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In this paper, we study first-order stationary monotone mean-field games (MFGs) with Dirichlet boundary conditions. While for Hamilton--Jacobi equations Dirichlet conditions may not be satisfied, here, we establish the existence of…

Analysis of PDEs · Mathematics 2018-04-20 Rita Ferreira , Diogo Gomes , Teruo Tada

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

We consider a mean field game with common noise in which the diffusion coefficients may be controlled. We prove existence of a weak relaxed solution under some continuity conditions on the coefficients. We then show that, when there is no…

Probability · Mathematics 2020-05-18 Adrien Barrasso , Nizar Touzi

We introduce a mean field game model for pedestrians moving in a given domain and choosing their trajectories so as to minimize a cost including a penalization on the difference between their own velocity and that of the other agents they…

Analysis of PDEs · Mathematics 2020-09-17 Filippo Santambrogio , Woojoo Shim

This work deals with a numerical method for solving a mean-field type control problem with congestion. It is the continuation of an article by the same authors, in which suitably defined weak solutions of the system of partial differential…

Analysis of PDEs · Mathematics 2016-11-08 Yves Achdou , Mathieu Lauriere

In this article, we provide sufficient conditions under which the controlled vector fields solution of optimal control problems formulated on continuity equations are Lipschitz regular in space. Our approach involves a novel combination of…

Optimization and Control · Mathematics 2021-02-09 Benoît Bonnet , Francesco Rossi

In this paper, we study a class of linear-quadratic (LQ) mean-field games in which the individual control process is constrained in a closed convex subset $\Gamma$ of full space $\mathbb{R}^m$. The decentralized strategies and consistency…

Optimization and Control · Mathematics 2016-10-20 Ying Hu , Huang Jianhui , Xun Li

We study the convergence problem of mean-field control theory in the presence of state constraints and non-degenerate idiosyncratic noise. Our main result is the convergence of the value functions associated to stochastic control problems…

Optimization and Control · Mathematics 2023-06-02 Samuel Daudin

In this paper, we consider a first-order mean field game model motivated by crowd motion in which agents evolve in a (not necessarily compact) metric space and wish to reach a given target set. Each agent aims to minimize the sum of their…

Optimization and Control · Mathematics 2024-12-20 Guilherme Mazanti

An existence result for a class of mean field games of controls is provided. In the considered model, the cost functional to be minimized by each agent involves a price depending at a given time on the controls of all agents and a…

Optimization and Control · Mathematics 2019-06-24 J. Frédéric Bonnans , Saeed Hadikhanloo , Laurent Pfeiffer

We study stationary mean field games with singular controls in which the representative player interacts with a long-time weighted average of the population through a discounted and an ergodic performance criterion. This class of games…

Optimization and Control · Mathematics 2025-09-23 Haoyang Cao , Jodi Dianetti , Giorgio Ferrari

We provide a thorough study of a general class of linear-quadratic extended mean field games and control problems in any dimensions where the mean field terms are allowed to be unbounded and there are also presence of cross terms in the…

Optimization and Control · Mathematics 2023-11-10 Alain Bensoussan , Bohan Li , Sheung Chi Phillip Yam

We study the singular perturbation problem for mean field game systems with control of acceleration. For such a problem we analyze the behavior of solutions as the acceleration costs vanishes. In this setting the Hamiltonian fails to be…

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

We show that mean field optimal controls satisfy a first order optimality condition (at a.e. time) without any a priori requirement on their spatial regularity. This principle is obtained by a careful limit procedure of the Pontryagin…

Analysis of PDEs · Mathematics 2025-04-02 Stefano Almi , Riccardo Durastanti , Francesco Solombrino

We study a mean field optimal control problem with general non-Markovian dynamics, including both common noise and jumps. We show that its minimizers are Nash equilibria of an associated mean field game of controls. These types of games are…

Optimization and Control · Mathematics 2025-05-12 Felix Höfer , H. Mete Soner

First order kinetic mean field games formally describe the Nash equilibria of deterministic differential games where agents control their acceleration, asymptotically in the limit as the number of agents tends to infinity. The known results…

Analysis of PDEs · Mathematics 2022-07-12 Megan Griffin-Pickering , Alpár R. Mészáros

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

We consider a class of deterministic mean field games, where the state associated with each player evolves according to an ODE which is linear w.r.t. the control. Existence, uniqueness, and stability of solutions are studied from the point…

Optimization and Control · Mathematics 2022-10-27 Alberto Bressan , Khai T. Nguyen

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

The theory of Mean Field Game of Controls considers a class of mean field games where the interaction is through the joint distribution of the state and control. It is well known that, for standard mean field games, certain monotonicity…

Probability · Mathematics 2022-08-11 Chenchen Mou , Jianfeng Zhang