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In this paper, we consider a mean field game model inspired by crowd motion in which several interacting populations evolving in $\mathbb R^d$ aim at reaching given target sets in minimal time. The movement of each agent is described by a…

Optimization and Control · Mathematics 2022-08-16 Saeed Sadeghi Arjmand , Guilherme Mazanti

Given a large number of homogeneous players that are distributed across three possible states, we consider the problem in which these players have to control their transition rates, while minimizing a cost. The optimal transition rates are…

Systems and Control · Computer Science 2018-02-13 Leonardo Stella , Dario Bauso

This article focuses two issues related to the first-order discounted mean field games system. The first is the time discretization problem. The time discretization approach enables us to prove the existence of solutions (u,m) of the…

Analysis of PDEs · Mathematics 2025-09-19 Renato Iturriaga , Cristian Mendico , Kaizhi Wang , Yuchen Xu

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

This article considers a mean field game model inspired by crowd motion models in which agents aim at reaching a given target set and wish to minimize a cost consisting of an individual running cost, an individual cost depending on the…

Optimization and Control · Mathematics 2026-02-20 Guilherme Mazanti , Laurent Pfeiffer , Saeed Sadeghi Arjmand

In this article we consider finite Mean Field Games (MFGs), i.e. with finite time and finite states. We adopt the framework introduced in Gomes Mohr and Souza in 2010, and study two seemly unexplored subjects. In the first one, we analyze…

Optimization and Control · Mathematics 2018-05-16 Saeed Hadikhanloo , Francisco José Silva

Quasistationary states are long-lived nonequilibrium states, observed in some systems with long-range interactions under deterministic Hamiltonian evolution. These intriguing non-Boltzmann states relax to equilibrium over times which…

Statistical Mechanics · Physics 2015-03-17 Shamik Gupta , David Mukamel

Mean field games model equilibria in games with a continuum of players as limiting systems of symmetric $n$-player games with weak interaction between the players. We consider a finite-state, infinite-horizon problem with two cost criteria:…

Analysis of PDEs · Mathematics 2022-11-17 Asaf Cohen , Ethan Zell

Mean field games is a recent area of study introduced by Lions and Lasry in a series of seminal papers in 2006. Mean field games model situations of competition between large number of rational agents that play non-cooperative dynamic games…

Optimization and Control · Mathematics 2011-03-18 Diogo A. Gomes , Joana Mohr , Rafael R. Souza

We consider a stationary Mean Field Games system defined on a network. In this framework, the transition conditions at the vertices play a crucial role: the ones here considered are based on the optimal control interpretation of the…

Analysis of PDEs · Mathematics 2015-05-20 Fabio Camilli , Claudio Marchi

The mean field games system is a coupled pair of nonlinear partial differential equations arising in differential game theory, as a limit as the number of agents tends to infinity. We prove existence and uniqueness of classical solutions…

Analysis of PDEs · Mathematics 2020-01-28 David M. Ambrose

In this paper we examine fully nonlinear mean-field games associated with a minimization problem. The variational setting is driven by a functional depending on its argument through its Hessian matrix. We work under fairly natural…

Analysis of PDEs · Mathematics 2020-10-30 Pêdra D. S. Andrade , Edgard A. Pimentel

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

We propose a numerical method for stationary Mean Field Games defined on a network. In this framework a correct approximation of the transition conditions at the vertices plays a crucial role. We prove existence, uniqueness and convergence…

Numerical Analysis · Mathematics 2015-11-23 Simone Cacace , Fabio Camilli , Claudio Marchi

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

Mean Field Games provide a powerful framework to analyze the dynamics of a large number of controlled objects in interaction. Though these models are much simpler than the underlying differential games they describe in some limit, their…

Physics and Society · Physics 2020-07-15 Thibault Bonnemain , Thierry Gobron , Denis Ullmo

In this work we discuss an Mean Field Games approach to traffic management on multi-lane roads. Such approach is particularly indicated to model self driven vehicles with perfect information of the domain. The mathematical interest of the…

Optimization and Control · Mathematics 2018-05-14 Adriano Festa , Simone Göttlich

In a probabilistic mean field game driven by a L\'evy process an individual player aims to minimize a long run discounted/ergodic cost by controlling the process through a pair of increasing and decreasing c\`adl\`ag processes, while he is…

Optimization and Control · Mathematics 2025-05-30 Facundo Oliú

The purpose of this work is to introduce a notion of weak solution to the master equation of a potential mean field game and to prove that existence and uniqueness hold under quite general assumptions. Remarkably, this is achieved without…

Optimization and Control · Mathematics 2022-06-30 Alekos Cecchin , François Delarue

We study the local stability properties of solutions to ergodic and discounted mean field games systems, as the time horizon $T \to +\infty$, around stationary equilibria, when the Hamiltonian is quadratic. We replace the usual monotonicity…

Analysis of PDEs · Mathematics 2026-04-28 Marco Cirant , Nicolò De Bernardi
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