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There are few results on mean field game (MFG) systems where the PDEs are either fully nonlinear or have degenerate diffusions. This paper introduces a problem that combines both difficulties. We prove existence and uniqueness for a…

Analysis of PDEs · Mathematics 2024-09-04 Indranil Chowdhury , Espen R. Jakobsen , Miłosz Krupski

A theory of existence and uniqueness is developed for general stochastic differential mean field games with common noise. The concepts of strong and weak solutions are introduced in analogy with the theory of stochastic differential…

Probability · Mathematics 2015-05-21 Rene Carmona , Francois Delarue , Daniel Lacker

In this manuscript we derive a new nonlinear transport equation written on the space of probability measures that allows to study a class of deterministic mean field games and master equations, where the interaction of the agents happens…

Analysis of PDEs · Mathematics 2024-03-25 P. Jameson Graber , Alpár R. Mészáros

We consider stationary viscous Mean-Field Games systems in the case of local, decreasing and unbounded coupling. These systems arise in ergodic mean-field game theory, and describe Nash equilibria of games with a large number of agents…

Analysis of PDEs · Mathematics 2016-02-16 Marco Cirant

Recent techniques based on Mean Field Games (MFGs) allow the scalable analysis of multi-player games with many similar, rational agents. However, standard MFGs remain limited to homogeneous players that weakly influence each other, and…

Computer Science and Game Theory · Computer Science 2023-12-19 Kai Cui , Gökçe Dayanıklı , Mathieu Laurière , Matthieu Geist , Olivier Pietquin , Heinz Koeppl

In this paper, we study deterministic mean field games for agents who operate in a bounded domain. In this case, the existence and uniqueness of Nash equilibria cannot be deduced as for unrestricted state space because, for a large set of…

Optimization and Control · Mathematics 2017-11-07 Piermarco Cannarsa , Rossana Capuani

In this paper, we introduce and study a first-order mean-field game obstacle problem. We examine the case of local dependence on the measure under assumptions that include both the logarithmic case and power-like nonlinearities. Since the…

Analysis of PDEs · Mathematics 2014-10-28 Diogo Gomes , Stefania Patrizi

This paper studies a one-dimensional Mean-Field Planning (MFP) system with a non-local, rank-based coupling. Using a potential formulation, we rewrite the system as an associated scalar partial differential equation. We prove an equivalence…

Analysis of PDEs · Mathematics 2026-03-04 Ali Almadeh , Tigran Bakaryan , Diogo Gomes , Melih Ucer

We study a class of local, first-order, stationary mean-field games (MFGs) on bounded domains with nonstandard mixed boundary conditions: prescribed inflow on $\Gamma_N$ and a relaxed Signorini-type exit condition on $\Gamma_D$…

Analysis of PDEs · Mathematics 2026-03-03 AbdulRahman M. Alharbi , Diogo Gomes

We consider the one-dimensional stationary first-order mean-field game (MFG) system with the coupling between the Hamilton-Jacobi equation and the transport equation. In both cases that the coupling is strictly increasing and decreasing…

Analysis of PDEs · Mathematics 2018-05-29 Yiru Cai , Haobo Qi , Yi Tan , Xifeng Su

The objective of this work is to study the existence, uniqueness, and stability of equilibria in mean field games involving a major player and a continuum of minor players over finite intervals of arbitrary length. Following earlier…

Optimization and Control · Mathematics 2025-01-07 Francois Delarue , Chenchen Mou

This paper presents a general existence and uniqueness result for mean field games equations on graphs ($\mathcal{G}$-MFG). In particular, our setting allows to take into account congestion effects of almost any form. These general…

Optimization and Control · Mathematics 2014-05-09 Olivier Guéant

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 establish a weak-strong uniqueness principle for the two-phase Mullins-Sekerka equation in the plane: As long as a classical solution to the evolution problem exists, any weak De Giorgi type varifold solution (see for this notion the…

Analysis of PDEs · Mathematics 2024-04-04 Julian Fischer , Sebastian Hensel , Tim Laux , Theresa M. Simon

First, a new sufficient condition for uniqueness of weak solutions is proved for the system of 2D viscous Primitive Equations. Second, global existence and uniqueness are established for several classes of weak solutions with partial…

Analysis of PDEs · Mathematics 2018-08-10 Ning Ju

This paper establishes the existence of relaxed solutions to mean field games (MFGs for short) with singular controls. We also prove approximations of solutions results for a particular class of MFGs with singular controls by solutions,…

Optimization and Control · Mathematics 2017-08-04 Guanxing Fu , Ulrich Horst

We present the notion of monotone solution of mean field games master equations in the case of a continuous state space. We establish the existence, uniqueness and stability of such solutions under standard assumptions. This notion allows…

Analysis of PDEs · Mathematics 2023-10-27 Charles Bertucci

We present a new notion of solution for mean field games master equations. This notion allows us to work with solutions which are merely continuous. We prove first results of uniqueness and stability for such solutions. It turns out that…

Analysis of PDEs · Mathematics 2020-07-24 Charles Bertucci

In this paper we propose two new monotonicity conditions that could serve as sufficient conditions for uniqueness of Nash equilibria in mean field games. In this study we aim for $unconditional\ uniqueness$ that is independent of the length…

Analysis of PDEs · Mathematics 2023-07-24 P. Jameson Graber , Alpár R. Mészáros

This paper studies an inverse problem for a multipopulation mean field game (MFG) system where the objective is to reconstruct the running and terminal cost functions of the system that couples the dynamics of different populations. We…

Analysis of PDEs · Mathematics 2025-02-17 Kui Ren , Nathan Soedjak , Kewei Wang