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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

We study a mean-field game of optimal stopping and investigate the existence of strong solutions via a connection with the Bank-El Karoui's representation problem. Under certain continuity assumptions, where the common noise is generated by…

最优化与控制 · 数学 2025-07-28 Giorgio Ferrari , Anna Pajola

This paper considers mean field games in a multi-agent Markov decision process (MDP) framework. Each player has a continuum state and binary action, and benefits from the improvement of the condition of the overall population. Based on an…

最优化与控制 · 数学 2021-01-05 Minyi Huang , Yan Ma

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 study second order stationary Mean Field Game systems under density constraints on a bounded domain $\Omega \subset \mathbb{R}^d$. We show the existence of weak solutions for power-like Hamiltonians with arbitrary order of…

偏微分方程分析 · 数学 2016-03-04 Alpár Richárd Mészáros , Francisco J. Silva

Here, we examine the Wardrop equilibrium model on networks with flow-dependent costs and its connection with stationary mean-field games (MFG). In the first part of this paper, we present the Wardrop and the first-order MFG models on…

偏微分方程分析 · 数学 2022-07-05 Fatimah Al Saleh , Tigran Bakaryan , Diogo A. Gomes , Ricardo Ribeiro

We propose a control-theoretic framework for evolutionary clustering based on Mean Field Games (MFG). Moving beyond static or heuristic approaches, we formulate the problem as a population dynamics game governed by a coupled…

数值分析 · 数学 2026-03-31 Alessio Basti , Fabio Camilli , Adriano Festa

We investigate the existence and stability of small perturbations of constant states of the generalized Hughes model for pedestrian flow in an infinitely large corridor. We show that constant flows are stable under a condition on the…

偏微分方程分析 · 数学 2023-10-24 Mohamed Ghattassi , Nader Masmoudi , Eliot Pacherie

In this article, we study the global-in-time well-posedness of second order mean field games (MFGs) with both nonlinear drift functions simultaneously depending on the state, distribution and control variables, and the diffusion term…

最优化与控制 · 数学 2025-03-24 Alain Bensoussan , Ziyu Huang , Shanjian Tang , Sheung Chi Phillip Yam

We formulate a class of mean field games on a finite state space with variational principles resembling those in continuous-state mean field games. We construct a controlled continuity equation featuring a nonlinear activation function on…

最优化与控制 · 数学 2023-10-10 Yuan Gao , Wuchen Li , Jian-Guo Liu

This paper considers a mean field game model inspired by crowd motion where agents want to leave a given bounded domain through a part of its boundary in minimal time. Each agent is free to move in any direction, but their maximal speed is…

最优化与控制 · 数学 2022-02-21 Guilherme Mazanti , Filippo Santambrogio

We introduce a class of fully nonlinear mean field games posed in $[0,T]\times\mathbb{R}^d$. We justify that they are related to controlled local or nonlocal diffusions, and more generally in our setting, to a new control interpretation…

偏微分方程分析 · 数学 2024-08-30 Indranil Chowdhury , Espen R. Jakobsen , Miłosz Krupski

In this paper we study evolutive first order Mean Field Games in the Heisenberg group; each agent can move in the whole space but it has to follow "horizontal" trajectories which are given in terms of the vector fields generating the group…

偏微分方程分析 · 数学 2022-01-03 Paola Mannucci , Claudio Marchi , Nicoletta Tchou

The paper studies the convergence, as $N$ tends to infinity, of a system of $N$ coupled Hamilton-Jacobi equations (the Nash system) when the coupling between the players becomes increasingly singular. The limit equation is a mean field game…

最优化与控制 · 数学 2017-10-12 P Cardaliaguet

We consider forward-forward Mean Field Game (MFG) models that arise in numerical approximations of stationary MFGs. First, we establish a link between these models and a class of hyperbolic conservation laws as well as certain nonlinear…

偏微分方程分析 · 数学 2017-04-25 Diogo Gomes , Levon Nurbekyan , Marc Sedjro

In this paper we construct global in time classical solutions to mean field games master equations in the lack of idiosyncratic noise in the individual agents' dynamics. These include both deterministic models and dynamics driven solely by…

偏微分方程分析 · 数学 2024-12-03 Mohit Bansil , Alpár R. Mészáros , Chenchen Mou

This paper considers mean field games in a multi-agent Markov decision process (MDP) framework. Each player has a continuum state and binary action. By active control, a player can bring its state to a resetting point. All players are…

最优化与控制 · 数学 2017-01-25 Minyi Huang , Yan Ma

In this article, we study feature attributions of Machine Learning (ML) models originating from linear game values and coalitional values defined as operators on appropriate functional spaces. The main focus is on random games based on the…

计算机科学与博弈论 · 计算机科学 2024-08-13 Alexey Miroshnikov , Konstandinos Kotsiopoulos , Khashayar Filom , Arjun Ravi Kannan

In this work, we consider a first order mean field games system with non-local couplings. A Lagrange-Galerkin scheme for the continuity equation, coupled with a semi-Lagrangian scheme for the Hamilton-Jacobi-Bellman equation, is proposed to…

偏微分方程分析 · 数学 2023-03-28 E Carlini , Francisco José Silva , Ahmad Zorkot

In this paper, we consider Mean Field Games in the presence of common noise relaxing the usual independence assumption of individual random noise. We assume a simple linear model with terminal cost satisfying a convexity and a weak…

概率论 · 数学 2016-07-05 Saran Ahuja