English
Related papers

Related papers: Deterministic Mean Field Games on Networks and Rel…

200 papers

This paper is devoted to finite horizon deterministic mean field games in which the state space is a network. The agents control their velocity, and when they occupy a vertex, they can enter into any incident edge. The running and terminal…

Optimization and Control · Mathematics 2023-11-21 Yves Achdou , Paola Mannucci , Claudio Marchi , Nicoletta Tchou

We consider deterministic mean field games in which the agents control their acceleration and are constrained to remain in a domain of R n. We study relaxed equilibria in the Lagrangian setting; they are described by a probability measure…

Analysis of PDEs · Mathematics 2021-11-04 Yves Achdou , Paola Mannucci , Claudio Marchi , Nicoletta Tchou

This paper considers a mean field game model inspired by crowd motion where agents want to leave a given bounded domain through a part of its boundary in minimal time. Each agent is free to move in any direction, but their maximal speed is…

Optimization and Control · Mathematics 2022-02-21 Guilherme Mazanti , Filippo Santambrogio

Relying on the careful study of a related problem in the calculus of variations, we study a class of optimal control problems in which the control lies on the acceleration, with state constraints on the position variable. In dimension one,…

Optimization and Control · Mathematics 2025-10-10 Yves Achdou

This paper is devoted to a class of finite horizon deterministic mean field games with Grushin type dynamics, state constraints and nonlocal coupling. First, we consider the optimal control problem that each agent aims to solve when the…

Optimization and Control · Mathematics 2026-02-16 Alessandra Cutrì , Paola Mannucci , Claudio Marchi , Nicoletta Tchou

We consider deterministic mean field games where the dynamics of a typical agent is non-linear with respect to the state variable and affine with respect to the control variable. Particular instances of the problem considered here are mean…

Optimization and Control · Mathematics 2022-12-21 Justina Gianatti , Francisco J. Silva

In the present work, we study deterministic mean field games (MFGs) with finite time horizon in which the dynamics of a generic agent is controlled by the acceleration. They are described by a system of PDEs coupling a continuity equation…

Analysis of PDEs · Mathematics 2020-07-29 Yves Achdou , Paola Mannucci , Claudio Marchi , Nicoletta Tchou

We develop the linear programming approach to mean-field games in a general setting. This relaxed control approach allows to prove existence results under weak assumptions, and lends itself well to numerical implementation. We consider…

Optimization and Control · Mathematics 2020-11-24 Roxana Dumitrescu , Marcos Leutscher , Peter Tankov

In this paper we study a mean field model for discrete time, finite number of states, dynamic games. These models arise in situations that involve a very large number of agents moving from state to state according to certain optimality…

Optimization and Control · Mathematics 2009-03-10 Diogo A. Gomes , Joana Mohr , Rafael R. Souza

We consider a deterministic mean field games problem in which a typical agent solves an optimal control problem where the dynamics is affine with respect to the control and the cost functional has a growth which is polynomial with respect…

Optimization and Control · Mathematics 2023-05-03 Justina Gianatti , Francisco J. Silva , Ahmad Zorkot

We study a mean field optimal control problem with general non-Markovian dynamics, including both common noise and jumps. We show that its minimizers are Nash equilibria of an associated mean field game of controls. These types of games are…

Optimization and Control · Mathematics 2025-05-12 Felix Höfer , H. Mete Soner

In this paper, we examine the stationary relaxed singular control problem within a multi-dimensional framework for a single agent, as well as its mean field game equivalent. We demonstrate that optimal relaxed controls exist for two problem…

Optimization and Control · Mathematics 2025-06-04 Asaf Cohen , Chuhao Sun

We consider N-player and mean field games in continuous time over a finite horizon, where the position of each agent belongs to {-1,1}. If there is uniqueness of mean field game solutions, e.g. under monotonicity assumptions, then the…

Optimization and Control · Mathematics 2019-02-06 Alekos Cecchin , Paolo Dai Pra , Markus Fischer , Guglielmo Pelino

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

We consider a class of mean field games in which the agents interact through both their states and controls, and we focus on situations in which a generic agent tries to adjust her speed (control) to an average speed (the average is made in…

Analysis of PDEs · Mathematics 2020-03-10 Y Achdou , Z Kobeissi

We examine mean field control problems on a finite state space, in continuous time and over a finite time horizon. We characterize the value function of the mean field control problem as the unique viscosity solution of a…

Optimization and Control · Mathematics 2021-03-29 Alekos Cecchin

A general class of mean field games are considered where the governing dynamics are controlled diffusions in $\mathbb{R}^d$. The optimization criterion is the long time average of a running cost function. Under various sets of hypotheses,…

Optimization and Control · Mathematics 2019-08-21 Ari Arapostathis , Anup Biswas , Johnson Carroll

We consider an optimal control problem where the average welfare of weakly interacting agents is of interest. We examine the mean-field control problem as the fluid approximation of the N-agent control problem with the setup of finite-state…

Optimization and Control · Mathematics 2024-02-13 Jingruo Sun

We consider finite horizon stochastic mean field games in which the state space is a network. They are described by a system coupling a backward in time Hamilton-Jacobi-Bellman equation and a forward in time Fokker-Planck equation. The…

Analysis of PDEs · Mathematics 2019-03-08 Yves Achdou , Manh-Khang Dao , Olivier Ley , Nicoletta Tchou

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
‹ Prev 1 2 3 10 Next ›