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相关论文: Non-coercive first order Mean Field Games

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In this paper, we present a new generalized Hughes model designed to intelligently depict pedestrian congestion dynamics, allowing pedestrian groups to either navigate through or circumvent high-density regions. First, we describe the…

偏微分方程分析 · 数学 2023-10-18 Mohamed Ghattassi , Nader Masmoudi

Here, we consider one-dimensional forward-forward mean-field games (MFGs) with congestion, which were introduced to approximate stationary MFGs. We use methods from the theory of conservation laws to examine the qualitative properties of…

偏微分方程分析 · 数学 2017-03-30 Diogo Gomes , Marc Sedjro

We study a specific class of finite-horizon mean field optimal stopping problems by means of the dynamic programming approach. In particular, we consider problems where the state process is not affected by the stopping time. Such problems…

最优化与控制 · 数学 2025-03-07 Andrea Cosso , Laura Perelli

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 consider a game, in which the dynamics is described by a non-linear Volterra integral equation of Hammerstein type with a weakly-singular kernel and the goals of the first and second players are, respectively, to minimize and maximize a…

最优化与控制 · 数学 2024-04-17 Mikhail I. Gomoyunov

We investigate a first-order mean field planning problem of the form \begin{equation} \left\lbrace\begin{aligned} -\partial_t u + H(x,Du) &= f(x,m) &&\text{in } (0,T)\times \mathbb{R}^d, \\ \partial_t m - \nabla\cdot (m\,H_p(x,Du)) &= 0…

偏微分方程分析 · 数学 2019-08-05 Carlo Orrieri , Alessio Porretta , Giuseppe Savaré

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 establish an existence of equilibrium result for a class of non-Markovian mean-field games with unbounded control space in weak formulation. Our result is based on new existence and stability results for quadratic-growth generalized…

最优化与控制 · 数学 2026-03-09 Ulrich Horst , Takashi Sato

Motivated by recent developments in mean-field games in ecology, in this paper we introduce a connection between the best response dynamics in evolutionary game theory, the minimization of the highest income of a game, and minimizing…

最优化与控制 · 数学 2024-11-13 Dante Kalise , Alessio Oliviero , Domènec Ruiz-Balet

In a mean field game of controls, players seek to minimize a cost that depends on the joint distribution of players' states and controls. We consider an ergodic problem for second-order mean field games of controls with state constraints,…

偏微分方程分析 · 数学 2026-04-10 Jameson Graber , Kyle Rosengartner

We consider a zero-sum stochastic differential controller-and-stopper game in which the state process is a controlled diffusion evolving in a multi-dimensional Euclidean space. In this game, the controller affects both the drift and the…

最优化与控制 · 数学 2013-01-15 Erhan Bayraktar , Yu-Jui Huang

This work is the third part of a program initiated in arXiv:2111.13258, arXiv:2302.06571 aiming at the development of an intrinsic geometric well-posedness theory for Hamilton-Jacobi equations related to controlled gradient flow problems in…

偏微分方程分析 · 数学 2024-02-02 Giovanni Conforti , Richard C. Kraaij , Luca Tamanini , Daniela Tonon

We study a particle approximation for one-dimensional first-order Mean-Field-Games (MFGs) with local interactions with planning conditions. Our problem comprises a system of a Hamilton-Jacobi equation coupled with a transport equation. As…

最优化与控制 · 数学 2021-09-07 Marco Di Francesco , Serikbolsyn Duisembay , Diogo Aguiar Gomes , Ricardo Ribeiro

We consider a typical problem in Mean Field Games: the congestion case, where in the cost that agents optimize there is a penalization for passing through zones with high density of agents, in a deterministic framework. This equilibrium…

偏微分方程分析 · 数学 2011-11-04 Filippo Santambrogio

This paper is devoted to a viscosity solution theory of the stochastic Hamilton-Jacobi-Bellman equation in the Wasserstein spaces for the mean-field type control problem which allows for random coefficients and may thus be non-Markovian.…

最优化与控制 · 数学 2023-10-24 Hang Cheung , Jinniao Qiu , Alexandru Badescu

We consider a class of Mean Field Games in which the agents may interact through the statistical distribution of their states and controls. It is supposed that the Hamiltonian behaves like a power of its arguments as they tend to infinity,…

偏微分方程分析 · 数学 2020-06-24 Z Kobeissi

This work is mainly concerned with the so-called limit theory for mean-field games. Adopting the weak formulation paradigm put forward by Carmona and Lacker, we consider a fully non-Markovian setting allowing for drift control and…

概率论 · 数学 2023-12-25 Dylan Possamaï , Ludovic Tangpi

We propose a MFG model with quadratic Hamiltonian involving $N$ populations. This results in a system of $N$ Hamilton-Jacobi-Bellman and $N$ Fokker-Planck equations with non-local interactions. As in the classical case we introduce an…

偏微分方程分析 · 数学 2025-11-03 Luigi De Pascale , Luca Nenna

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

First, we study the existence of solutions for a class of first order mean field games systems \begin{equation*} \left\{\begin{aligned} &H(x,u,Du)=F(x,m(t)),\quad &&x\in M,\ \forall\ t\in[0,T],\\ &\partial_t…

偏微分方程分析 · 数学 2025-07-15 Xiaotian Hu