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

200 篇论文

This work focuses on the rate of convergence for singular perturbation problems for first-order Hamilton-Jacobi equations. As an application we derive the rate of convergence for singularly perturbed two-players zero-sum deterministic…

偏微分方程分析 · 数学 2024-09-10 Piermarco Cannarsa , Cristian Mendico

We discuss quantitative Calder\'on-Zygmund estimates in $W^{2,2}$ for 2D viscous Hamilton-Jacobi equations with natural growth in the gradient. We apply the result to obtain the existence of classical solutions for stationary second order…

偏微分方程分析 · 数学 2026-03-11 Alessandro Goffi

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

The primary objective of this paper is to understand first-order, time-dependent mean-field games with Neumann boundary conditions, a question that remains under-explored in the literature. This matter is particularly relevant given the…

偏微分方程分析 · 数学 2024-10-24 Diogo A. Gomes , Michele Ricciardi

The paper is concerned with the deterministic limit of mean field games with the nonlocal coupling. It is assumed that the dynamics of mean field games are given by nonlinear Markov processes. This type of games includes stochastic mean…

最优化与控制 · 数学 2018-01-08 Yurii Averboukh

Mean field games are studied by means of the weak formulation of stochastic optimal control. This approach allows the mean field interactions to enter through both state and control processes and take a form which is general enough to…

概率论 · 数学 2015-04-09 Rene Carmona , Daniel Lacker

An universal primal-dual approach of description equilibriums in large class of hierarchical congestion population games is proposed. At the very core of the approach is hierarchy of enclosed to each other transport networks. In different…

最优化与控制 · 数学 2016-03-09 Alexander Gasnikov , Evgenia Gasnikova , Sergey Matsievsky , Inna Usik

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 are concerned with the well-posedness of Neumann boundary value problems for nonlocal Hamilton-Jacobi equations related to jump processes in general smooth domains. We consider a nonlocal diffusive term of censored type of order less…

偏微分方程分析 · 数学 2017-11-21 Daria Ghilli

We develop the fictitious play algorithm in the context of the linear programming approach for mean field games of optimal stopping and mean field games with regular control and absorption. This algorithm allows to approximate the mean…

最优化与控制 · 数学 2023-01-25 Roxana Dumitrescu , Marcos Leutscher , Peter Tankov

Historically, traffic modelling approaches have taken either a particle-like (microscopic) approach, or a gas-like (meso- or macroscopic) approach. Until recently with the introduction of mean-field games to the controls community, there…

最优化与控制 · 数学 2023-02-06 Amoolya Tirumalai , John S. Baras

We study stochastic Mean Field Games on networks with sticky transition conditions. In this setting, the diffusion process governing the agent's dynamics can spend finite time both in the interior of the edges and at the vertices. The…

偏微分方程分析 · 数学 2025-01-17 Jules Berry , Fabio Camilli

A mean-field selective optimal control problem of multipopulation dynamics via transient leadership is considered. The agents in the system are described by their spatial position and their probability of belonging to a certain population.…

最优化与控制 · 数学 2021-06-15 Giacomo Albi , Stefano Almi , Marco Morandotti , Francesco Solombrino

We study the forward-backward system of stochastic partial differential equations describing a mean field game for a large population of small players subject to both idiosyncratic and common noise. The unique feature of the problem is that…

偏微分方程分析 · 数学 2025-01-14 Pierre Cardaliaguet , Benjamin Seeger , Panagiotis Souganidis

We consider deterministic mean field games in which the agents control their acceleration and are constrained to remain in a domain of R n. We study relaxed equilibria in the Lagrangian setting; they are described by a probability measure…

偏微分方程分析 · 数学 2021-11-04 Yves Achdou , Paola Mannucci , Claudio Marchi , Nicoletta Tchou

The study of the density evolution naturally arises in Mean Field Game theory for the estimation of the density of the large population dynamics. In this paper, we study the density evolution of McKean-Vlasov stochastic differential…

概率论 · 数学 2018-12-31 Peter E. Caines , Daniel Ho , Qingshuo Song

In this paper we establish H\"older continuity estimates for viscosity solutions to first order Hamilton-Jacobi equations linked to linear control systems satisfying the Kalman rank condition. Our model Hamiltonians are non-convex in the…

偏微分方程分析 · 数学 2026-05-08 Megan Griffin-Pickering , Alpár R. Mészáros

We study a family of mean field games with a state variable evolving as a multivariate jump diffusion process. The jump component is driven by a Poisson process with a time-dependent intensity function. All coefficients, i.e. drift,…

概率论 · 数学 2020-07-14 Chiara Benazzoli , Luciano Campi , Luca Di Persio

We analyze numerically some macroscopic models of pedestrian motion such as Hughes model [1] and mean field game with nonlinear mobilities [2] modeling fast exit scenarios in pedestrian crowds. A model introduced by Hughes consisting of a…

数值分析 · 数学 2018-10-09 Naveen Kumar Mahato , Axel Klar , Sudarshan Tiwari

In an extended mean field game the vector field governing the flow of the population can be different from that of the individual player at some mean field equilibrium. This new class strictly includes the standard mean field games. It is…

概率论 · 数学 2023-09-19 Chenchen Mou , Jianfeng Zhang