (MFGs) with common noise. Our focus is on MFGs described by a coupled system of stochastic Hamilton-Jacobi-Bellman and Fokker-Planck equations. Firstly, we establish…

Analysis of PDEs · Mathematics 2024-12-12 Qi Lü , Zhonghua Liao

In this paper, we prove the existence of classical solutions for second order stationary mean-field game systems. These arise in ergodic (mean-field) optimal control, convex degenerate problems in calculus of variations, and in the study of…

Analysis of PDEs · Mathematics 2015-03-24 Edgard A. Pimentel , Vardan Voskanyan

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…

Analysis of PDEs · Mathematics 2019-06-19 Hugo Lavenant , Filippo Santambrogio

In this paper, using variational approaches, we investigate the first order planning problem arising in the theory of mean field games. We show the existence and uniqueness of weak solutions of the problem in the case of a large class of…

Analysis of PDEs · Mathematics 2019-05-21 P. Jameson Graber , Alpár R. Mészáros , Francisco J. Silva , Daniela Tonon

This paper is concerned with the study of mean field games master equations involving an additional variable modelling common noise. We address cases in which the dynamics of this variable can depend on the state of the game, which requires…

Analysis of PDEs · Mathematics 2024-12-18 Charles Meynard , Charles Bertucci

In this paper we study mean field games with possibly multiple mean field equilibria. Instead of focusing on the individual equilibria, we propose to study the set of values over all possible equilibria, which we call the set value of the…

Optimization and Control · Mathematics 2024-03-19 Melih Iseri , Jianfeng Zhang

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, aggregating local coupling, and under general conditions on the Hamiltonian,…

Analysis of PDEs · Mathematics 2018-03-14 Annalisa Cesaroni , Marco Cirant

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

In this manuscript we derive a new nonlinear transport equation written on the space of probability measures that allows to study a class of deterministic mean field games and master equations, where the interaction of the agents happens…

Analysis of PDEs · Mathematics 2024-03-25 P. Jameson Graber , Alpár R. Mészáros

In this paper we study second order master equations arising from mean field games with common noise over arbitrary time duration. A classical solution typically requires the monotonicity condition (or small time duration) and sufficiently…

Analysis of PDEs · Mathematics 2022-01-04 Chenchen Mou , Jianfeng Zhang