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For non-monotone single and two-populations time-dependent Mean-Field Game systems we obtain the existence of an infinite number of branches of non-trivial solutions. These non-trivial solutions are in particular shown to exhibit an…

偏微分方程分析 · 数学 2018-12-20 Marco Cirant

Mean-field game theory relies on approximating games that are intractable to model due to a very large to infinite population of players. While these kinds of games can be solved analytically via the associated system of partial…

机器学习 · 计算机科学 2026-04-16 Anna C. M. Thöni , Yoram Bachrach , Tal Kachman

We study mean field games and corresponding $N$-player games in continuous time over a finite time horizon where the position of each agent belongs to a finite state space. As opposed to previous works on finite state mean field games, we…

概率论 · 数学 2018-02-01 Alekos Cecchin , Markus Fischer

In this letter, we study a class of linear-quadratic mean-field-type difference games with coupled affine inequality constraints. We show that the mean-field-type equilibrium can be characterized by the existence of a multiplier process…

最优化与控制 · 数学 2025-10-06 Partha Sarathi Mohapatra , Puduru Viswanadha Reddy

This chapter examines monotonicity techniques in the theory of mean-field games(MFGs). Originally, monotonicity ideas were used to establish the uniqueness of solutions for MFGs. Later, monotonicity methods and monotone operators were…

偏微分方程分析 · 数学 2025-02-28 Rita Ferreira , Diogo Gomes , Teruo Tada

We study the uniqueness of solutions to systems of PDEs arising in Mean Field Games with several populations of agents and Neumann boundary conditions. The main assumption requires the smallness of some data, e.g., the length of the time…

偏微分方程分析 · 数学 2017-09-08 Martino Bardi , Marco Cirant

We consider a class of linear-quadratic-Gaussian mean-field games with a major agent and considerable heterogeneous minor agents in the presence of mean-field interactions. The individual admissible controls are constrained in closed convex…

最优化与控制 · 数学 2017-10-10 Ying Hu , Jianhui Huang , Tianyang Nie

In the paper, we use the equivalent formulation of a finite state mean field game as a control problem with mixed constraints to study the dependence of solutions to finite state mean field game on an initial distribution of players. We…

最优化与控制 · 数学 2021-09-16 Yurii Averboukh

The theory of mean field games is a tool to understand noncooperative dynamic stochastic games with a large number of players. Much of the theory has evolved under conditions ensuring uniqueness of the mean field game Nash equilibrium.…

最优化与控制 · 数学 2019-03-19 Bruce Hajek , Michael Livesay

The theory of Mean-Field Games is interested in the behaviour of interacting particle systems in which the individual interaction between particles (players) decreases as the size of the population increases. In recent years, it was…

最优化与控制 · 数学 2024-01-23 Daniel Hernández-Hernández , Joshué Helí Ricalde-Guerrero

We consider minimization problems for curves of measure, with kinetic and potential energy and a congestion penalization, as in the functionals that appear in Mean Field Games with a variational structure. We prove L infinity regularity…

偏微分方程分析 · 数学 2017-05-17 Hugo Lavenant , Filippo Santambrogio

We prove a rate of convergence for finite element approximations of stationary, second-order mean field games with nondifferentiable Hamiltonians posed in general bounded polytopal Lipschitz domains with strongly monotone running costs. In…

数值分析 · 数学 2026-03-20 Yohance A. P. Osborne , Iain Smears

Mean-field games (MFGs) are a modeling framework for systems with a large number of interacting agents. They have applications in economics, finance, and game theory. Normalizing flows (NFs) are a family of deep generative models that…

最优化与控制 · 数学 2023-05-24 Han Huang , Jiajia Yu , Jie Chen , Rongjie Lai

Mean Field Games (MFG) provide a theoretical frame to model socio-economic systems. In this letter, we study a particular class of MFG which shows strong analogies with the {\em non-linear Schr\"odinger and Gross-Pitaevski equations}…

物理与社会 · 物理学 2016-03-30 Igor Swiecicki , Thierry Gobron , Denis Ullmo

We formulate the MFG limit for $N$ interacting agents with a common noise as a single quasi-linear deterministic infinite-dimensional partial differential second order backward equation. We prove that any its (regular enough) solution…

概率论 · 数学 2022-04-21 Vassili Kolokoltsov , Marianna Troeva

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

We investigate mean-field games (MFG) in which agents can actively control their speed of access to information. Specifically, the agents can dynamically decide to obtain observations with reduced delay by accepting higher observation…

最优化与控制 · 数学 2025-06-03 Dirk Becherer , Christoph Reisinger , Jonathan Tam

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

We study the regularity and long time behavior of the one-dimensional, local, first-order mean field games system and the planning problem, assuming a Hamiltonian of superlinear growth, with a non-separated, strictly monotone dependence on…

偏微分方程分析 · 数学 2023-01-18 Nikiforos Mimikos-Stamatopoulos , Sebastian Munoz

We introduce a general probabilistic framework for discrete-time, infinite-horizon discounted Mean Field Type Games (MFTGs) with both global common noise and team-specific common noises. In our model, agents are allowed to use randomized…

最优化与控制 · 数学 2026-01-01 Grégoire Lambrecht , Mathieu Laurière