English
Related papers

Related papers: Weak-strong uniqueness for solutions to mean-field…

200 papers

In this paper, we investigate the robustness of stationary mean-field equilibria in the presence of model uncertainties, specifically focusing on infinite-horizon discounted cost functions. To achieve this, we initially establish…

Systems and Control · Electrical Eng. & Systems 2026-04-10 Uğur Aydın , Naci Saldi

We study a mean-field version of Bank-El Karoui's representation theorem of stochastic processes. Under different technical conditions, we establish some existence and uniqueness results. As motivation and first applications, our mean-field…

Probability · Mathematics 2025-07-16 Xihao He , Xiaolu Tan , Jun Zou

We investigate time dependent, first order Mean Field Games on the torus comparing, in a broad and general framework, the classical differential formulation , given by a Hamilton Jacobi equation coupled with a continuity equation, with a…

Analysis of PDEs · Mathematics 2025-12-02 Antonio Siconolfi

Existing deep learning methods for solving mean-field games (MFGs) with common noise fix the sampling common noise paths and then solve the corresponding MFGs. This leads to a nested-loop structure with millions of simulations of common…

Optimization and Control · Mathematics 2021-06-08 Ming Min , Ruimeng Hu

This paper concerns the simultaneous effect of homogenization and of the small noise limit for a $2^{\textrm {nd}}$ order mean field games (MFG) system with local coupling and quadratic Hamiltonian. We show under some additional assumptions…

Analysis of PDEs · Mathematics 2024-03-12 Annalisa Cesaroni , Nicolas Dirr , Claudio Marchi

Here, we consider a regularized mean-field game model that features a low-order regularization. We prove the existence of solutions with positive density. To do so, we combine a priori estimates with the continuation method. In contrast…

Motivated by mean-field games (MFG) with common noise on the one hand and pathwise stochastic control theory on the other, we formulate here a linear-quadratic (LQ) MFG with rough common noise, along with a satisfactory well-posedness…

Probability · Mathematics 2026-04-14 Peter K. Friz , Ioannis Gasteratos , Ulrich Horst , Stefanos Theodorakopoulos

We prove uniqueness of weak solutions of the three-dimensional compressible Navier-Stokes equations with potential force. We make use of the Lagrangean framework in comparing the instantaneous states of corresponding fluid particles in two…

Analysis of PDEs · Mathematics 2020-12-15 Anthony Suen

We establish existence and uniqueness of solutions to evolutive fractional Mean Field Game systems with regularizing coupling, for any order of the fractional Laplacian $s\in(0,1)$. The existence is addressed via the vanishing viscosity…

Analysis of PDEs · Mathematics 2019-01-09 Marco Cirant , Alessandro Goffi

We consider the time-dependent Landau-Lifshitz-Gilbert equation. We prove that each weak solution coincides with the (unique) strong solution, as long as the latter exists in time. Unlike available results in the literature, our analysis…

Analysis of PDEs · Mathematics 2020-09-07 Giovanni Di Fratta , Michael Innerberger , Dirk Praetorius

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

The mean field limit of large-population symmetric stochastic differential games is derived in a general setting, with and without common noise, on a finite time horizon. Minimal assumptions are imposed on equilibrium strategies, which may…

Probability · Mathematics 2014-08-13 Daniel Lacker

In this paper we obtain Sobolev estimates for weak solutions of first oder variational Mean Field Game systems with coupling terms that are local function of the density variable. Under some coercivity condition on the coupling, we obtain…

Analysis of PDEs · Mathematics 2018-01-25 P. Jameson Graber , Alpár R. Mészáros

We force uniqueness in finite state mean field games by adding a Wright-Fisher common noise. We achieve this by analyzing the master equation of this game, which is a degenerate parabolic second-order partial differential equation set on…

Probability · Mathematics 2021-01-12 Erhan Bayraktar , Alekos Cecchin , Asaf Cohen , Francois Delarue

In this article the question on uniqueness of weak solution of the incompressible Navier-Stokes Equations in the 3-dimensional case is studied. Here the investigation is carried out with use of another approach. The uniqueness of velocity…

Analysis of PDEs · Mathematics 2020-09-29 Kamal N. Soltanov

In this manuscript, we propose a structural condition on non-separable Hamiltonians, which we term displacement monotonicity condition, to study second order mean field games master equations. A rate of dissipation of a bilinear form is…

Analysis of PDEs · Mathematics 2022-04-04 Wilfrid Gangbo , Alpár R. Mészáros , Chenchen Mou , Jianfeng Zhang

This paper proposes a new mathematical paradigm to analyze discrete-time mean-field games. It is shown that finding Nash equilibrium solutions for a general class of discrete-time mean-field games is equivalent to solving an optimization…

Optimization and Control · Mathematics 2023-08-29 Xin Guo , Anran Hu , Junzi Zhang

We introduce a search game for two players played on a "scenario" consisting of a ground set together with a collection of feasible partitions. This general setting allows us to obtain new characterisations of many width parameters such as…

Discrete Mathematics · Computer Science 2009-06-23 Isolde Adler

Mean field games (MFGs) offer a versatile framework for modeling large-scale interactive systems across multiple domains. This paper builds upon a previous work, by developing a state-of-the-art unified approach to decode or design the…

Analysis of PDEs · Mathematics 2025-01-22 Hongyu Liu , Catharine W. K. Lo

In this paper, we explore Bertrand and Cournot Mean Field Games models for market competition with reflection boundary conditions. We prove existence, uniqueness and regularity of solutions to the system of equations, and show that this…

Analysis of PDEs · Mathematics 2017-09-13 P. Jameson Graber , Charafeddine Mouzouni
‹ Prev 1 4 5 6 7 8 10 Next ›