Related papers: Fully nonlinear second-order mean field games with…
Long-lived quasistationary states, associated with stationary stable solutions of the Vlasov equation, are found in systems with long-range interactions. Studies of the relaxation time in a model of $N$ globally coupled particles moving on…
This paper studies the vanishing viscosity approximation to mean field games (MFGs) in $\mathbb{R}^d$ with a nonlocal and possibly non-separable Hamiltonian. We prove that the value function converges at a rate of $\mathcal{O}(\beta)$,…
We prove stochastic homogenization for a class of non-convex and non-coercive first-order Hamilton-Jacobi equations in a finite-range-dependence environment for Hamiltonians that can be expressed by a max-min formula. Exploiting the…
We analyze a system of partial differential equations that model a potential mean field game of controls, briefly MFGC. Such a game describes the interaction of infinitely many negligible players competing to optimize a personal value…
A system of two coupled nonlinear parabolic partial differential equations with two opposite directions of time is considered. In fact, this is the so-called "Mean Field Games System" (MFGS), which is derived in the mean field games (MFG)…
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…
We discuss the system of Fokker-Planck and Hamilton-Jacobi-Bellman equations arising from the finite horizon control of McKean-Vlasov dynamics. We give examples of existence and uniqueness results. Finally, we propose some simple models for…
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…
This paper studies the existence and approximation of equilibria for general time-inconsistent mean field game (MFG) problems in continuous time. To handle the intricate nonlocal equilibrium Hamilton-Jacobi-Bellman (EHJB) system arising…
We deal with nonlinear elliptic and parabolic systems that are the Bellman like systems associated to stochastic differential games with mean field dependent dynamics. The key novelty of the paper is that we allow heavily mean field…
We establish the first unconditional well-posedness result for the master equation associated with a general class of mean field games of controls. Our analysis covers games with displacement monotone or Lasry--Lions monotone data, as well…
We study the modular Hamiltonians of an interval for the massless Dirac fermion on the half-line. The most general boundary conditions ensuring the global energy conservation lead to consider two phases, where either the vector or the axial…
This article examines mean-field-type game problems by means of a direct method. We provide various solvable examples beyond the classical linear-quadratic game problems. These include quadratic-quadratic games and games with power,…
We consider first order variational MFG in the whole space, with aggregative interactions and density constraints, such that the stationary states of the game are contained in two isolated compact sets of mass distributions with finite…
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…
In this paper we present sufficient conditions for the existence of heteroclinic or homoclinic solutions for second order coupled systems of differential equations on the real line. We point out that it is required only conditions on the…
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…
We study a system of partial differential equations used to describe Bertrand and Cournot competition among a continuum of producers of an exhaustible resource. By deriving new a priori estimates, we prove the existence of classical…
Financial markets are often driven by latent factors which traders cannot observe. Here, we address an algorithmic trading problem with collections of heterogeneous agents who aim to perform optimal execution or statistical arbitrage, where…
We study the existence of mountain-pass solutions to a potential-free mean-field game system in the whole space $\mathbb R^n$ under the mass-supercritical regime, assuming an aggregating local coupling and a $C^2$ Hamiltonian that is…