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相关论文: Obstacle Mean-Field Game Problem

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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

The paper is concerned with the dependence of the solution of the deterministic mean field game on the initial distribution of players. The main object of study is the mapping which assigns to the initial time and the initial distribution…

最优化与控制 · 数学 2019-02-27 Yurii Averboukh

We study certain obstacle type problems involving standard and nonlocal minimal surfaces. We obtain optimal regularity of the solution and a characterization of the free boundary.

偏微分方程分析 · 数学 2016-01-12 L. Caffarelli , D. De Silva , O. Savin

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 study a particle approximation for one-dimensional first-order Mean-Field-Games (MFGs) with local interactions with planning conditions. Our problem comprises a system of a Hamilton-Jacobi equation coupled with a transport equation. As…

最优化与控制 · 数学 2021-09-07 Marco Di Francesco , Serikbolsyn Duisembay , Diogo Aguiar Gomes , Ricardo Ribeiro

The theory of first-order mean field type differential games examines the systems of infinitely many identical agents interacting via some external media under assumption that each agent is controlled by two players. We study the…

最优化与控制 · 数学 2020-11-24 Yurii Averboukh

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

We construct a semi-Lagrangian scheme for first-order, time-dependent, and non-local Mean Field Games. The convergence of the scheme to a weak solution of the system is analyzed by exploiting a key monotonicity property. To solve the…

数值分析 · 数学 2026-05-12 Elisabetta Carlini , Valentina Coscetti

In this article we consider finite Mean Field Games (MFGs), i.e. with finite time and finite states. We adopt the framework introduced in Gomes Mohr and Souza in 2010, and study two seemly unexplored subjects. In the first one, we analyze…

最优化与控制 · 数学 2018-05-16 Saeed Hadikhanloo , Francisco José Silva

In this paper, motivated by a problem arising in random homogenization theory, we initiate the study of uniform estimates for the fractional penalized obstacle problem, $ \Delta^{s}u^{\epsilon} = \beta_{\epsilon} (u^{\epsilon})$. In…

偏微分方程分析 · 数学 2017-02-02 Rohit Jain

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

We analyze a fractional mean field game of controls system, showing existence of solutions when the order of the fractional Laplacian is $s\in(\frac{1}{2},1)$. Here the running cost depends on the distribution $\mu$ of not only the states…

偏微分方程分析 · 数学 2025-09-08 P. Jameson Graber , Elizabeth Matter , Jesus Ruiz Bolanos

In a mean field game of controls, a large population of identical players seek to minimize a cost that depends on the joint distribution of the states of the players and their controls. We first consider the classes of mean field games of…

最优化与控制 · 数学 2025-12-05 P. Jameson Graber , Kyle Rosengartner

Recent successes of game-theoretic formulations in ML have caused a resurgence of research interest in differentiable games. Overwhelmingly, that research focuses on methods and upper bounds on their speed of convergence. In this work, we…

机器学习 · 计算机科学 2020-09-16 Adam Ibrahim , Waïss Azizian , Gauthier Gidel , Ioannis Mitliagkas

In this paper, we study deterministic mean field games for agents who operate in a bounded domain. In this case, the existence and uniqueness of Nash equilibria cannot be deduced as for unrestricted state space because, for a large set of…

最优化与控制 · 数学 2017-11-07 Piermarco Cannarsa , Rossana Capuani

We consider deterministic mean field games where the dynamics of a typical agent is non-linear with respect to the state variable and affine with respect to the control variable. Particular instances of the problem considered here are mean…

最优化与控制 · 数学 2022-12-21 Justina Gianatti , Francisco J. Silva

We study mean field games with scalar It{\^o}-type dynamics and costs that are submodular with respect to a suitable order relation on the state and measure space. The submodularity assumption has a number of interesting consequences.…

最优化与控制 · 数学 2019-07-26 Jodi Dianetti , Giorgio Ferrari , Markus Fischer , Max Nendel

In this paper, we prove the existence of classical solutions for time dependent mean-field games with a logarithmic nonlinearity and subquadratic Hamiltonians. Because the logarithm is unbounded from below, this nonlinearity poses…

偏微分方程分析 · 数学 2015-02-27 Diogo Aguiar Gomes , Edgard Almeida Pimentel

Existence and uniqueness of a weak solution for first order mean field game systems with local coupling are obtained by variational methods. This solution can be used to devise $\epsilon-$Nash equilibria for deterministic differential games…

最优化与控制 · 数学 2013-05-31 Pierre Cardaliaguet

The paper is devoted to the first-order mean field game system in the case when the distribution of players can contain atoms. The proposed definition of a generalized solution is based on the minimax approach to the Hamilton-Jacobi…

偏微分方程分析 · 数学 2014-04-21 Yurii Averboukh