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In this article, we study the global-in-time well-posedness of second order mean field games (MFGs) with both nonlinear drift functions simultaneously depending on the state, distribution and control variables, and the diffusion term…

最优化与控制 · 数学 2025-03-24 Alain Bensoussan , Ziyu Huang , Shanjian Tang , Sheung Chi Phillip Yam

The dynamical formulation of optimal transport, also known as Benamou-Brenier formulation or Computational Fluid Dynamics formulation, amounts to write the optimal transport problem as the optimization of a convex functional under a PDE…

数值分析 · 数学 2020-05-25 Hugo Lavenant

In this article, we introduce a method to approximate solutions of some variational mean field game problems with congestion, by finite sets of player trajectories. These trajectories are obtained by solving a minimization problem similar…

最优化与控制 · 数学 2022-01-14 Clément Sarrazin

The time-fractional optimal transport (OT) and mean-field planning (MFP) models are developed to describe the anomalous transport of the agents in a heterogeneous environment such that their densities are transported from the initial…

最优化与控制 · 数学 2023-09-06 Yiqun Li , Hong Wang , Wuchen Li

We study a class of games with a continuum of players for which Cournot-Nash equilibria can be obtained by the minimisation of some cost, related to optimal transport. This cost is not convex in the usual sense in general but it turns out…

偏微分方程分析 · 数学 2012-06-29 Adrien Blanchet , Guillaume Carlier

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

Here, we examine the Wardrop equilibrium model on networks with flow-dependent costs and its connection with stationary mean-field games (MFG). In the first part of this paper, we present the Wardrop and the first-order MFG models on…

偏微分方程分析 · 数学 2022-07-05 Fatimah Al Saleh , Tigran Bakaryan , Diogo A. Gomes , Ricardo Ribeiro

This manuscript constructs global in time solutions to the $master\ equations$ for potential Mean Field Games. The study concerns a class of Lagrangians and initial data functions, which are $displacement\ convex$ and so, it may be in…

偏微分方程分析 · 数学 2021-10-19 Wilfrid Gangbo , Alpár R. Mészáros

This paper develops a unified framework for proving the existence of solutions to stationary first-order mean-field games (MFGs) based on the theory of monotone operators in Banach spaces. We cast the coupled MFG system as a variational…

偏微分方程分析 · 数学 2026-03-17 Rita Ferreira , Diogo Gomes , Melih Ucer

First order kinetic mean field games formally describe the Nash equilibria of deterministic differential games where agents control their acceleration, asymptotically in the limit as the number of agents tends to infinity. The known results…

偏微分方程分析 · 数学 2022-07-12 Megan Griffin-Pickering , Alpár R. Mészáros

A new notion of displacement convexity on a matrix level is developed for density flows arising from mean-field games, compressible Euler equations, entropic interpolation, and semi-classical limits of non-linear Schr\"odinger equations.…

偏微分方程分析 · 数学 2023-07-26 Yair Shenfeld

We introduce the proximal optimal transport divergence, a novel discrepancy measure that interpolates between information divergences and optimal transport distances via an infimal convolution formulation. This divergence provides a…

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

Mean field game (MFG) is an expressive modeling framework for systems with a continuum of interacting agents. While many approaches exist for solving the forward MFG, few have studied its \textit{inverse} problem. In this work, we seek to…

最优化与控制 · 数学 2025-07-28 Han Huang , Jiajia Yu , Tianyi Chen , Rongjie Lai

We consider linear and nonlinear transport equations with irregular velocity fields, motivated by models coming from mean field games. The velocity fields are assumed to increase in each coordinate, and the divergence therefore fails to be…

偏微分方程分析 · 数学 2023-07-13 Pierre-Louis Lions , Benjamin Seeger

In this paper, we study first-order stationary monotone mean-field games (MFGs) with Dirichlet boundary conditions. While for Hamilton--Jacobi equations Dirichlet conditions may not be satisfied, here, we establish the existence of…

偏微分方程分析 · 数学 2018-04-20 Rita Ferreira , Diogo Gomes , Teruo Tada

We study the regularity of solutions to an optimal transportation problem where the dimension of the source is larger than that of the target. We demonstrate that if the target is $c$-convex, then the source has a canonical foliation whose…

偏微分方程分析 · 数学 2010-08-27 Brendan Pass

During the last decade Optimal Transport had a relevant role in the study of geometry of singular spaces that culminated with the Lott-Sturm-Villani theory. The latter is built on the characterisation of Ricci curvature lower bounds in…

度量几何 · 数学 2020-05-04 Fabio Cavalletti , Nicola Gigli , Flavia Santarcangelo

This paper is concerned with extending the notion of monotone solution to the mean field game (MFG) master equation to situations in which the coefficients are displacement monotone, instead of the previously introduced notion in the flat…

偏微分方程分析 · 数学 2025-09-08 Charles Meynard

In this work we develop a numerical method for solving a type of convex graph-structured tensor optimization problems. This type of problems, which can be seen as a generalization of multi-marginal optimal transport problems with…

最优化与控制 · 数学 2024-03-25 Axel Ringh , Isabel Haasler , Yongxin Chen , Johan Karlsson