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In this paper, we consider Mean Field Games in the presence of common noise relaxing the usual independence assumption of individual random noise. We assume a simple linear model with terminal cost satisfying a convexity and a weak…

Probability · Mathematics 2016-07-05 Saran Ahuja

Here, we consider numerical methods for stationary mean-field games (MFG) and investigate two classes of algorithms. The first one is a gradient-flow method based on the variational characterization of certain MFG. The second one uses…

Numerical Analysis · Mathematics 2015-11-23 Noha Almulla , Rita Ferreira , Diogo Gomes

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

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

This paper introduces a notion of weak solution for the coupled system of master equations in mean field games with a major player. It extends the previously introduced notion of Lipschitz solutions in mean field games. By relying on a…

Analysis of PDEs · Mathematics 2026-03-17 Charles Meynard

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

The aim of this paper is to study the long time behavior of solutions to deterministic mean field games systems on Euclidean space. This problem was addressed on the torus ${\mathbb T}^n$ in [P. Cardaliaguet, {\it Long time average of first…

Optimization and Control · Mathematics 2019-12-11 Piermarco Cannarsa , Wei Cheng , Cristian Mendico , Kaizhi Wang

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

The intersection of Mean Field Games (MFGs) and Reinforcement Learning (RL) has fostered a growing family of algorithms designed to solve large-scale multi-agent systems. However, the field currently lacks a standardized evaluation…

Machine Learning · Computer Science 2026-02-16 Lorenzo Magnino , Jiacheng Shen , Matthieu Geist , Olivier Pietquin , Mathieu Laurière

In this paper, we focus on stationary (ergodic) mean-field games (MFGs). These games arise in the study of the long-time behavior of finite-horizon MFGs. Motivated by a prior scheme for Hamilton-Jacobi equations introduced in Aubry-Mather's…

Analysis of PDEs · Mathematics 2021-09-28 Tigran Bakaryan , Diogo Gomes , Héctor Sánchez Morgado

A standard assumption in mean-field game (MFG) theory is that the coupling between the Hamilton-Jacobi equation and the transport equation is monotonically non-decreasing in the density of the population. In many cases, this assumption…

Analysis of PDEs · Mathematics 2016-11-29 Diogo A. Gomes , Levon Nurbekyan , Mariana Prazeres

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 prove weak-strong uniqueness results for the isentropic compressible Navier-Stokes system on the torus. In other words, we give conditions on a strong solution so that it is unique in a class of weak solutions. Known weak-strong…

Analysis of PDEs · Mathematics 2015-05-13 Pierre Germain

Under the condition of small external forces, we obtain existence of a weak solution of the steady Hall-MHD system with H\"{o}lder continuous magnetic field. We also established regularity of weak solutions provided that magnetic fields are…

Analysis of PDEs · Mathematics 2020-04-16 Yong Zeng , Zhibing Zhang

We construct a semi-Lagrangian scheme for first-order, time-dependent, and non-local Mean Field Games. The convergence of the scheme to a weak solution of the system is analyzed by exploiting a key monotonicity property. To solve the…

Numerical Analysis · Mathematics 2026-05-12 Elisabetta Carlini , Valentina Coscetti

In this paper we unveil novel monotonicity conditions applicable for Mean Field Games through the exploration of finite dimensional $canonical\ transformations$. Our findings contribute to establishing new global well-posedness results for…

Analysis of PDEs · Mathematics 2026-01-14 Mohit Bansil , Alpár R. Mészáros

This paper investigates stationary mean-field games (MFGs) on the torus with Lipschitz non-homogeneous diffusion and logarithmic-like couplings. The primary objective is to understand the existence of $C^{1,\alpha}$ solutions to address the…

Analysis of PDEs · Mathematics 2023-10-27 Tigran Bakaryan , Giuseppe Di Fazio , Diogo A. Gomes

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

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

We study the uniqueness of solutions to systems of PDEs arising in Mean Field Games with several populations of agents and Neumann boundary conditions. The main assumption requires the smallness of some data, e.g., the length of the time…

Analysis of PDEs · Mathematics 2017-09-08 Martino Bardi , Marco Cirant