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We study the existence of classical solutions to a broad class of local, first order, forward-backward Extended Mean Field Games systems, that includes standard Mean Field Games, Mean Field Games with congestion, and mean field type control…

Analysis of PDEs · Mathematics 2023-01-12 Sebastian Munoz

We consider a typical problem in Mean Field Games: the congestion case, where in the cost that agents optimize there is a penalization for passing through zones with high density of agents, in a deterministic framework. This equilibrium…

Analysis of PDEs · Mathematics 2011-11-04 Filippo Santambrogio

In this paper we study a mean field model for discrete time, finite number of states, dynamic games. These models arise in situations that involve a very large number of agents moving from state to state according to certain optimality…

Optimization and Control · Mathematics 2009-03-10 Diogo A. Gomes , Joana Mohr , Rafael R. Souza

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

We formulate a mean field game where each player stops a privately observed Brownian motion with absorption. Players are ranked according to their level of stopping and rewarded as a function of their relative rank. There is a unique mean…

Optimization and Control · Mathematics 2021-03-09 Marcel Nutz , Yuchong Zhang

We study first order evolutive Mean Field Games where the Hamiltonian is non-coercive. This situation occurs, for instance, when some directions are "forbidden" to the generic player at some points. We establish the existence of a weak…

Analysis of PDEs · Mathematics 2018-12-03 Paola Mannucci , Claudio Marchi , Carlo Mariconda , Nicoletta Tchou

We study the regularity and well-posedness of the local, first-order forward-backward mean field games system, assuming a polynomially growing cost function and a Hamiltonian of quadratic growth. We consider systems and terminal data that…

Analysis of PDEs · Mathematics 2022-02-25 Sebastian Munoz

We study the regularity and long time behavior of the one-dimensional, local, first-order mean field games system and the planning problem, assuming a Hamiltonian of superlinear growth, with a non-separated, strictly monotone dependence on…

Analysis of PDEs · Mathematics 2023-01-18 Nikiforos Mimikos-Stamatopoulos , Sebastian Munoz

The theory of first-order mean field type differential games examines the systems of infinitely many identical agents interacting via some external media under assumption that each agent is controlled by two players. We study the…

Optimization and Control · Mathematics 2020-11-24 Yurii Averboukh

In this paper, we introduce and study a first-order mean-field game obstacle problem. We examine the case of local dependence on the measure under assumptions that include both the logarithmic case and power-like nonlinearities. Since the…

Analysis of PDEs · Mathematics 2014-10-28 Diogo Gomes , Stefania Patrizi

We study first order evolutive Mean Field Games whose operators are non-coercive. This situation occurs, for instance, when some directions are `forbidden' to the generic player at some points. Under some regularity assumptions, we…

Analysis of PDEs · Mathematics 2019-03-14 Paola Mannucci , Claudio Marchi , Carlo Mariconda , Nicoletta Tchou

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

Forcing finite state mean field games by a relevant form of common noise is a subtle issue, which has been addressed only recently. Among others, one possible way is to subject the simplex valued dynamics of an equilibrium by a so-called…

Probability · Mathematics 2021-11-03 Erhan Bayraktar , Alekos Cecchin , Asaf Cohen , François Delarue

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

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

In this paper we study Mean Field Game systems under density constraints as optimality conditions of two optimization problems in duality. A weak solution of the system contains an extra term, an additional price imposed on the saturated…

Optimization and Control · Mathematics 2016-12-09 Pierre Cardaliaguet , Alpár Richárd Mészáros , Filippo Santambrogio

In this paper we consider symmetric games where a large number of players can be in any one of d states. We derive a limiting mean field model and characterize its main properties. This mean field limit is a system of coupled ordinary…

Optimization and Control · Mathematics 2015-09-23 Diogo A. Gomes , Joana Mohr , Rafael R. Souza

In this paper, we study a priori estimates for a first-order mean-field planning problem with a potential. In the theory of mean-field games (MFGs), a priori estimates play a crucial role to prove the existence of classical solutions. In…

Analysis of PDEs · Mathematics 2020-03-06 Tigran Bakaryan , Rita Ferreira , Diogo Gomes

Here, we consider a regularized mean-field game model that features a low-order regularization. We prove the existence of solutions with positive density. To do so, we combine a priori estimates with the continuation method. In contrast…

This paper studies the relation between equilibria in single-period, discrete-time and continuous-time mean field game models. First, for single-period mean field games, we establish the existence of equilibria and then prove the…

Optimization and Control · Mathematics 2024-11-04 Jodi Dianetti , Max Nendel , Ludovic Tangpi , Shichun Wang
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