Related papers: Weak-Strong Uniqueness for Second-Order Mean-Field…
We study the homogenization properties in the small viscosity limit and in periodic environments of the (viscous) backward-forward mean-field games system. We consider separated Hamiltonians and provide results for systems with (i)…
We investigate the resolution of second-order, potential, and monotone mean field games with the generalized conditional gradient algorithm, an extension of the Frank-Wolfe algorithm. We show that the method is equivalent to the fictitious…
This paper presents a general mean-field game (GMFG) framework for simultaneous learning and decision-making in stochastic games with a large population. It first establishes the existence of a unique Nash Equilibrium to this GMFG, and…
We establish the convergence of the deep actor-critic reinforcement learning algorithm presented in [Angiuli et al., 2023a] in the setting of continuous state and action spaces with an infinite discrete-time horizon. This algorithm provides…
This article introduces a novel mean-field game model for multi-sector economic growth in which a dynamically evolving externality, influenced by the collective actions of agents, plays a central role. Building on classical growth theories…
Multi-defender Stackelberg Security Games (MSSG) have recently gained increasing attention in the literature. However, the solutions offered to date are highly sensitive, wherein even small perturbations in the attacker's utility or slight…
Monotonicity with respect to all arguments is fundamental to the definition of aggregation functions. It is also a limiting property that results in many important non-monotonic averaging functions being excluded from the theoretical…
We investigate the existence of classical solutions to second-order quadratic Mean-Field Games systems with local and strongly decreasing couplings of the form $-\sigma m^\alpha$, $\alpha \ge 2/N$, where $m$ is the population density and…
This paper continues the study of the mean field game (MFG) convergence problem: In what sense do the Nash equilibria of $n$-player stochastic differential games converge to the mean field game as $n\rightarrow\infty$? Previous work on this…
This paper analyzes a class of infinite-time-horizon stochastic games with singular controls motivated from the partially reversible problem. It provides an explicit solution for the mean-field game (MFG) and presents sensitivity analysis…
We study a class of stochastic dynamic games that exhibit strategic complementarities between players; formally, in the games we consider, the payoff of a player has increasing differences between her own state and the empirical…
The aim of this article is to study a Cahn-Hilliard model for a multicomponent mixture with cross-diffusion effects, degenerate mobility and where only one of the species does separate from the others. We define a notion of weak solution…
This paper studies the monotonicity of equilibrium costs and equilibrium loads in nonatomic congestion games, in response to variations of the demands. The main goal is to identify conditions under which a paradoxical non-monotone behavior…
We address the problem of existence and (non-)uniqueness of solutions $\big(c,u(\cdot),\mu\big)$ to ergodic mean-field games in the whole space $\mathbb{R}^{m}$ with unbounded and merely measurable data, and for non-separable Hamiltonian.…
In this paper we present some basic uniqueness results for evolutive equations under density constraints. First, we develop a rigorous proof of a well-known result (among specialists) in the case where the spontaneous velocity field…
In this paper, we consider a mean field game (MFG) model perturbed by small common noise. Our goal is to give an approximation of the Nash equilibrium strategy of this game using a solution from the original no common noise MFG whose…
This paper is devoted to the study of the weak-strong uniqueness property for the full compressible magnetohydrodynamics flows. The governing equations for magnetohydrodynamic flows are expressed by the full Navier-Stokes system for…
An iterative finite difference scheme for mean field games (MFGs) is proposed. The target MFGs are derived from control problems for multidimensional systems with advection terms. For such MFGs, linearization using the Cole-Hopf…
We study linear time fractional diffusion equations in divergence form of time order less than one. It is merely assumed that the coefficients are measurable and bounded, and that they satisfy a uniform parabolicity condition. As the main…
In this paper we study Mean Field Game systems under density constraints as optimality conditions of two optimization problems in duality. A weak solution of the system contains an extra term, an additional price imposed on the saturated…