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相关论文: Weak solutions for first order mean field games wi…

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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…

偏微分方程分析 · 数学 2016-10-04 Diogo A. Gomes , Stefania Patrizi

We analyze a system of partial differential equations that model a potential mean field game of controls, briefly MFGC. Such a game describes the interaction of infinitely many negligible players competing to optimize a personal value…

偏微分方程分析 · 数学 2020-10-27 Jameson Graber , Alan Mullenix , Laurent Pfeiffer

We analyze a (possibly degenerate) second order mean field games system of partial differential equations. The distinguishing features of the model considered are (1) that it is not uniformly parabolic, including the first order case as a…

最优化与控制 · 数学 2014-07-28 Pierre Cardaliaguet , J. Graber , Alessio Porretta , Daniela Tonon

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

In this paper, we establish the existence and uniqueness of weak solutions to first-order discount mean field games and a stability result to give the existence for the ergodic problem. We show an example to illustrate the multiplicity of…

偏微分方程分析 · 数学 2021-08-24 Hiroyoshi Mitake , Kengo Terai

We consider a system of mean field games with local coupling in the deterministic limit. Under general structure conditions on the Hamiltonian and coupling, we prove existence and uniqueness of the weak solution, characterizing this…

最优化与控制 · 数学 2014-01-09 Pierre Cardaliaguet , Philip Jameson Graber

First order kinetic mean field games formally describe the Nash equilibria of deterministic differential games where agents control their acceleration, asymptotically in the limit as the number of agents tends to infinity. The known results…

偏微分方程分析 · 数学 2022-07-12 Megan Griffin-Pickering , Alpár R. Mészáros

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…

偏微分方程分析 · 数学 2025-02-28 Rita Ferreira , Diogo Gomes , Vardan Voskanyan

We extend the weak-strong uniqueness principle for mean-field game (MFG) systems to a broad class of second-order stationary and time-dependent problems. Under standard monotonicity, growth, and coercivity assumptions on the Hamiltonian,…

偏微分方程分析 · 数学 2026-04-02 Rita Ferreira , Diogo Gomes , Bashayer Majrashi

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…

偏微分方程分析 · 数学 2018-04-20 Rita Ferreira , Diogo Gomes , Teruo Tada

We study the regularity and well-posedness of the local, first-order forward-backward mean field games system, assuming a polynomially growing cost function and a Hamiltonian of quadratic growth. We consider systems and terminal data that…

偏微分方程分析 · 数学 2022-02-25 Sebastian Munoz

The mean field limit of large-population symmetric stochastic differential games is derived in a general setting, with and without common noise, on a finite time horizon. Minimal assumptions are imposed on equilibrium strategies, which may…

概率论 · 数学 2014-08-13 Daniel Lacker

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…

偏微分方程分析 · 数学 2016-01-13 Rita Ferreira , Diogo Gomes

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.…

偏微分方程分析 · 数学 2018-04-25 Marco Cirant , Levon Nurbekyan

We consider time-dependent viscous Mean-Field Games systems in the case of local, decreasing and unbounded coupling. These systems arise in mean-field game theory, and describe Nash equilibria of games with a large number of agents aiming…

偏微分方程分析 · 数学 2017-04-14 Marco Cirant , Daniela Tonon

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 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,…

偏微分方程分析 · 数学 2023-04-04 Piermarco Cannarsa , Wei Cheng , Cristian Mendico , Kaizhi Wang

In this paper we obtain Sobolev estimates for weak solutions of first oder variational Mean Field Game systems with coupling terms that are local function of the density variable. Under some coercivity condition on the coupling, we obtain…

偏微分方程分析 · 数学 2018-01-25 P. Jameson Graber , Alpár R. Mészáros

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…

概率论 · 数学 2017-07-31 Saran Ahuja , Weiluo Ren , Tzu-Wei Yang

Mean field games are studied by means of the weak formulation of stochastic optimal control. This approach allows the mean field interactions to enter through both state and control processes and take a form which is general enough to…

概率论 · 数学 2015-04-09 Rene Carmona , Daniel Lacker
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