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We explore a mechanism of decision-making in Mean Field Games with myopic players. At each instant, agents set a strategy which optimizes their expected future cost by assuming their environment as immutable. As the system evolves, the…

Optimization and Control · Mathematics 2018-02-05 Charafeddine Mouzouni

In Mean Field Games of Controls, the dynamics of the single agent is influenced not only by the distribution of the agents, as in the classical theory, but also by the distribution of their optimal strategies. In this paper, we study…

Analysis of PDEs · Mathematics 2023-02-01 Fabio Camilli , Claudio Marchi

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

In this paper we study evolutive first order Mean Field Games in the Heisenberg group; each agent can move in the whole space but it has to follow "horizontal" trajectories which are given in terms of the vector fields generating the group…

Analysis of PDEs · Mathematics 2022-01-03 Paola Mannucci , Claudio Marchi , Nicoletta Tchou

First, we study the existence of solutions for a class of first order mean field games systems \begin{equation*} \left\{\begin{aligned} &H(x,u,Du)=F(x,m(t)),\quad &&x\in M,\ \forall\ t\in[0,T],\\ &\partial_t…

Analysis of PDEs · Mathematics 2025-07-15 Xiaotian Hu

Mean field games formalize dynamic games with a continuum of players and explicit interaction where the players can have heterogeneous states. As they additionally yield approximate equilibria of corresponding $N$-player games, they are of…

Optimization and Control · Mathematics 2020-01-09 Berenice Anne Neumann

We study the asymptotic behavior of solutions to the constrained MFG system as the time horizon $T$ goes to infinity. For this purpose, we analyze first Hamilton-Jacobi equations with state constraints from the viewpoint of weak KAM theory,…

Analysis of PDEs · Mathematics 2023-04-04 Piermarco Cannarsa , Wei Cheng , Cristian Mendico , Kaizhi Wang

We develop the counterpart of weak KAM theory for potential mean field games. This allows to describe the long time behavior of time-dependent potential mean field game systems. Our main result is the existence of a limit, as time tends to…

Analysis of PDEs · Mathematics 2019-07-08 Pierre Cardaliaguet , Marco Masoero

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

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

We provide an approximation scheme for first-order stationary mean field games with a separable Hamiltonian. First, we discretize Hamilton-Jacobi equations by discretizing in time, and then prove the existence of minimizing holonomic…

Analysis of PDEs · Mathematics 2021-11-24 Renato Iturriaga , Kaizhi Wang

We show that the long time average of solutions of first order mean field game systems in finite horizon is governed by an ergodic system of mean field game type. The well-posedness of this later system and the uniqueness of the ergodic…

Optimization and Control · Mathematics 2013-05-31 Pierre Cardaliaguet

In this paper we study evolutive first order Mean Field Games in the Heisenberg group~$\He^1$; each agent can move only along "horizontal" trajectories which are given in terms of the vector fields generating~$\He^1$ and the kinetic part of…

Analysis of PDEs · Mathematics 2021-01-27 Paola Mannucci , Claudio Marchi , Nicoletta Tchou

We consider a class of Mean Field Games in which the agents may interact through the statistical distribution of their states and controls. It is supposed that the Hamiltonian behaves like a power of its arguments as they tend to infinity,…

Analysis of PDEs · Mathematics 2020-06-24 Z Kobeissi

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

H\"older stability estimate and uniqueness are proven for a retrospective problem of Mean Field Games with a non-quadratic Hamiltonian. The previous result was only for the quadratic Hamiltonian. The main tool is the apparatus of Carleman…

Analysis of PDEs · Mathematics 2023-11-02 Michael V. Klibanov , Mikhail Y. Kokurin , Jingzhi Li

This paper investigates the well-posedness of a type of state constraint ergodic Mean Field Game system in a bounded domain in which the Hamilton-Jacobi-Bellman equation is paired with an infinite Dirichlet boundary condition. In this…

Analysis of PDEs · Mathematics 2021-07-27 Mariya Sardarli

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 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

In a mean field game of controls, players seek to minimize a cost that depends on the joint distribution of players' states and controls. We consider an ergodic problem for second-order mean field games of controls with state constraints,…

Analysis of PDEs · Mathematics 2026-04-10 Jameson Graber , Kyle Rosengartner
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