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相关论文: On the long time convergence of potential MFG

200 篇论文

We develop the counterpart of weak KAM theory for potential mean field games. This allows to describe the long time behavior of time-dependent potential mean field game systems. Our main result is the existence of a limit, as time tends to…

偏微分方程分析 · 数学 2019-07-08 Pierre Cardaliaguet , Marco Masoero

We study the asymptotic behavior of solutions to the constrained MFG system as the time horizon $T$ goes to infinity. For this purpose, we analyze first Hamilton-Jacobi equations with state constraints from the viewpoint of weak KAM theory,…

偏微分方程分析 · 数学 2023-04-04 Piermarco Cannarsa , Wei Cheng , Cristian Mendico , Kaizhi Wang

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

Mean Field Game (MFG) systems describe equilibrium configurations in games with infinitely many interacting controllers. We are interested in the behavior of this system as the horizon becomes large, or as the discount factor tends to $0$.…

最优化与控制 · 数学 2019-03-13 Pierre Cardaliaguet , Alessio Porretta

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

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

The goal of this paper is to study the long time behavior of solutions of the first-order mean field game (MFG) systems with a control on the acceleration. The main issue for this is the lack of small time controllability of the problem,…

最优化与控制 · 数学 2020-07-07 Pierre Cardaliaguet , Cristian Mendico

We consider discounted infinite-horizon potential mean-field games (MFGs) on the $d$-dimensional torus. Without imposing monotonicity assumptions, we prove that every weak limit point of a time-dependent equilibrium, as time tends to…

偏微分方程分析 · 数学 2026-04-21 Felix Höfer

Here, we establish the existence of weak solutions to a wide class of time-dependent monotone mean-field games (MFGs). These MFGs are given as a system of degenerate parabolic equations with initial and terminal conditions. To construct…

偏微分方程分析 · 数学 2020-01-14 Rita Ferreira , Diogo Gomes , Teruo Tada

The aim of this paper is to study the long time behavior of solutions to deterministic mean field games systems on Euclidean space. This problem was addressed on the torus ${\mathbb T}^n$ in [P. Cardaliaguet, {\it Long time average of first…

最优化与控制 · 数学 2019-12-11 Piermarco Cannarsa , Wei Cheng , Cristian Mendico , Kaizhi Wang

We consider the one-dimensional stationary first-order mean-field game (MFG) system with the coupling between the Hamilton-Jacobi equation and the transport equation. In both cases that the coupling is strictly increasing and decreasing…

偏微分方程分析 · 数学 2018-05-29 Yiru Cai , Haobo Qi , Yi Tan , Xifeng Su

We investigate an infinite-horizon time-inconsistent mean-field game (MFG) in a discrete time setting. We first present a classic equilibrium for the MFG and its associated existence result. This classic equilibrium aligns with the…

最优化与控制 · 数学 2024-09-13 Erhan Bayraktar , Zhenhua Wang

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

We show that the long time average of solutions of first order mean field game systems in finite horizon is governed by an ergodic system of mean field game type. The well-posedness of this later system and the uniqueness of the ergodic…

最优化与控制 · 数学 2013-05-31 Pierre Cardaliaguet

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

We study the long time behavior of an underdamped mean-field Langevin (MFL) equation, and provide a general convergence as well as an exponential convergence rate result under different conditions. The results on the MFL equation can be…

概率论 · 数学 2023-11-28 Anna Kazeykina , Zhenjie Ren , Xiaolu Tan , Junjian Yang

The mean field limit of large-population symmetric stochastic differential games is derived in a general setting, with and without common noise, on a finite time horizon. Minimal assumptions are imposed on equilibrium strategies, which may…

概率论 · 数学 2014-08-13 Daniel Lacker

Mean field games (MFG) are dynamic games with infinitely many infinitesimal agents. In this context, we study the efficiency of Nash MFG equilibria: Namely, we compare the social cost of a MFG equilibrium with the minimal cost a global…

最优化与控制 · 数学 2018-02-20 Pierre Cardaliaguet , Catherine Rainer

We extend the weak-strong uniqueness principle for mean-field game (MFG) systems to a broad class of second-order stationary and time-dependent problems. Under standard monotonicity, growth, and coercivity assumptions on the Hamiltonian,…

偏微分方程分析 · 数学 2026-04-02 Rita Ferreira , Diogo Gomes , Bashayer Majrashi

Here, we develop numerical methods for finite-state mean-field games (MFGs) that satisfy a monotonicity condition. MFGs are determined by a system of differential equations with initial and terminal boundary conditions. These non-standard…

数值分析 · 数学 2017-05-02 Diogo Gomes , Joao Saude
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