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Mean field Game (MFG) Partial Differential Inclusions (PDI) are generalizations of the system of Partial Differential Equations (PDE) of Lasry and Lions to situations where players in the game may have possibly nonunique optimal controls,…

最优化与控制 · 数学 2025-09-15 Yohance A. P. Osborne , Iain Smears

We study Mean Field Games (MFGs) driven by a large class of nonlocal, fractional and anomalous diffusions in the whole space. These non-Gaussian diffusions are pure jump L\'evy processes with some $\sigma$-stable like behaviour. Included…

偏微分方程分析 · 数学 2021-03-10 Olav Ersland , Espen Robstad Jakobsen

We prove the conjectured first order expansion of the Levy-Lieb functional in the semiclassical limit, arising from Density Functional Theory (DFT). This is accomplished by interpreting the problem as the singular perturbation of an Optimal…

偏微分方程分析 · 数学 2021-06-14 Maria Colombo , Simone Di Marino , Federico Stra

Inspired by the matching of supply to demand in logistical problems, the optimal transport (or Monge--Kantorovich) problem involves the matching of probability distributions defined over a geometric domain such as a surface or manifold. In…

最优化与控制 · 数学 2018-05-02 Justin Solomon

Many problems in geometric optics or convex geometry can be recast as optimal transport problems: this includes the far-field reflector problem, Alexandrov's curvature prescription problem, etc. A popular way to solve these problems…

数值分析 · 数学 2017-03-08 Jun Kitagawa , Quentin Mérigot , Boris Thibert

This article introduces a novel mean-field game model for multi-sector economic growth in which a dynamically evolving externality, influenced by the collective actions of agents, plays a central role. Building on classical growth theories…

最优化与控制 · 数学 2026-05-05 Pierre Lavigne , Quentin Petit , Xavier Warin

We study first order evolutive Mean Field Games where the Hamiltonian is non-coercive. This situation occurs, for instance, when some directions are "forbidden" to the generic player at some points. We establish the existence of a weak…

偏微分方程分析 · 数学 2018-12-03 Paola Mannucci , Claudio Marchi , Carlo Mariconda , Nicoletta Tchou

On compact manifolds which are not simply connected, we prove the existence of "fake" solutions to the optimal transportion problem. These maps preserve volume and arise as the exponential of a closed 1 form, hence appear geometrically like…

微分几何 · 数学 2010-08-25 Micah Warren

Entry-exit dynamics are crucial in modeling crowd movement. Here, we present a novel first-order, stationary mean-field game model on a bounded domain that accurately captures these dynamics. The interior dynamics of the system are governed…

偏微分方程分析 · 数学 2026-03-03 AbdulRahman M. Alharbi , Yuri Ashrafyan , Diogo Gomes

In this paper, we introduce methods from convex optimization to solve the multimarginal transport type problems arise in the context of density functional theory. Convex relaxations are used to provide outer approximation to the set of…

最优化与控制 · 数学 2018-08-15 Yuehaw Khoo , Lexing Ying

Recent applications that arise in machine learning have surged significant interest in solving min-max saddle point games. This problem has been extensively studied in the convex-concave regime for which a global equilibrium solution can be…

最优化与控制 · 数学 2019-11-01 Maher Nouiehed , Maziar Sanjabi , Tianjian Huang , Jason D. Lee , Meisam Razaviyayn

We consider N-player and mean field games in continuous time over a finite horizon, where the position of each agent belongs to {-1,1}. If there is uniqueness of mean field game solutions, e.g. under monotonicity assumptions, then the…

最优化与控制 · 数学 2019-02-06 Alekos Cecchin , Paolo Dai Pra , Markus Fischer , Guglielmo Pelino

Mean-field games (MFG) have become significant tools for solving large-scale multi-agent reinforcement learning problems under symmetry. However, the assumption of exact symmetry limits the applicability of MFGs, as real-world scenarios…

计算机科学与博弈论 · 计算机科学 2024-08-28 Batuhan Yardim , Niao He

We study how risk-sensitive players act in situations where the outcome is influenced not only by the state-action profile but also by the distribution of it. In such interactive decision-making problems, the classical mean-field game…

最优化与控制 · 数学 2015-05-26 Hamidou Tembine

Adversarial optimal transport has been proven useful as a mathematical formulation to model resource allocation problems to maximize the efficiency of transportation with an adversary, who modifies the data. It is often the case, however,…

计算机科学与博弈论 · 计算机科学 2024-03-05 Yinan Hu , Juntao Chen , Quanyan Zhu

We consider Mean Field Games without idiosyncratic but with Brownian type common noise. We introduce a notion of solutions of the associated backward-forward system of stochastic partial differential equations. We show that the solution…

偏微分方程分析 · 数学 2020-09-28 Pierre Cardaliaguet , Panagiotis Souganidis

This article focuses two issues related to the first-order discounted mean field games system. The first is the time discretization problem. The time discretization approach enables us to prove the existence of solutions (u,m) of the…

偏微分方程分析 · 数学 2025-09-19 Renato Iturriaga , Cristian Mendico , Kaizhi Wang , Yuchen Xu

The dynamic formulation of optimal transport, also known as the Benamou-Brenier formulation, has been extended to the unbalanced case by introducing a source term in the continuity equation. When this source term is penalized based on the…

最优化与控制 · 数学 2025-12-11 Mao Nishino , Martin Bauer , Tom Needham , Nicolas Charon

This paper studies the connection between a class of mean-field games and a social welfare optimization problem. We consider a mean-field game in function spaces with a large population of agents, and each agent seeks to minimize an…

最优化与控制 · 数学 2018-02-15 Sen Li , Wei Zhang , Lin Zhao

We consider the Monge problem of optimal transport between a compactly supported source measure and a target probability measure with unbounded support. We consider the convergence of optimal maps and potential functions when the target…

数值分析 · 数学 2026-03-03 Axel G. R. Turnquist
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