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Related papers: Non-separable Mean Field Games for Pedestrian Flow…

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This paper presents a formulation of the reactive dynamic user equilibrium problem in continuum form using a network-level Macroscopic Fundamental Diagram (MFD). Compared to existing continuum models for cities -- all based in Hughes'…

Analysis of PDEs · Mathematics 2020-08-25 Rafegh Aghamohammadi , Jorge A. Laval

Mean field games formalize dynamic games with a continuum of players and explicit interaction where the players can have heterogeneous states. As they additionally yield approximate equilibria of corresponding $N$-player games, they are of…

Optimization and Control · Mathematics 2020-01-09 Berenice Anne Neumann

In this paper, a useful reinterpretation of the city as a porous medium justifies the application of well-known models on fluid dynamics to develop a multi-model study of urban air pollution due to traffic flow in a large city. Thus, to…

Numerical Analysis · Mathematics 2025-02-21 N. Garcia-Chan , L. J. Alvarez-Vazquez , A. Martinez , M. E. Vazquez-Mendez

The goal of this paper is to show existence of short-time classical solutions to the so called Master Equation of \emph{first order} Mean Field Games, which can be thought of as the limit of the corresponding master equation of a stochastic…

Analysis of PDEs · Mathematics 2019-08-20 Sergio Mayorga

We propose an approach to modelling large-scale multi-agent dynamical systems allowing interactions among more than just pairs of agents using the theory of mean field games and the notion of hypergraphons, which are obtained as limits of…

Computer Science and Game Theory · Computer Science 2022-11-23 Kai Cui , Wasiur R. KhudaBukhsh , Heinz Koeppl

The discrete unified gas kinetic scheme (DUGKS) is a finite-volume scheme with discretization of particle velocity space, which combines the advantages of both lattice Boltzmann equation (LBE) method and unified gas kinetic scheme (UGKS)…

Fluid Dynamics · Physics 2014-11-25 Chen Wu , Baochang Shi , Zhenhua Chai , Peng Wang

In this paper, we propose a local-global multiscale method for highly heterogeneous stochastic groundwater flow problems under the framework of reduced basis method and the generalized multiscale finite element method (GMsFEM). Due to…

Numerical Analysis · Mathematics 2022-03-02 Yiran Wang , Eric Chung , Shubin Fu

Over the last decades, various "non-linear" MCMC methods have arisen. While appealing for their convergence speed and efficiency, their practical implementation and theoretical study remain challenging. In this paper, we introduce a…

Statistics Theory · Mathematics 2022-08-04 Grégoire Clarté , Antoine Diez , Jean Feydy

We consider minimization problems for curves of measure, with kinetic and potential energy and a congestion penalization, as in the functionals that appear in Mean Field Games with a variational structure. We prove L infinity regularity…

Analysis of PDEs · Mathematics 2017-05-17 Hugo Lavenant , Filippo Santambrogio

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…

Optimization and Control · Mathematics 2025-02-19 Rama Cont , Anran Hu

The paper studies the convergence, as $N$ tends to infinity, of a system of $N$ coupled Hamilton-Jacobi equations, the Nash system. This system arises in differential game theory. We describe the limit problem in terms of the so-called…

Analysis of PDEs · Mathematics 2015-09-09 Pierre Cardaliaguet , François Delarue , Jean-Michel Lasry , Pierre-Louis Lions

In this note we prove the uniqueness of solutions to a class of Mean Field Games systems subject to possibly degenerate individual noise. Our results hold true for arbitrary long time horizons and for general non-separable Hamiltonians that…

Analysis of PDEs · Mathematics 2023-08-23 Alpár R. Mészáros , Chenchen Mou

Given a large number of homogeneous players that are distributed across three possible states, we consider the problem in which these players have to control their transition rates, while minimizing a cost. The optimal transition rates are…

Systems and Control · Computer Science 2018-02-13 Leonardo Stella , Dario Bauso

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…

Optimization and Control · Mathematics 2017-10-10 Ying Hu , Jianhui Huang , Tianyang Nie

In this paper we present a new approach to the solution to a generalized version of Hughes' models for pedestrian movements based on a follow-the-leader many particle approximation. In particular, we provide a rigorous global existence…

Analysis of PDEs · Mathematics 2016-06-13 M. Di Francesco , S. Fagioli , M. D. Rosini , G. Russo

We show existence and uniqueness of strong solutions to a Navier-Stokes/Cahn-Hilliard type system on a given two-dimensional evolving surface in the case of different densities and a singular (logarithmic) potential. The system describes a…

Analysis of PDEs · Mathematics 2024-08-15 Helmut Abels , Harald Garcke , Andrea Poiatti

Safe navigation in dense, urban driving environments remains an open problem and an active area of research. Unlike typical predict-then-plan approaches, game-theoretic planning considers how one vehicle's plan will affect the actions of…

Robotics · Computer Science 2022-01-11 Arec Jamgochian , Kunal Menda , Mykel J. Kochenderfer

Mean field games (MFGs) offer a versatile framework for modeling large-scale interactive systems across multiple domains. This paper builds upon a previous work, by developing a state-of-the-art unified approach to decode or design the…

Analysis of PDEs · Mathematics 2025-01-22 Hongyu Liu , Catharine W. K. Lo

We study convergence rates of the generalized conditional gradient (GCG) method applied to fully discretized Mean Field Games (MFG) systems. While explicit convergence rates of the GCG method have been established at the continuous PDE…

Numerical Analysis · Mathematics 2026-02-13 Haruka Nakamura , Norikazu Saito

Finite-state mean-field games (MFGs) arise as limits of large interacting particle systems and are governed by an MFG system, a coupled forward-backward differential equation consisting of a forward Kolmogorov-Fokker-Planck (KFP) equation…

Optimization and Control · Mathematics 2026-02-16 William Hofgard , Asaf Cohen , Mathieu Laurière