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Learning processes in games explain how players grapple with one another in seeking an equilibrium. We study a natural model of learning based on individual gradients in two-player continuous games. In such games, the arguably natural…

计算机科学与博弈论 · 计算机科学 2020-11-10 Benjamin J. Chasnov , Daniel Calderone , Behçet Açıkmeşe , Samuel A. Burden , Lillian J. Ratliff

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

In this expository article, we give an overview of the concept of potential mean field games of first order. We give a new proof that minimizers of the potential are equilibria by using a Lagrangian formulation. We also provide criteria to…

偏微分方程分析 · 数学 2024-12-20 P. Jameson Graber

This paper presents a class of evolutive Mean Field Games with multiple solutions for all time horizons T and convex but non-smooth Hamiltonian H, as well as for smooth H and T large enough. The phenomenon is analyzed in both the PDE and…

偏微分方程分析 · 数学 2018-02-12 Martino Bardi , Markus Fischer

Mean field type models describing the limiting behavior, as the number of players tends to $+\infty$, of stochastic differential game problems, have been recently introduced by J-M. Lasry and P-L. Lions. Numerical methods for the…

数值分析 · 数学 2012-07-13 Yves Achdou , Fabio Camilli , Italo Capuzzo Dolcetta

We obtain Q-ball solutions in noncommutative scalar field theory with a global U(1) invariance. The Q-ball solutions are shown to be classically and quantum mechanically stable. We also find that "excited Q-ball" states exist for some class…

高能物理 - 理论 · 物理学 2009-11-07 Youngjai Kiem , Chanju Kim , Yoonbai Kim

Mean field games (MFGs) offer a powerful framework for modeling large-scale multi-agent systems. This paper addresses MFGs formulated in continuous time with discrete state spaces, where agents' dynamics are governed by continuous-time…

计算机科学与博弈论 · 计算机科学 2026-02-27 Yannick Eich , Christian Fabian , Kai Cui , Heinz Koeppl

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

We analyze the stability of soliton solutions in a Chern-Simons-CP(1) model. We show a condition for which the soliton solutions are stable. Finally we verified this result numerically.

高能物理 - 理论 · 物理学 2013-01-25 Lucas Sourrouille

In this paper, we introduce a natural learning rule for mean field games with finite state and action space, the so-called myopic adjustment process. The main motivation for these considerations are the complex computations necessary to…

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

We address the numerical approximation of Mean Field Games with local couplings. For power-like Hamiltonians, we consider both unconstrained and constrained stationary systems with density constraints in order to model hard congestion…

最优化与控制 · 数学 2019-02-08 L. M. Briceño-Arias , D. Kalise , F. J. Silva

In this work we propose a fully-discrete Semi-Lagrangian scheme for a {\it first order mean field game system}. We prove that the resulting discretization admits at least one solution and, in the scalar case, we prove a convergence result…

数值分析 · 数学 2013-07-11 E. Carlini , F. J. Silva

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

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

This paper investigates the stabilization and control problems for linear continuous-time mean-field systems (MFS). Under standard assumptions, necessary and sufficient conditions to stabilize the mean-field systems in the mean square sense…

最优化与控制 · 数学 2017-05-26 Qingyuan Qi , Huanshui Zhang

In this paper, we address an instance of uniquely solvable mean-field game with a common noise whose corresponding counterpart without common noise has several equilibria. We study the selection problem for this mean-field game without…

概率论 · 数学 2018-08-29 François Delarue , Rinel Foguen Tchuendom

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

In this paper, we introduce and study a first-order mean-field game obstacle problem. We examine the case of local dependence on the measure under assumptions that include both the logarithmic case and power-like nonlinearities. Since the…

偏微分方程分析 · 数学 2014-10-28 Diogo Gomes , Stefania Patrizi

In this article we study the well-posedness of the Master Equation of Mean Field Games in a framework of Neumann boundary condition. The definition of solution is closely related to the classical one of the Mean Field Games system, but the…

偏微分方程分析 · 数学 2021-05-19 Michele Ricciardi

A standard assumption in mean-field game (MFG) theory is that the coupling between the Hamilton-Jacobi equation and the transport equation is monotonically non-decreasing in the density of the population. In many cases, this assumption…

偏微分方程分析 · 数学 2016-11-29 Diogo A. Gomes , Levon Nurbekyan , Mariana Prazeres