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相关论文: A Modest Proposal for MFG with Density Constraints

200 篇论文

By following the study in [24], we consider an inverse boundary problem for the mean field game system where a probability density constraint is enforced on the game agents. That is, we consider the case that reflective boundary conditions…

偏微分方程分析 · 数学 2024-02-22 Hongyu Liu , Shen Zhang

This paper introduces a framework of Constrained Mean-Field Games (CMFGs), where each agent solves a constrained Markov decision process (CMDP). This formulation captures scenarios in which agents' strategies are subject to feasibility,…

最优化与控制 · 数学 2025-10-15 Anran Hu , Zijiu Lyu

In this paper, we consider a first-order deterministic mean field game model inspired by crowd motion in which agents moving in a given domain aim to reach a given target set in minimal time. To model interaction between agents, we assume…

最优化与控制 · 数学 2022-02-21 Saeed Sadeghi Arjmand , Guilherme Mazanti

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

Historically, traffic modelling approaches have taken either a particle-like (microscopic) approach, or a gas-like (meso- or macroscopic) approach. Until recently with the introduction of mean-field games to the controls community, there…

最优化与控制 · 数学 2023-02-06 Amoolya Tirumalai , John S. Baras

We study the regularity and long time behavior of the one-dimensional, local, first-order mean field games system and the planning problem, assuming a Hamiltonian of superlinear growth, with a non-separated, strictly monotone dependence on…

偏微分方程分析 · 数学 2023-01-18 Nikiforos Mimikos-Stamatopoulos , Sebastian Munoz

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…

偏微分方程分析 · 数学 2016-03-04 Alpár Richárd Mészáros , Francisco J. Silva

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…

数值分析 · 数学 2024-04-03 Yohance A. P. Osborne , Iain Smears

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

In this paper, we introduce discrete-time linear mean-field games subject to an infinite-horizon discounted-cost optimality criterion. The state space of a generic agent is a compact Borel space. At every time, each agent is randomly…

系统与控制 · 电气工程与系统科学 2023-01-18 Naci Saldi

Mean field games (MFG) and mean field control (MFC) are critical classes of multi-agent models for efficient analysis of massive populations of interacting agents. Their areas of application span topics in economics, finance, game theory,…

机器学习 · 计算机科学 2022-06-08 Lars Ruthotto , Stanley Osher , Wuchen Li , Levon Nurbekyan , Samy Wu Fung

In this paper, we study a priori estimates for a first-order mean-field planning problem with a potential. In the theory of mean-field games (MFGs), a priori estimates play a crucial role to prove the existence of classical solutions. In…

偏微分方程分析 · 数学 2020-03-06 Tigran Bakaryan , Rita Ferreira , Diogo Gomes

We address the numerical approximation of Mean Field Games with local couplings. For power-like Hamiltonians, we consider both unconstrained and constrained stationary systems with density constraints in order to model hard congestion…

最优化与控制 · 数学 2019-02-08 L. M. Briceño-Arias , D. Kalise , F. J. Silva

Here, we consider the planning problem for first-order mean-field games (MFG). When there is no coupling between players, MFG degenerate into optimal transport problems. Displacement convexity is a fundamental tool in optimal transport that…

偏微分方程分析 · 数学 2018-07-20 Diogo Gomes , Tommaso Seneci

This paper presents recent results from Mean Field Game theory underlying the introduction of common noise that imposes to incorporate the distribution of the agents as a state variable. Starting from the usual mean field games equations…

最优化与控制 · 数学 2011-10-19 Olivier Guéant

In this paper we consider a mean field optimal control problem with an aggregation-diffusion constraint, where agents interact through a potential, in the presence of a Gaussian noise term. Our analysis focuses on a PDE system coupling a…

偏微分方程分析 · 数学 2019-09-25 Jose A. Carrillo , Edgard A. Pimentel , Vardan K. Voskanyan

The standard formulation of the PDE system of Mean Field Games (MFG) requires the differentiability of the Hamiltonian. However in many cases, the structure of the underlying optimal problem leads to a convex but nondifferentiable…

数值分析 · 数学 2025-02-17 Yohance A. P. Osborne , Iain Smears

We propose and study several inverse problems for the mean field games (MFG) system in a bounded domain. Our focus is on simultaneously recovering the running cost and the Hamiltonian within the MFG system by the associated boundary…

最优化与控制 · 数学 2024-03-05 Hongyu Liu , Shen Zhang

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

Under the Markov decision process (MDP) congestion game framework, we study the problem of enforcing population distribution constraints on a population of players with stochastic dynamics and coupled congestion costs. Existing research…

计算机科学与博弈论 · 计算机科学 2022-08-16 Sarah H. Q. Li , Yue Yu , Nicolas Miguel , Dan Calderone , Lillian J. Ratliff , Behcet Acikmese