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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

We consider deterministic mean field games where the dynamics of a typical agent is non-linear with respect to the state variable and affine with respect to the control variable. Particular instances of the problem considered here are mean…

Optimization and Control · Mathematics 2022-12-21 Justina Gianatti , Francisco J. Silva

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 discuss the system of Fokker-Planck and Hamilton-Jacobi-Bellman equations arising from the finite horizon control of McKean-Vlasov dynamics. We give examples of existence and uniqueness results. Finally, we propose some simple models for…

Analysis of PDEs · Mathematics 2015-03-18 Yves Achdou , Mathieu Lauriere

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

We consider a system of mean field games with local coupling in the deterministic limit. Under general structure conditions on the Hamiltonian and coupling, we prove existence and uniqueness of the weak solution, characterizing this…

Optimization and Control · Mathematics 2014-01-09 Pierre Cardaliaguet , Philip Jameson Graber

Quasi-stationary Mean Field Games models consider agents who base their strategies on current information without forecasting future states. In this paper we address the first-order quasi-stationary Mean Field Games system, which involves…

Optimization and Control · Mathematics 2024-09-30 Fabio Camilli , Claudio Marchi , Cristian Mendico

Mean field games are studied in the framework of controlled martingale problems, and general existence theorems are proven in which the equilibrium control is Markovian. The framework is flexible enough to include degenerate volatility,…

Probability · Mathematics 2015-04-09 Daniel Lacker

This paper is devoted to a class of finite horizon deterministic mean field games with Grushin type dynamics, state constraints and nonlocal coupling. First, we consider the optimal control problem that each agent aims to solve when the…

Optimization and Control · Mathematics 2026-02-16 Alessandra Cutrì , Paola Mannucci , Claudio Marchi , Nicoletta Tchou

We study the homogenization properties in the small viscosity limit and in periodic environments of the (viscous) backward-forward mean-field games system. We consider separated Hamiltonians and provide results for systems with (i)…

Analysis of PDEs · Mathematics 2019-09-11 Pierre-Louis Lions , Panagiotis E. Souganidis

Multi-agent reinforcement learning methods have shown remarkable potential in solving complex multi-agent problems but mostly lack theoretical guarantees. Recently, mean field control and mean field games have been established as a…

Machine Learning · Computer Science 2021-12-20 Kai Cui , Anam Tahir , Mark Sinzger , Heinz Koeppl

We introduce a mean field model for optimal holding of a representative agent of her peers as a natural expected scaling limit from the corresponding $N-$agent model. The induced mean field dynamics appear naturally in a form which is not…

Optimization and Control · Mathematics 2022-04-05 Mao Fabrice Djete , Nizar Touzi

In this paper, we investigate the mean field games with $K$ classes of agents who are weakly coupled via the empirical measure. The underlying dynamics of the representative agents is assumed to be a controlled nonlinear Markov process…

Probability · Mathematics 2012-04-09 Vassili N. Kolokoltsov , Jiajie Li , Wei Yang

In this paper we consider time-dependent mean-field games with subquadratic Hamiltonians and power-like local dependence on the measure. We establish existence of classical solutions under a certain set of conditions depending on both the…

Analysis of PDEs · Mathematics 2013-11-26 Diogo A. Gomes , Edgard Pimentel , Héctor Sánchez-Morgado

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

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

This paper discusses the control of coherent structures in turbulent flows, which has broad applications among complex systems in science and technology. Mean field games have been proved a powerful tool and are proposed here to control the…

Optimization and Control · Mathematics 2024-01-22 Yuan Gao , Di Qi

We study in this paper three aspects of Mean Field Games. The first one is the case when the dynamics of each player depend on the strategies of the other players. The second one concerns the modeling of '' noise '' in discrete space models…

Analysis of PDEs · Mathematics 2018-08-02 Charles Bertucci , Jean Michel Lasry , Pierre Louis Lions

We introduce a mean-field term to an evolutionary spatial game model. Namely, we consider the game of Nowak and May, based on the Prisoner's dilemma, and augment the game rules by a self-consistent mean-field term. This way, an agent…

Statistical Mechanics · Physics 2021-09-29 Dmitriy Antonov , Evgeni Burovski , Lev Shchur

In this article we prove the existence of classical solutions to a system of mean field games arising in the study of exhaustible resource production under market competition. Individual trajectories are modeled by a controlled diffusion…

Analysis of PDEs · Mathematics 2020-11-20 P. Jameson Graber , Vincenzo Ignazio , Ariel Neufeld