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We investigate inverse backward-in-time problems for a class of second-order degenerate Mean-Field Game (MFG) systems. More precisely, given the final datum $(u(\cdot, T),m(\cdot, T))$ of a solution to the one-dimensional mean-field game…

Analysis of PDEs · Mathematics 2025-05-21 S. E. Chorfi , A. Habbal , M. Jahid , L. Maniar , A. Ratnani

This paper is devoted to finite horizon deterministic mean field games in which the state space is a network. The agents control their velocity, and when they occupy a vertex, they can enter into any incident edge. The running and terminal…

Optimization and Control · Mathematics 2023-11-21 Yves Achdou , Paola Mannucci , Claudio Marchi , Nicoletta Tchou

Mean field games (MFG) and mean field control problems (MFC) are frameworks to study Nash equilibria or social optima in games with a continuum of agents. These problems can be used to approximate competitive or cooperative games with a…

Optimization and Control · Mathematics 2021-06-28 Andrea Angiuli , Jean-Pierre Fouque , Mathieu Lauriere

It is the goal of this paper to present the first steps for defining the analogue of Hamiltonian Floer theory for covariant field theory, treating time and space relativistically. While there already exist a number of competing geometric…

Symplectic Geometry · Mathematics 2022-11-23 Ronen Brilleslijper , Oliver Fabert

We search for non-constant normalized solutions to the semilinear elliptic system \[ \begin{cases} - \nu \Delta v_i + g_i(v_j^2) v_i = \lambda_i v_i,\quad v_i>0 & \text{in $\Omega$} \\ \partial_n v_i = 0 & \text{on $\partial \Omega$}\\…

Analysis of PDEs · Mathematics 2015-12-01 Marco Cirant , Gianmaria Verzini

In this paper we study the classical solution to the master equation arising from mean-field games (MFGs) driven by jump-diffusion processes. The master equation, a nonlinear partial differential equation on Wasserstein space, characterizes…

Probability · Mathematics 2026-01-28 Jiusheng Liu , Jing Zhang

There are few results on mean field game (MFG) systems where the PDEs are either fully nonlinear or have degenerate diffusions. This paper introduces a problem that combines both difficulties. We prove existence and uniqueness for a…

Analysis of PDEs · Mathematics 2024-09-04 Indranil Chowdhury , Espen R. Jakobsen , Miłosz Krupski

This paper concerns the simultaneous effect of homogenization and of the small noise limit for a $2^{\textrm {nd}}$ order mean field games (MFG) system with local coupling and quadratic Hamiltonian. We show under some additional assumptions…

Analysis of PDEs · Mathematics 2024-03-12 Annalisa Cesaroni , Nicolas Dirr , Claudio Marchi

A mean-field-type limit from stochastic moderately interacting many-particle systems with singular Riesz potential is performed, leading to nonlocal porous-medium equations in the whole space. The nonlocality is given by the inverse of a…

Analysis of PDEs · Mathematics 2021-09-20 Li Chen , Alexandra Holzinger , Ansgar Jüngel , Nicola Zamponi

The framework of Mean-field Games (MFGs) is used for modelling the collective dynamics of large populations of non-cooperative decision-making agents. We formulate and analyze a kinetic MFG model for an interacting system of non-cooperative…

Optimization and Control · Mathematics 2024-07-29 Piyush Grover , Mandy Huo

This paper studies a discrete-time major-minor mean field game of stopping where the major player can choose either an optimal control or stopping time. We look for the relaxed equilibrium as a randomized stopping policy, which is…

Optimization and Control · Mathematics 2025-10-13 Xiang Yu , Jiacheng Zhang , Keyu Zhang , Zhou Zhou

We show how Lasry-Lions's result on regularization of functions defined on $\mathbb{R}^n$ or on Hilbert spaces by sup-inf convolutions with squares of distances can be extended to (finite or infinite dimensional) Riemannian manifolds $M$ of…

Differential Geometry · Mathematics 2014-01-21 Daniel Azagra , Juan Ferrera

We propose a numerical method for stationary Mean Field Games defined on a network. In this framework a correct approximation of the transition conditions at the vertices plays a crucial role. We prove existence, uniqueness and convergence…

Numerical Analysis · Mathematics 2015-11-23 Simone Cacace , Fabio Camilli , Claudio Marchi

We propose a mean-field (MF) approximation for the recurrence relation governing the dynamics of $m$ species of particles on a square lattice, and we simultaneously perform Monte Carlo (MC) simulations under identical initial conditions to…

Statistical Mechanics · Physics 2025-06-23 Eduardo Velasco Stock , Roberto da Silva , Sebastian Gonçalves

In this work, we consider a first order mean field games system with non-local couplings. A Lagrange-Galerkin scheme for the continuity equation, coupled with a semi-Lagrangian scheme for the Hamilton-Jacobi-Bellman equation, is proposed to…

Analysis of PDEs · Mathematics 2023-03-28 E Carlini , Francisco José Silva , Ahmad Zorkot

In the presence of a common noise, we study the convergence problems in mean field game (MFG) and mean field control (MFC) problem where the cost function and the state dynamics depend upon the joint conditional distribution of the…

Probability · Mathematics 2023-08-29 Mao Fabrice Djete

Mean-field games with absorption is a class of games, that have been introduced in Campi and Fischer (2018) and that can be viewed as natural limits of symmetric stochastic differential games with a large number of players who, interacting…

Probability · Mathematics 2021-11-05 Luciano Campi , Maddalena Ghio , Giulia Livieri

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 study a class of local, first-order, stationary mean-field games (MFGs) on bounded domains with nonstandard mixed boundary conditions: prescribed inflow on $\Gamma_N$ and a relaxed Signorini-type exit condition on $\Gamma_D$…

Analysis of PDEs · Mathematics 2026-03-03 AbdulRahman M. Alharbi , Diogo Gomes

Mean field type games (MFTGs) describe Nash equilibria between large coalitions: each coalition consists of a continuum of cooperative agents who maximize the average reward of their coalition while interacting non-cooperatively with a…

Computer Science and Game Theory · Computer Science 2025-07-29 Kai Shao , Jiacheng Shen , Mathieu Laurière