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This paper studies the $N$-particle systems as well as the HJB/master equations for a class of generalized mean field control (MFC) problems and the corresponding potential mean field games of control (MFGC). A local in time classical…

Optimization and Control · Mathematics 2025-04-15 Huafu Liao , Chenchen Mou

In this paper we establish quantitative convergence results for both open and closed-loop Nash equilibria of N-player stochastic differential games in the setting of Mean Field Games of Controls (MFGC), a class of models where interactions…

Probability · Mathematics 2025-07-24 Joe Jackson , Alpár R. Mészáros

Deep generative models have recently been applied to physical systems governed by partial differential equations (PDEs), offering scalable simulation and uncertainty-aware inference. However, enforcing physical constraints, such as…

Machine Learning · Computer Science 2025-11-27 Utkarsh Utkarsh , Pengfei Cai , Alan Edelman , Rafael Gomez-Bombarelli , Christopher Vincent Rackauckas

We study the singular perturbation problem for mean field game systems with control of acceleration. For such a problem we analyze the behavior of solutions as the acceleration costs vanishes. In this setting the Hamiltonian fails to be…

Optimization and Control · Mathematics 2023-04-04 Cristian Mendico

We propose a machine learning framework based on Flow Matching (FM) to identify critical properties in many-body systems efficiently. Using the 2D XY model as a benchmark, we demonstrate that a single network, trained only on configurations…

Statistical Mechanics · Physics 2026-01-06 Qian-Rui Lee , Daw-Wei Wang

This paper presents a comprehensive study of linear-quadratic (LQ) mean field games (MFGs) in Hilbert spaces, generalizing the classic LQ MFG theory to scenarios involving $N$ agents with dynamics governed by infinite-dimensional stochastic…

Optimization and Control · Mathematics 2025-08-12 Hanchao Liu , Dena Firoozi

We address in this paper a fundamental question that arises in mean-field games (MFGs), namely whether mean-field equilibria (MFE) for discrete-time finite-horizon MFGs can be used to obtain approximate stationary as well as non-stationary…

Optimization and Control · Mathematics 2026-05-05 Uğur Aydın , Tamer Başar , Naci Saldi

We consider an energy system with $n$ consumers who are linked by a Demand Side Management (DSM) contract, i.e. they agreed to diminish, at random times, their aggregated power consumption by a predefined volume during a predefined…

Optimization and Control · Mathematics 2021-01-18 Clémence Alasseur , Luciano Campi , Roxana Dumitrescu , Jia Zeng

This manuscript discusses planning problems for first- and second-order one-dimensional mean-field games (MFGs). These games are comprised of a Hamilton-Jacobi equation coupled with a Fokker-Planck equation. Applying Poincar\'e's Lemma to…

Analysis of PDEs · Mathematics 2021-04-27 Tigran Bakaryan , Rita Ferreira , Diogo Gomes

We study convergence rates of the generalized conditional gradient (GCG) method applied to fully discretized Mean Field Games (MFG) systems. While explicit convergence rates of the GCG method have been established at the continuous PDE…

Numerical Analysis · Mathematics 2026-02-13 Haruka Nakamura , Norikazu Saito

In this paper, we study large population multi-agent reinforcement learning (RL) in the context of discrete-time linear-quadratic mean-field games (LQ-MFGs). Our setting differs from most existing work on RL for MFGs, in that we consider a…

Systems and Control · Electrical Eng. & Systems 2020-10-02 Muhammad Aneeq uz Zaman , Kaiqing Zhang , Erik Miehling , Tamer Başar

We study mean-field games of optimal stopping (OS-MFGs) and introduce an entropy-regularized framework to enable learning-based solution methods. By utilizing randomized stopping times, we reformulate the OS-MFG as a mean-field game of…

Optimization and Control · Mathematics 2025-09-24 Jodi Dianetti , Roxana Dumitrescu , Giorgio Ferrari , Renyuan Xu

We propose a mean field game (MFG) framework to model the evolution of renewable energy production in competitive electricity markets. Producers interact through the spot price while optimising their profits under production, installation,…

Optimization and Control · Mathematics 2026-03-25 Luciano Campi , Zhuoshu Wu

While generative modeling has achieved remarkable success on tasks like natural language-conditioned image generation, enabling model adaptation from example data points remains a relatively underexplored and challenging problem. To this…

Machine Learning · Computer Science 2026-05-08 Tyler Ingebrand , Ruihan Zhao , Kushagra Gupta , David Fridovich-Keil , Sandeep P. Chinchali , Ufuk Topcu

When controlling multi-agent systems, the trade-off between performance and scalability is a major challenge. Here, we address this difficulty by using mean field games (MFGs), which is a framework that deduces the macroscopic dynamics…

Optimization and Control · Mathematics 2021-08-06 Daisuke Inoue , Yuji Ito , Takahito Kashiwabara , Norikazu Saito , Hiroaki Yoshida

Flow Matching (FM) is an effective framework for training a model to learn a vector field that transports samples from a source distribution to a target distribution. To train the model, early FM methods use random couplings, which often…

Computer Vision and Pattern Recognition · Computer Science 2025-05-30 Yexiong Lin , Yu Yao , Tongliang Liu

A novel framework is presented that combines Mean Field Game (MFG) theory and Hybrid Optimal Control (HOC) theory to obtain a unique $\epsilon$-Nash equilibrium for a non-cooperative game with switching and stopping times. We consider the…

Systems and Control · Computer Science 2022-01-11 Dena Firoozi , Ali Pakniyat , Peter E. Caines

We study a Mean Field Games (MFG) system in a real, separable infinite dimensional Hilbert space. The system consists of a second order parabolic type equation, called Hamilton-Jacobi-Bellman (HJB) equation in the paper, coupled with a…

Analysis of PDEs · Mathematics 2025-09-05 Salvatore Federico , Fausto Gozzi , Andrzej Święch

This paper investigates the autonomous control of massive unmanned aerial vehicles (UAVs) for mission-critical applications (e.g., dispatching many UAVs from a source to a destination for firefighting). Achieving their fast travel and low…

Systems and Control · Computer Science 2019-05-14 Hamid Shiri , Jihong Park , Mehdi Bennis

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