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This paper establishes an indirect approximation theorem for the most probable transition pathway of a stochastic interacting particle system in the mean-field framework. This paper studied the problem of indirect approximation of the most…

Dynamical Systems · Mathematics 2026-05-27 Jianyu Chen , Ting Gao , Galina Strelkova , Jinqiao Duan

This paper investigates a linear-quadratic mean field games problem with common noise, where the drift term and diffusion term of individual state equations are coupled with both the state, control, and mean field terms of the state, and we…

Optimization and Control · Mathematics 2025-08-12 Wenyu Cong , Jingtao Shi , Bingchang Wang

We study the quasilinear elliptic system \[ -\textbf{div}(A(x,\boldsymbol u)|D\boldsymbol u|^{p-2}D\boldsymbol u) +\frac{1}{p}\nabla_{\boldsymbol s}A(x,\boldsymbol u)|D\boldsymbol u|^p = \boldsymbol g(x,\boldsymbol u) \quad \text{in }…

Analysis of PDEs · Mathematics 2026-03-26 Simone Mauro

We investigate the existence of least energy solutions and infinitely many solutions for the following nonlinear fractional equation (-\Delta)^{s} u = g(u) \mbox{ in } \mathbb{R}^{N}, where $s\in (0,1)$, $N\geq 2$, $(-\Delta)^{s}$ is the…

Analysis of PDEs · Mathematics 2018-01-22 Vincenzo Ambrosio

The paper is concerned with the deterministic limit of mean field games with the nonlocal coupling. It is assumed that the dynamics of mean field games are given by nonlinear Markov processes. This type of games includes stochastic mean…

Optimization and Control · Mathematics 2018-01-08 Yurii Averboukh

Mean-field games with absorption is a class of games, that have been introduced in Campi and Fischer (2018) and that can be viewed as natural limits of symmetric stochastic differential games with a large number of players who, interacting…

Probability · Mathematics 2021-11-05 Luciano Campi , Maddalena Ghio , Giulia Livieri

We prove well-posedness of a class of kinetic-type Mean Field Games, which typically arise when agents control their acceleration. Such systems include independent variables representing the spatial position as well as velocity. We consider…

Analysis of PDEs · Mathematics 2024-03-20 David M. Ambrose , Megan Griffin-Pickering , Alpár R. Mészáros

We study a general class of fully coupled backward-forward stochastic differential equations of mean-field type (MF-BFSDE). We derive existence and uniqueness results for such a system under weak monotonicity assumptions and without the…

Probability · Mathematics 2020-03-03 Yinggu Chen , Boualem Djehiche , Said Hamadene

The fact that potentially skilled, but biologically later-maturing athletes are less likely to be selected into talent development programmes can represent a failure of Talent Identification in sports. In this article, we prove the…

Analysis of PDEs · Mathematics 2022-09-20 Amirreza Kiaroosta , Seyyed Sadegh Kazemipoor

Here, we consider a regularized mean-field game model that features a low-order regularization. We prove the existence of solutions with positive density. To do so, we combine a priori estimates with the continuation method. In contrast…

In this paper, we study the existence and multiplicity of homoclinic solutions for following Hamiltonian systems with asymptotically quadratic nonlinearities at infinity \begin{eqnarray*} \ddot{u}(t)-L(t)u+\nabla W(t,u)=0. {eqnarray*} We…

Dynamical Systems · Mathematics 2019-06-04 Dong-Lun Wu , Xiang Yu

The mean field games system is a coupled pair of nonlinear partial differential equations arising in differential game theory, as a limit as the number of agents tends to infinity. We prove existence and uniqueness of classical solutions…

Analysis of PDEs · Mathematics 2020-01-28 David M. Ambrose

We develop a probabilistic approach to continuous-time finite state mean field games. Based on an alternative description of continuous-time Markov chain by means of semimartingale and the weak formulation of stochastic optimal control, our…

Probability · Mathematics 2018-08-24 Rene Carmona , Peiqi Wang

In the present paper, we study a double-phase variable exponent problem which is set up within a variational framework including a singular potential of fractional-Hardy-type. We employ the Mountain-Pass theorem and the strong minimum…

Analysis of PDEs · Mathematics 2026-04-02 Mustafa Avci

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 consider zero-sum stochastic games with finite state and action spaces, perfect information, mean payoff criteria, without any irreducibility assumption on the Markov chains associated to strategies (multichain games). The value of such…

Optimization and Control · Mathematics 2012-08-03 Marianne Akian , Jean Cochet-Terrasson , Sylvie Detournay , Stéphane Gaubert

We study a class of deterministic mean field games and related optimal control problems, with a finite time horizon and in which the state space is a network. An agent controls her velocity, and, when she occupies a vertex, she can either…

Optimization and Control · Mathematics 2025-11-25 Yves Achdou , Claudio Marchi , Nicoletta Tchou

We study a degenerate second order mean field game (MFG) system in a Hilbert space $H$ which couples a Fokker--Planck equation describing the evolution of probability measures on $H$ with a Hamilton--Jacobi--Bellman (HJB) equation for the…

Analysis of PDEs · Mathematics 2026-05-14 Andrzej Święch , Lukas Wessels

This paper contributes to the compactification approach to study mean-field control problems with Poissonian common noise. To overcome the lack of compactness and continuity issues caused by common noise, we exploit the point process…

Optimization and Control · Mathematics 2025-12-02 Lijun Bo , Jingfei Wang , Xiaoli Wei , Xiang Yu

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…

Analysis of PDEs · Mathematics 2026-01-14 Mohit Bansil , Alpár R. Mészáros