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We study a mean-field version of Bank-El Karoui's representation theorem of stochastic processes. Under different technical conditions, we establish some existence and uniqueness results. As motivation and first applications, our mean-field…

概率论 · 数学 2025-07-16 Xihao He , Xiaolu Tan , Jun Zou

We study a class of stochastic dynamic games that exhibit strategic complementarities between players; formally, in the games we consider, the payoff of a player has increasing differences between her own state and the empirical…

计算机科学与博弈论 · 计算机科学 2010-12-13 Sachin Adlakha , Ramesh Johari

We address the problem of existence and (non-)uniqueness of solutions $\big(c,u(\cdot),\mu\big)$ to ergodic mean-field games in the whole space $\mathbb{R}^{m}$ with unbounded and merely measurable data, and for non-separable Hamiltonian.…

偏微分方程分析 · 数学 2023-11-09 Hicham Kouhkouh

We study a family of mean field games arising in modeling the behavior of strategic economic agents which move across space maximizing their utility from consumption and have the possibility to accumulate resources for production (such as…

偏微分方程分析 · 数学 2026-01-22 Daria Ghilli , Fausto Gozzi , Giovanni Zanco

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 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…

概率论 · 数学 2025-05-06 Marco Cirant , Joe Jackson , Davide Francesco Redaelli

We prove existence theorems for strong solutions of time-dependent mean field games with non-separable Hamiltonian. In a recent announcement, we showed existence of small, strong solutions for mean field games with local coupling. We first…

偏微分方程分析 · 数学 2016-05-09 David M. Ambrose

We study the intermediate asymptotic behavior of solutions to the first-order mean field games system with a local coupling, when the initial density is a compactly supported function on the real line, and the coupling is of power type.…

偏微分方程分析 · 数学 2024-04-04 Sebastian Munoz

In this paper we study a two dimensional crowd model where pedestrian velocity consists of two elements: a non--local interaction term, modeling the effect of other walkers on each individual, and a control term. This latter term can be…

偏微分方程分析 · 数学 2014-03-25 Fabio S. Priuli

In this paper, we consider mean-field games where the interaction of each player with the mean-field takes into account not only the states of the players but also their collective behavior, To do so, we develop a random variable framework…

偏微分方程分析 · 数学 2015-06-23 Diogo A. Gomes , Vardan K. Voskanyan

In this paper, we consider a class of linear quadratic extended mean field games (MFGs) with common noises where the state coefficients and the cost functional vary with the mean field term in a nonlinear way. Based on stochastic maximum…

最优化与控制 · 数学 2023-11-08 Tianjiao Hua , Peng Luo

This paper investigates an indefinite linear-quadratic partially observed mean-field game with common noise, incorporating both state-average and control-average effects. In our model, each agent's state is observed through both individual…

最优化与控制 · 数学 2025-08-05 Tian Chen , Tianyang Nie , Zhen Wu

We provide an abstract framework for submodular mean field games and identify verifiable sufficient conditions that allow to prove existence and approximation of strong mean field equilibria in models where data may not be continuous with…

最优化与控制 · 数学 2022-01-21 Jodi Dianetti , Giorgio Ferrari , Markus Fischer , Max Nendel

In this paper we consider extended stationary mean field games, that is mean-field games which depend on the velocity field of the players. We prove various a-priori estimates which generalize the results for quasi-variational mean field…

偏微分方程分析 · 数学 2013-05-14 Diogo A. Gomes , Stefania Patrizi , Vardan Voskanyan

In this paper, we investigate the interaction of two populations with a large number of indistinguishable agents. The problem consists in two levels: the interaction between agents of a same population, and the interaction between the two…

最优化与控制 · 数学 2018-10-30 Alain Bensoussan , Tao Huang , Mathieu Laurière

In this paper we consider symmetric games where a large number of players can be in any one of d states. We derive a limiting mean field model and characterize its main properties. This mean field limit is a system of coupled ordinary…

最优化与控制 · 数学 2015-09-23 Diogo A. Gomes , Joana Mohr , Rafael R. Souza

We analyze the behavior of a large number of strategic drivers traveling over an urban traffic network using the mean-field game framework. We assume an incentive mechanism for congestion mitigation under which each driver selecting a…

最优化与控制 · 数学 2018-08-17 Takashi Tanaka , Ehsan Nekouei , Karl Henrik Johansson

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

We derive a general mean-field theory of inhomogeneous polymer dynamics; a theory whose form has been speculated and widely applied, but not heretofore derived. Our approach involves a functional integral representation of a…

软凝聚态物质 · 物理学 2015-06-18 Glenn H. Fredrickson , Henri Orland

This paper establishes the existence of relaxed solutions to mean field games (MFGs for short) with singular controls. We also prove approximations of solutions results for a particular class of MFGs with singular controls by solutions,…

最优化与控制 · 数学 2017-08-04 Guanxing Fu , Ulrich Horst
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