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This paper addresses the crucial question of solution uniqueness in stationary first-order Mean-Field Games (MFGs). Despite well-established existence results, establishing uniqueness, particularly for weaker solutions in the sense of…

Analysis of PDEs · Mathematics 2025-02-28 Rita Ferreira , Diogo Gomes , Vardan Voskanyan

Here, we establish the existence of weak solutions to a wide class of time-dependent monotone mean-field games (MFGs). These MFGs are given as a system of degenerate parabolic equations with initial and terminal conditions. To construct…

Analysis of PDEs · Mathematics 2020-01-14 Rita Ferreira , Diogo Gomes , Teruo Tada

Here, we consider stationary monotone mean-field games (MFGs) and study the existence of weak solutions. First, we introduce a regularized problem that preserves the monotonicity. Next, using variational inequalities techniques, we prove…

Analysis of PDEs · Mathematics 2016-01-13 Rita Ferreira , Diogo Gomes

In this paper we study second order stationary Mean Field Game systems under density constraints on a bounded domain $\Omega \subset \mathbb{R}^d$. We show the existence of weak solutions for power-like Hamiltonians with arbitrary order of…

Analysis of PDEs · Mathematics 2016-03-04 Alpár Richárd Mészáros , Francisco J. Silva

In this paper, we study first-order stationary monotone mean-field games (MFGs) with Dirichlet boundary conditions. While for Hamilton--Jacobi equations Dirichlet conditions may not be satisfied, here, we establish the existence of…

Analysis of PDEs · Mathematics 2018-04-20 Rita Ferreira , Diogo Gomes , Teruo Tada

This paper develops a unified framework for proving the existence of solutions to stationary first-order mean-field games (MFGs) based on the theory of monotone operators in Banach spaces. We cast the coupled MFG system as a variational…

Analysis of PDEs · Mathematics 2026-03-17 Rita Ferreira , Diogo Gomes , Melih Ucer

This paper is concerned with extending the notion of monotone solution to the mean field game (MFG) master equation to situations in which the coefficients are displacement monotone, instead of the previously introduced notion in the flat…

Analysis of PDEs · Mathematics 2025-09-08 Charles Meynard

We study the asymptotic behavior of solutions to the constrained MFG system as the time horizon $T$ goes to infinity. For this purpose, we analyze first Hamilton-Jacobi equations with state constraints from the viewpoint of weak KAM theory,…

Analysis of PDEs · Mathematics 2023-04-04 Piermarco Cannarsa , Wei Cheng , Cristian Mendico , Kaizhi Wang

Existence and uniqueness of a weak solution for first order mean field game systems with local coupling are obtained by variational methods. This solution can be used to devise $\epsilon-$Nash equilibria for deterministic differential games…

Optimization and Control · Mathematics 2013-05-31 Pierre Cardaliaguet

The formulation of Mean Field Games (MFG) typically requires continuous differentiability of the Hamiltonian in order to determine the advective term in the Kolmogorov--Fokker--Planck equation for the density of players. However, in many…

Numerical Analysis · Mathematics 2024-04-03 Yohance A. P. Osborne , Iain Smears

Here, we develop numerical methods for finite-state mean-field games (MFGs) that satisfy a monotonicity condition. MFGs are determined by a system of differential equations with initial and terminal boundary conditions. These non-standard…

Numerical Analysis · Mathematics 2017-05-02 Diogo Gomes , Joao Saude

In this article, we study the global-in-time well-posedness of second order mean field games (MFGs) with both nonlinear drift functions simultaneously depending on the state, distribution and control variables, and the diffusion term…

Optimization and Control · Mathematics 2025-03-24 Alain Bensoussan , Ziyu Huang , Shanjian Tang , Sheung Chi Phillip Yam

This chapter examines monotonicity techniques in the theory of mean-field games(MFGs). Originally, monotonicity ideas were used to establish the uniqueness of solutions for MFGs. Later, monotonicity methods and monotone operators were…

Analysis of PDEs · Mathematics 2025-02-28 Rita Ferreira , Diogo Gomes , Teruo Tada

We establish interior regularity results for first-order, stationary, local mean-field game (MFG) systems. Specifically, we study solutions of the coupled system consisting of a Hamilton-Jacobi-Bellman equation $H(x, Du, m) = 0$ and a…

Analysis of PDEs · Mathematics 2025-07-24 Abdulrahman Alharbi , Diogo Gomes , Giuseppe Di Fazio , Melih Ucer

This paper introduces a notion of weak solution for the coupled system of master equations in mean field games with a major player. It extends the previously introduced notion of Lipschitz solutions in mean field games. By relying on a…

Analysis of PDEs · Mathematics 2026-03-17 Charles Meynard

Here, we observe that mean-field game (MFG) systems admit a two-player infinite-dimensional general-sum differential game formulation. We show that particular regimes of this game reduce to previously known variational principles.…

Analysis of PDEs · Mathematics 2018-04-25 Marco Cirant , Levon Nurbekyan

Mean-field games (MFGs) are models for large populations of competing rational agents that seek to optimize a suitable functional. In the case of congestion, this functional takes into account the difficulty of moving in high-density areas.…

Analysis of PDEs · Mathematics 2017-10-05 David Evangelista , Rita Ferreira , Diogo A. Gomes , Levon Nurbekyan , Vardan Voskanyan

In this note we prove the uniqueness of solutions to a class of Mean Field Games systems subject to possibly degenerate individual noise. Our results hold true for arbitrary long time horizons and for general non-separable Hamiltonians that…

Analysis of PDEs · Mathematics 2023-08-23 Alpár R. Mészáros , Chenchen Mou

Here, we prove the existence of solutions to first-order mean-field games (MFGs) arising in optimal switching. First, we use the penalization method to construct approximate solutions. Then, we prove uniform estimates for the penalized…

Analysis of PDEs · Mathematics 2016-10-04 Diogo A. Gomes , Stefania Patrizi

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
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