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The goal of this paper is to study a Mean Field Game (MFG) system stemming from the harvesting of resources. Modelling the latter through a reaction-diffusion equation and the harvesters as competing rational agents, we are led to a…

偏微分方程分析 · 数学 2024-06-11 Ziad Kobeissi , Idriss Mazari-Fouquer , Domènec Ruiz-Balet

In this paper, we study a class of first-order mean-field games (MFGs) that model price formation. Using Poincar{\'e} Lemma, we eliminate one of the equations and obtain a variational problem for a single function. This variational problem…

偏微分方程分析 · 数学 2022-04-05 Yuri Ashrafyan , Tigran Bakaryan , Diogo Gomes , Julian Gutierrez

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

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

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

We consider variational Mean Field Games endowed with a constraint on the maximal density of the distribution of players. Minimizers of the variational formulation are equilibria for a game where both the running cost and the final cost of…

偏微分方程分析 · 数学 2019-06-19 Hugo Lavenant , Filippo Santambrogio

We develop a splitting method to prove the well-posedness, in short time, of solutions for two master equations in mean field game (MFG) theory: the second order master equation, describing MFGs with a common noise, and the system of master…

偏微分方程分析 · 数学 2020-01-29 Pierre Cardaliaguet , Marco Cirant , Alessio Porretta

We study the local in time existence of a regular solution of a nonlinear parabolic backward-forward system arising from the theory of Mean-Field Games (briefly MFG). The proof is based on a contraction argument in a suitable space that…

偏微分方程分析 · 数学 2018-06-22 Marco Cirant , Roberto Gianni , Paola Mannucci

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

We analyze a system of partial differential equations that model a potential mean field game of controls, briefly MFGC. Such a game describes the interaction of infinitely many negligible players competing to optimize a personal value…

偏微分方程分析 · 数学 2020-10-27 Jameson Graber , Alan Mullenix , Laurent Pfeiffer

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 analyzes a class of infinite-time-horizon stochastic games with singular controls motivated from the partially reversible problem. It provides an explicit solution for the mean-field game (MFG) and presents sensitivity analysis…

最优化与控制 · 数学 2020-08-12 Haoyang Cao , Xin Guo

An iterative finite difference scheme for mean field games (MFGs) is proposed. The target MFGs are derived from control problems for multidimensional systems with advection terms. For such MFGs, linearization using the Cole-Hopf…

最优化与控制 · 数学 2023-04-26 Daisuke Inoue , Yuji Ito , Takahito Kashiwabara , Norikazu Saito , Hiroaki Yoshida

Mean field games models describing the limit of a large class of stochastic differential games, as the number of players goes to $+\infty$, have been introduced by J.-M. Lasry and P.-L. Lions. We use a change of variables to transform the…

数值分析 · 数学 2011-06-17 Olivier Guéant

In this paper, the existence of non-trivial time periodic solutions of first order mean field games is proved. It is assumed that there is a non-trivial periodic orbit contained in the Mather set. The whole system is autonomous with a…

偏微分方程分析 · 数学 2024-01-17 Panrui Ni

A system of two coupled nonlinear parabolic partial differential equations with two opposite directions of time is considered. In fact, this is the so-called "Mean Field Games System" (MFGS), which is derived in the mean field games (MFG)…

数值分析 · 数学 2024-05-20 Michael V. Klibanov , Jingzhi Li , Zhipeng Yang

We study the homogenization properties in the small viscosity limit and in periodic environments of the (viscous) backward-forward mean-field games system. We consider separated Hamiltonians and provide results for systems with (i)…

偏微分方程分析 · 数学 2019-09-11 Pierre-Louis Lions , Panagiotis E. Souganidis

In this paper, we characterize the asymptotic behavior of a first-order stationary mean-field game (MFG) with a logarithm coupling, a quadratic Hamiltonian, and a periodically oscillating potential. This study falls into the realm of the…

偏微分方程分析 · 数学 2019-05-07 Rita Ferreira , Diogo Gomes , Xianjin Yang

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

Motivated by numerical challenges in first-order mean field games (MFGs) and the weak noise theory for the Kardar-Parisi-Zhang equation, we consider the problem of vanishing viscosity approximations for MFGs. We provide the first results on…

偏微分方程分析 · 数学 2023-04-04 Wenpin Tang , Yuming Paul Zhang