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In this paper, we study a large population game with heterogeneous dynamics and cost functions solving a consensus problem. Moreover, the agents have communication constraints which appear as: (1) an Additive-White Gaussian Noise (AWGN)…

系统与控制 · 电气工程与系统科学 2022-08-26 Shubham Aggarwal , Muhammad Aneeq uz Zaman , Tamer Başar

In this paper we unveil novel monotonicity conditions applicable for Mean Field Games through the exploration of finite dimensional $canonical\ transformations$. Our findings contribute to establishing new global well-posedness results for…

偏微分方程分析 · 数学 2026-01-14 Mohit Bansil , Alpár R. Mészáros

The primary objective of this paper is to understand first-order, time-dependent mean-field games with Neumann boundary conditions, a question that remains under-explored in the literature. This matter is particularly relevant given the…

偏微分方程分析 · 数学 2024-10-24 Diogo A. Gomes , Michele Ricciardi

In this paper we establish quantitative convergence results for both open and closed-loop Nash equilibria of N-player stochastic differential games in the setting of Mean Field Games of Controls (MFGC), a class of models where interactions…

概率论 · 数学 2025-07-24 Joe Jackson , Alpár R. Mészáros

We prove the global-in-time well-posedness for a broad class of mean field game problems, which is beyond the special linear-quadratic setting, as long as the mean field sensitivity is not too large. Through the stochastic maximum…

最优化与控制 · 数学 2025-01-23 Alain Bensoussan , Ho Man Tai , Tak Kwong Wong , Sheung Chi Phillip Yam

This paper establishes a primal-dual formulation for continuous-time mean field games (MFGs) and provides a complete analytical characterization of the set of all Nash equilibria (NEs). We first show that for any given mean field flow, the…

最优化与控制 · 数学 2025-05-01 Xin Guo , Anran Hu , Jiacheng Zhang , Yufei Zhang

Classical field theory is considered as a theory of unparametrized surfaces embedded in a configuration space, which accommodates, in a symmetric way, spacetime positions and field values. Dynamics is defined by a (Hamiltonian) constraint…

数学物理 · 物理学 2016-06-20 Vaclav Zatloukal

Mean field games are studied in the framework of controlled martingale problems, and general existence theorems are proven in which the equilibrium control is Markovian. The framework is flexible enough to include degenerate volatility,…

概率论 · 数学 2015-04-09 Daniel Lacker

Mean field games (MFGs) offer a versatile framework for modeling large-scale interactive systems across multiple domains. This paper builds upon a previous work, by developing a state-of-the-art unified approach to decode or design the…

偏微分方程分析 · 数学 2025-01-22 Hongyu Liu , Catharine W. K. Lo

We look at the long time behavior of potential Mean Field Games (briefly MFG) using some standard tools from weak KAM theory. We first show that the time-dependent minimization problem converges to an ergodic constant $-\lambda$, then we…

最优化与控制 · 数学 2018-07-30 Marco Masoero

This paper studies a large population dynamic game involving nonlinear stochastic dynamical systems with agents of the following mixed types: (i) a major agent, and (ii) a population of $N$ minor agents where $N$ is very large. The major…

最优化与控制 · 数学 2013-06-07 Mojtaba Nourian , Peter E. Caines

We introduce a mean field model for optimal holding of a representative agent of her peers as a natural expected scaling limit from the corresponding $N-$agent model. The induced mean field dynamics appear naturally in a form which is not…

最优化与控制 · 数学 2022-04-05 Mao Fabrice Djete , Nizar Touzi

This paper studies the monotonicity of equilibrium costs and equilibrium loads in nonatomic congestion games, in response to variations of the demands. The main goal is to identify conditions under which a paradoxical non-monotone behavior…

计算机科学与博弈论 · 计算机科学 2024-02-07 Roberto Cominetti , Valerio Dose , Marco Scarsini

We investigate time-dependent mean-field games with superquadratic Hamiltonians and a power dependence on the measure. Such problems pose substantial mathematical challenges as the key techniques used in the subquadratic case do not extend…

偏微分方程分析 · 数学 2014-08-29 Diogo A. Gomes , Edgard Pimentel , Héctor Sánchez-Morgado

We consider first order variational MFG in the whole space, with aggregative interactions and density constraints, such that the stationary states of the game are contained in two isolated compact sets of mass distributions with finite…

偏微分方程分析 · 数学 2020-12-15 Annalisa Cesaroni , Marco Cirant

This work is mainly concerned with the so-called limit theory for mean-field games. Adopting the weak formulation paradigm put forward by Carmona and Lacker, we consider a fully non-Markovian setting allowing for drift control and…

概率论 · 数学 2023-12-25 Dylan Possamaï , Ludovic Tangpi

We consider a dynamic traffic routing game over an urban road network involving a large number of drivers in which each driver selecting a particular route is subject to a penalty that is affine in the logarithm of the number of drivers…

最优化与控制 · 数学 2020-01-22 Takashi Tanaka , Ehsan Nekouei , Ali Reza Pedram , Karl Henrik Johansson

Mean Field Games provide a powerful framework to analyze the dynamics of a large number of controlled objects in interaction. Though these models are much simpler than the underlying differential games they describe in some limit, their…

物理与社会 · 物理学 2020-07-15 Thibault Bonnemain , Thierry Gobron , Denis Ullmo

We introduce and study a nonlinear discrete dynamical system describing the evolution of a resource distribution among interacting agents. The model generalizes several classical mean-field and opinion-dynamics frameworks and is defined on…

动力系统 · 数学 2026-04-28 Oksana Satur

In Mean Field Games of Controls, the dynamics of the single agent is influenced not only by the distribution of the agents, as in the classical theory, but also by the distribution of their optimal strategies. In this paper, we study…

偏微分方程分析 · 数学 2023-02-01 Fabio Camilli , Claudio Marchi