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We study a stationary first--order mean field game on the $d$--dimensional torus. The system couples a Hamilton--Jacobi equation for the value function with a transport equation for the density of players. Our goal is to give a detailed and…

泛函分析 · 数学 2025-12-11 Hikmatullo Ismatov

We consider a class of Mean Field Games in which the agents may interact through the statistical distribution of their states and controls. It is supposed that the Hamiltonian behaves like a power of its arguments as they tend to infinity,…

偏微分方程分析 · 数学 2020-06-24 Z Kobeissi

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

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

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

In this paper, we prove the existence of classical solutions for second order stationary mean-field game systems. These arise in ergodic (mean-field) optimal control, convex degenerate problems in calculus of variations, and in the study of…

偏微分方程分析 · 数学 2015-03-24 Edgard A. Pimentel , Vardan Voskanyan

In this paper, using variational approaches, we investigate the first order planning problem arising in the theory of mean field games. We show the existence and uniqueness of weak solutions of the problem in the case of a large class of…

偏微分方程分析 · 数学 2019-05-21 P. Jameson Graber , Alpár R. Mészáros , Francisco J. Silva , Daniela Tonon

This paper is concerned with extending the notion of monotone solution to the mean field game (MFG) master equation to situations in which the coefficients are displacement monotone, instead of the previously introduced notion in the flat…

偏微分方程分析 · 数学 2025-09-08 Charles Meynard

Mean field games formalize dynamic games with a continuum of players and explicit interaction where the players can have heterogeneous states. As they additionally yield approximate equilibria of corresponding $N$-player games, they are of…

最优化与控制 · 数学 2020-01-09 Berenice Anne Neumann

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

We provide an existence result for stationary fractional mean field game systems, with fractional exponent greater than 1/2. In the case in which the coupling is a nonlocal regularizing potential, we obtain existence of solutions under…

偏微分方程分析 · 数学 2017-05-30 Annalisa Cesaroni , Marco Cirant , Serena Dipierro , Matteo Novaga , Enrico Valdinoci

Entry-exit dynamics are crucial in modeling crowd movement. Here, we present a novel first-order, stationary mean-field game model on a bounded domain that accurately captures these dynamics. The interior dynamics of the system are governed…

偏微分方程分析 · 数学 2026-03-03 AbdulRahman M. Alharbi , Yuri Ashrafyan , Diogo Gomes

We consider deterministic Mean Field Games (MFG) in all Euclidean space with a cost functional continuous with respect to the distribution of the agents and attaining its minima in a compact set. We first show that the static MFG with such…

偏微分方程分析 · 数学 2024-03-18 Martino Bardi , Hicham Kouhkouh

Here, we consider numerical methods for stationary mean-field games (MFG) and investigate two classes of algorithms. The first one is a gradient-flow method based on the variational characterization of certain MFG. The second one uses…

数值分析 · 数学 2015-11-23 Noha Almulla , Rita Ferreira , Diogo Gomes

We consider Mean Field Games without idiosyncratic but with Brownian type common noise. We introduce a notion of solutions of the associated backward-forward system of stochastic partial differential equations. We show that the solution…

偏微分方程分析 · 数学 2020-09-28 Pierre Cardaliaguet , Panagiotis Souganidis

We consider mean field game systems in time-horizon $(0,T)$, where the individual cost functional depends locally on the density distribution of the agents, and the Hamiltonian is locally uniformly convex. We show that, even if the coupling…

偏微分方程分析 · 数学 2021-05-28 Marco Cirant , Alessio Porretta

Mean Field Game (MFG) models implicitly assume "rational expectations", meaning that the heterogeneous agents being modeled correctly know all relevant transition probabilities for the complex system they inhabit. When there is common…

偏微分方程分析 · 数学 2026-02-26 Benjamin Moll , Lenya Ryzhik

In this paper, we study the long-time behavior of mean field game (MFG) systems influenced by a common noise. While classical results establish the convergence of deterministic MFG towards stationary solutions under suitable monotonicity…

偏微分方程分析 · 数学 2025-09-23 Pierre Cardaliaguet , Raphaël Maillet , Wenbin Yan

Quasi-stationary Mean Field Games models consider agents who base their strategies on current information without forecasting future states. In this paper we address the first-order quasi-stationary Mean Field Games system, which involves…

最优化与控制 · 数学 2024-09-30 Fabio Camilli , Claudio Marchi , Cristian Mendico

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