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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.…

偏微分方程分析 · 数学 2017-10-05 David Evangelista , Rita Ferreira , Diogo A. Gomes , Levon Nurbekyan , Vardan Voskanyan

Mean-field games (MFGs) are models of large populations of rational agents who seek to optimize an objective function that takes into account their location and the distribution of the remaining agents. Here, we consider stationary MFGs…

偏微分方程分析 · 数学 2016-11-28 David Evangelista , Diogo A. Gomes

We consider time-dependent mean-field games with congestion that are given by a system of a Hamilton-Jacobi equation coupled with a Fokker-Planck equation. The congestion effects make the Hamilton-Jacobi equation singular. These models are…

偏微分方程分析 · 数学 2015-03-24 Diogo Gomes , Vardan Voskanyan

In this paper, we investigate the existence and uniqueness of solutions to a stationary mean field game model introduced by J.-M. Lasry and P.-L. Lions. This model features a quadratic Hamiltonian with possibly singular congestion effects.…

偏微分方程分析 · 数学 2014-08-01 Diogo A. Gomes , Hiroyoshi Mitake

Here, we consider one-dimensional forward-forward mean-field games (MFGs) with congestion, which were introduced to approximate stationary MFGs. We use methods from the theory of conservation laws to examine the qualitative properties of…

偏微分方程分析 · 数学 2017-03-30 Diogo Gomes , Marc Sedjro

A standard assumption in mean-field game (MFG) theory is that the coupling between the Hamilton-Jacobi equation and the transport equation is monotonically non-decreasing in the density of the population. In many cases, this assumption…

偏微分方程分析 · 数学 2016-11-29 Diogo A. Gomes , Levon Nurbekyan , Mariana Prazeres

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…

偏微分方程分析 · 数学 2023-08-23 Alpár R. Mészáros , Chenchen Mou

Here, we prove the existence of smooth solutions for mean-field games with a singular mean-field coupling; that is, a coupling in the Hamilton-Jacobi equation of the form $g(m)=-m^{-\alpha}$. We consider stationary and time-dependent…

偏微分方程分析 · 数学 2016-11-23 Marco Cirant , Diogo A. Gomes , Edgard A. Pimentel , Héctor Sánchez-Morgado

We study a stationary first--order mean field game on the $d$--dimensional torus. The system couples a Hamilton--Jacobi equation for the value function with a transport equation for the density of players. Our goal is to give a detailed and…

泛函分析 · 数学 2025-12-11 Hikmatullo Ismatov

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…

偏微分方程分析 · 数学 2021-04-27 Tigran Bakaryan , Rita Ferreira , Diogo Gomes

We consider variational Mean Field Games endowed with a constraint on the maximal density of the distribution of players. Minimizers of the variational formulation are equilibria for a game where both the running cost and the final cost of…

偏微分方程分析 · 数学 2019-06-19 Hugo Lavenant , Filippo Santambrogio

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…

偏微分方程分析 · 数学 2020-01-14 Rita Ferreira , Diogo Gomes , Teruo Tada

The objective of this paper is to analyze the existence of equilibria for a class of deterministic mean field games of controls. The interaction between players is due to both a congestion term and a price function which depends on the…

最优化与控制 · 数学 2022-01-19 Joseph Frédéric Bonnans , Justina Gianatti , Laurent Pfeiffer

We study the existence of classical solutions to a broad class of local, first order, forward-backward Extended Mean Field Games systems, that includes standard Mean Field Games, Mean Field Games with congestion, and mean field type control…

偏微分方程分析 · 数学 2023-01-12 Sebastian Munoz

This paper presents a class of evolutive Mean Field Games with multiple solutions for all time horizons T and convex but non-smooth Hamiltonian H, as well as for smooth H and T large enough. The phenomenon is analyzed in both the PDE and…

偏微分方程分析 · 数学 2018-02-12 Martino Bardi , Markus Fischer

We study the short-time existence and uniqueness of solutions to a coupled system of partial differential equations arising in mean field game theory. It has the generic form $$ \left\{ \begin{array}{c} -\partial_t u - \Delta u +…

偏微分方程分析 · 数学 2015-03-27 Philip Jameson Graber

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…

最优化与控制 · 数学 2023-04-04 Cristian Mendico

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…

最优化与控制 · 数学 2023-11-21 Yves Achdou , Paola Mannucci , Claudio Marchi , Nicoletta Tchou

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…

偏微分方程分析 · 数学 2020-01-28 David M. Ambrose

In this paper, we consider Mean Field Games in the presence of common noise relaxing the usual independence assumption of individual random noise. We assume a simple linear model with terminal cost satisfying a convexity and a weak…

概率论 · 数学 2016-07-05 Saran Ahuja
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