相关论文: Bifurcation and segregation in quadratic two-popul…

We consider stochastic differential games with $N$ players, linear-Gaussian dynamics in arbitrary state-space dimension, and long-time-average cost with quadratic running cost. Admissible controls are feedbacks for which the system is…

For non-monotone single and two-populations time-dependent Mean-Field Game systems we obtain the existence of an infinite number of branches of non-trivial solutions. These non-trivial solutions are in particular shown to exhibit an…

We explore a mechanism of decision-making in Mean Field Games with myopic players. At each instant, agents set a strategy which optimizes their expected future cost by assuming their environment as immutable. As the system evolves, the…

We consider stochastic differential games with a large number of players, with the aim of quantifying the gap between closed-loop, open-loop and distributed equilibria. We show that, under two different semi-monotonicity conditions, the…

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…

We prove existence of solutions for a class of systems of subelliptic PDEs arising from Mean Field Game systems with H\"ormander diffusion. These results are motivated by the feedback synthesis Mean Field Game solutions and the Nash…

In this paper, we consider a class of infinitely degenerate partial differential systems to obtain the Nash equilibria in the mean field games. The degeneracy in the diffusion and the Hamiltonian may be different. This feature brings…

We consider boundary value problems for semilinear hyperbolic systems of the type $$ \partial_tu_j + a_j(x,\la)\partial_xu_j + b_j(x,\la,u) = 0, \; x\in(0,1), \;j=1,\dots,n $$ with smooth coefficient functions $a_j$ and $b_j$ such that…

In this paper we discuss the existence, uniqueness and regularity of solutions of the following system of coupled semilinear Poisson equations on a smooth bounded domain $\Omega$ in $\mathbb{R}^n$: \[ \left\{{llll} \mathcal{A}^s u= v^p &…

In this note we propose a transformation which decouples stationary Mean Field Games systems with superlinear Hamiltonians of the form |p|^r, and turns the Hamilton-Jacobi-Bellman equation into a quasi-linear equation involving the…

This paper is concerned with two-person mean-field linear-quadratic non-zero sum stochastic differential games in an infinite horizon. Both open-loop and closed-loop Nash equilibria are introduced. Existence of an open-loop Nash equilibrium…

This paper introduces and analyses some models in the framework of Mean Field Games describing interactions between two populations motivated by the studies on urban settlements and residential choice by Thomas Schelling. For static games,…

Mean field Game (MFG) Partial Differential Inclusions (PDI) are generalizations of the system of Partial Differential Equations (PDE) of Lasry and Lions to situations where players in the game may have possibly nonunique optimal controls,…

This paper studies a class of partial information linear-quadratic mean-field game problems. A general stochastic large-population system is considered, where the diffusion term of the dynamic of each agent can depend on the state and…

This paper is concerned with a new class of mean-field games which involve a finite number of agents. Necessary and sufficient conditions are obtained for the existence of the decentralized open-loop Nash equilibrium in terms of…

The double Hamiltonian Hopf bifurcation is studied, i.e. a generic two-parametric unfolding of a smooth Hamiltonian system with four degrees of freedom which has at the critical value of parameters the equilibrium with two pairs of double…

We consider second-order ergodic Mean-Field Games systems in the whole space $\mathbb{R}^N$ with coercive potential and aggregating nonlocal coupling, defined in terms of a Riesz interaction kernel. These MFG systems describe Nash…

This paper investigates the so-called asymptotic solvability problem in linear quadratic (LQ) mean field games. The model has asymptotic solvability if for all sufficiently large population sizes, the corresponding game has a set of…

This paper delves into studying the differences and connections between open-loop and closed-loop strategies for the linear quadratic (LQ) mean field games (MFGs) by the direct approach. The investigation begins with the finite-population…

Establishing the existence of Nash equilibria for partially observed stochastic dynamic games is known to be quite challenging, with the difficulties stemming from the noisy nature of the measurements available to individual players…