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The paper considers a forward-backward system of parabolic PDEs arising in a Mean Field Game (MFG) model where every agent controls the drift of a trajectory subject to Brownian diffusion, trying to escape a given bounded domain $\Omega$ in…

Analysis of PDEs · Mathematics 2022-12-23 Romain Ducasse , Guilherme Mazanti , Filippo Santambrogio

The goal of this paper is to study a Mean Field Game (MFG) system stemming from the harvesting of resources. Modelling the latter through a reaction-diffusion equation and the harvesters as competing rational agents, we are led to a…

Analysis of PDEs · Mathematics 2024-06-11 Ziad Kobeissi , Idriss Mazari-Fouquer , Domènec Ruiz-Balet

Here, we consider one-dimensional forward-forward mean-field games (MFGs) with congestion, which were introduced to approximate stationary MFGs. We use methods from the theory of conservation laws to examine the qualitative properties of…

Analysis of PDEs · Mathematics 2017-03-30 Diogo Gomes , Marc Sedjro

Here, we prove the existence of solutions to first-order mean-field games (MFGs) arising in optimal switching. First, we use the penalization method to construct approximate solutions. Then, we prove uniform estimates for the penalized…

Analysis of PDEs · Mathematics 2016-10-04 Diogo A. Gomes , Stefania Patrizi

This paper is concerned with extending the notion of monotone solution to the mean field game (MFG) master equation to situations in which the coefficients are displacement monotone, instead of the previously introduced notion in the flat…

Analysis of PDEs · Mathematics 2025-09-08 Charles Meynard

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

Mean-field games (MFGs) are models for large populations of competing rational agents that seek to optimize a suitable functional. In the case of congestion, this functional takes into account the difficulty of moving in high-density areas.…

Analysis of PDEs · Mathematics 2017-10-05 David Evangelista , Rita Ferreira , Diogo A. Gomes , Levon Nurbekyan , Vardan Voskanyan

We are concerned with the mathematical study of the Mean Field Games system (MFGS). In the conventional setup, the MFGS is a system of two coupled nonlinear parabolic PDEs of the second order in a backward-forward manner, namely one…

Analysis of PDEs · Mathematics 2023-04-04 Michael V. Klibanov , Jingzhi Li , Hongyu Liu

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 investigate the well-posedness problem related to two models of nonlinear McKean Stochastic Differential Equations with some local interaction in the diffusion term. First, we revisit the case of the McKean-Vlasov dynamics with moderate…

Probability · Mathematics 2018-09-07 Mireille Bossy , Jean Francois Jabir

Mean-field games (MFGs) are models of large populations of rational agents who seek to optimize an objective function that takes into account their location and the distribution of the remaining agents. Here, we consider stationary MFGs…

Analysis of PDEs · Mathematics 2016-11-28 David Evangelista , Diogo A. Gomes

In the present work, we study deterministic mean field games (MFGs) with finite time horizon in which the dynamics of a generic agent is controlled by the acceleration. They are described by a system of PDEs coupling a continuity equation…

Analysis of PDEs · Mathematics 2020-07-29 Yves Achdou , Paola Mannucci , Claudio Marchi , Nicoletta Tchou

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

We establish the existence and uniqueness of weak and renormalized solutions to a degenerate, hypoelliptic Mean Field Games system with local coupling. An important step is to obtain $L^{\infty}-$bounds for solutions to a degenerate…

Analysis of PDEs · Mathematics 2023-10-13 Nikiforos Mimikos-Stamatopoulos

In this paper, we characterize the asymptotic behavior of a first-order stationary mean-field game (MFG) with a logarithm coupling, a quadratic Hamiltonian, and a periodically oscillating potential. This study falls into the realm of the…

Analysis of PDEs · Mathematics 2019-05-07 Rita Ferreira , Diogo Gomes , Xianjin Yang

We develop the theory of linear-quadratic (LQ) mean field games (MFGs) in Hilbert spaces with common noise modeled by an infinite-dimensional Wiener process that affects the dynamics of all agents. In the presence of common noise, the…

Optimization and Control · Mathematics 2026-05-28 Hanchao Liu , Dena Firoozi

Here, we consider stationary monotone mean-field games (MFGs) and study the existence of weak solutions. First, we introduce a regularized problem that preserves the monotonicity. Next, using variational inequalities techniques, we prove…

Analysis of PDEs · Mathematics 2016-01-13 Rita Ferreira , Diogo Gomes

This paper addresses the crucial question of solution uniqueness in stationary first-order Mean-Field Games (MFGs). Despite well-established existence results, establishing uniqueness, particularly for weaker solutions in the sense of…

Analysis of PDEs · Mathematics 2025-02-28 Rita Ferreira , Diogo Gomes , Vardan Voskanyan

We study degenerate fully nonlinear free transmission problems, where the degeneracy rate varies in the domain. We prove optimal pointwise regularity depending on the degeneracy rate. Our arguments consist of perturbation methods, relating…

Analysis of PDEs · Mathematics 2021-11-04 David Jesus

We study the well-posedness of a modified degenerate Cahn-Hilliard type model for surface diffusion. With degenerate phase-dependent diffusion mobility and additional stabilizing function, this model is able to give the correct sharp…

Analysis of PDEs · Mathematics 2022-04-19 Xiaohua Niu , Yang Xiang , Xiaodong Yan