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This paper concerns a Mean Field Game (MFG) system related to a Nash type equilibrium for dynamical games associated to large populations. One shows that the MFG system may be viewed as the Euler-Lagrange system for an optimal control…

Optimization and Control · Mathematics 2025-03-21 Stefana-Lucia Anita

The well-posedness and regularity properties of diffusion-aggregation equations, emerging from interacting particle systems, are established on the whole space for bounded interaction force kernels by utilizing a compactness convergence…

Analysis of PDEs · Mathematics 2024-06-19 Li Chen , Paul Nikolaev , David J. Prömel

In this paper, the strong existence and uniqueness for a degenerate finite system of quantile-dependent McKean-Vlasov stochastic differential equations are obtained under a weak H\"{o}rmander condition. The approach relies on the apriori…

Probability · Mathematics 2021-03-15 Yaozhong Hu , Michael A. Kouritzin , Jiayu Zheng

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

In this paper we study second order stationary Mean Field Game systems under density constraints on a bounded domain $\Omega \subset \mathbb{R}^d$. We show the existence of weak solutions for power-like Hamiltonians with arbitrary order of…

Analysis of PDEs · Mathematics 2016-03-04 Alpár Richárd Mészáros , Francisco J. Silva

In recent years, mean field games (MFGs) have garnered considerable attention and emerged as a dynamic and actively researched field across various domains, including economics, social sciences, finance, and transportation. The inverse…

Analysis of PDEs · Mathematics 2024-10-02 Hongyu Liu , Catharine W. K. Lo , Shen Zhang

A mathematical model for the discrete nonlinear fragmentation (collision-induced breakage) equation with diffusion is studied. The existence of global weak solutions is established in arbitrary spatial dimensions without assuming a strictly…

Analysis of PDEs · Mathematics 2026-03-12 Saumyajit Das , Ram Gopal Jaiswal

We study the well-posedness of a system of forward-backward stochastic differential equations (FBSDEs) corresponding to a degenerate mean field type control problem, when the diffusion coefficient depends on the state together with its…

Probability · Mathematics 2023-11-16 Alain Bensoussan , Ziyu Huang , Shanjian Tang , Sheung Chi Phillip Yam

In this paper, we study first-order stationary monotone mean-field games (MFGs) with Dirichlet boundary conditions. While for Hamilton--Jacobi equations Dirichlet conditions may not be satisfied, here, we establish the existence of…

Analysis of PDEs · Mathematics 2018-04-20 Rita Ferreira , Diogo Gomes , Teruo Tada

This paper presents a class of evolutive Mean Field Games with multiple solutions for all time horizons T and convex but non-smooth Hamiltonian H, as well as for smooth H and T large enough. The phenomenon is analyzed in both the PDE and…

Analysis of PDEs · Mathematics 2018-02-12 Martino Bardi , Markus Fischer

We analyze a system of partial differential equations that model a potential mean field game of controls, briefly MFGC. Such a game describes the interaction of infinitely many negligible players competing to optimize a personal value…

Analysis of PDEs · Mathematics 2020-10-27 Jameson Graber , Alan Mullenix , Laurent Pfeiffer

We study the local in time existence of a regular solution of a nonlinear parabolic backward-forward system arising from the theory of Mean-Field Games (briefly MFG). The proof is based on a contraction argument in a suitable space that…

Analysis of PDEs · Mathematics 2018-06-22 Marco Cirant , Roberto Gianni , Paola Mannucci

We prove the existence of solutions to a non-linear, non-local, degenerate equation which was previously derived as the formal hydrodynamic limit of an active Brownian particle system, where the particles are endowed with a position and an…

Analysis of PDEs · Mathematics 2023-10-02 Martin Burger , Simon Schulz

We study a class of degenerate convection diffusion equations with a fractional nonlinear diffusion term. These equations are natural generalizations of anomalous diffusion equations, fractional conservations laws, local convection…

Analysis of PDEs · Mathematics 2011-07-28 Simone Cifani , Espen R. Jakobsen

We consider a class of deterministic mean field games, where the state associated with each player evolves according to an ODE which is linear w.r.t. the control. Existence, uniqueness, and stability of solutions are studied from the point…

Optimization and Control · Mathematics 2022-10-27 Alberto Bressan , Khai T. Nguyen

In this paper we study second order stochastic differential equations with measurable and density-distribution dependent coefficients. Through establishing a maximum principle for kinetic Fokker-Planck-Kolmogorov equations with…

Probability · Mathematics 2022-01-26 Xicheng Zhang

This manuscript discusses planning problems for first- and second-order one-dimensional mean-field games (MFGs). These games are comprised of a Hamilton-Jacobi equation coupled with a Fokker-Planck equation. Applying Poincar\'e's Lemma to…

Analysis of PDEs · Mathematics 2021-04-27 Tigran Bakaryan , Rita Ferreira , Diogo Gomes

In this paper, we propose and study an inverse boundary problem for the mean field games (MFGs) governed by the first-order master equation in a bounded domain. We establish the unique identifiability result by showing that the running cost…

Analysis of PDEs · Mathematics 2022-12-21 Hongyu Liu , Shen Zhang

In this paper, we are concerned with the inverse problem of determining anomalies in the state space associated with the stationary mean field game (MFG) system. We establish novel unique identifiability results for the intrinsic structure…

Analysis of PDEs · Mathematics 2025-05-14 Hongyu Liu , Catharine W. K. Lo

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