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In a mean field game of controls, a large population of identical players seek to minimize a cost that depends on the joint distribution of the states of the players and their controls. We first consider the classes of mean field games of…

最优化与控制 · 数学 2025-12-05 P. Jameson Graber , Kyle Rosengartner

In this paper, we study the well-posedness (existence and uniqueness) of the Master Equation of Mean Field Games under invariance-type conditions, otherwise known as viability conditions for the controlled dynamics. The interior regularity…

偏微分方程分析 · 数学 2022-11-15 Antonios Zitridis

We consider finite horizon stochastic mean field games in which the state space is a network. They are described by a system coupling a backward in time Hamilton-Jacobi-Bellman equation and a forward in time Fokker-Planck equation. The…

偏微分方程分析 · 数学 2019-03-08 Yves Achdou , Manh-Khang Dao , Olivier Ley , Nicoletta Tchou

The theory of Mean Field Game of Controls considers a class of mean field games where the interaction is through the joint distribution of the state and control. It is well known that, for standard mean field games, certain monotonicity…

概率论 · 数学 2022-08-11 Chenchen Mou , Jianfeng Zhang

We formulate a class of mean field games on a finite state space with variational principles resembling those in continuous-state mean field games. We construct a controlled continuity equation featuring a nonlinear activation function on…

最优化与控制 · 数学 2023-10-10 Yuan Gao , Wuchen Li , Jian-Guo Liu

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

In a bounded domain $\Omega \subset \mathbb{R}^d$ over time interval $(0,T)$, we consider mean field game equations whose principal coefficients depend on the time and state variables with a general Hamiltonian. We attach the non-zero Robin…

偏微分方程分析 · 数学 2023-07-11 Oleg Imanuvilov , Hongyu Liu , Masahiro Yamamoto

We consider a system of mean field games with local coupling in the deterministic limit. Under general structure conditions on the Hamiltonian and coupling, we prove existence and uniqueness of the weak solution, characterizing this…

最优化与控制 · 数学 2014-01-09 Pierre Cardaliaguet , Philip Jameson Graber

We prove well-posedness of a class of kinetic-type Mean Field Games, which typically arise when agents control their acceleration. Such systems include independent variables representing the spatial position as well as velocity. We consider…

偏微分方程分析 · 数学 2024-03-20 David M. Ambrose , Megan Griffin-Pickering , Alpár R. Mészáros

We consider stationary viscous Mean-Field Games systems in the case of local, decreasing and unbounded coupling. These systems arise in ergodic mean-field game theory, and describe Nash equilibria of games with a large number of agents…

偏微分方程分析 · 数学 2016-02-16 Marco Cirant

We consider a Mean Field Games model where the dynamics of the agents is subdiffusive. According to the optimal control interpretation of the problem, we get a system involving fractional time-derivatives for the Hamilton-Jacobi-Bellman and…

偏微分方程分析 · 数学 2018-01-23 Fabio Camilli , Raul De Maio

Mean field games formalize dynamic games with a continuum of players and explicit interaction where the players can have heterogeneous states. As they additionally yield approximate equilibria of corresponding $N$-player games, they are of…

最优化与控制 · 数学 2020-01-09 Berenice Anne Neumann

We consider stochastic mean field games for which the state space is a network. In the ergodic case, they are described by a system coupling a Hamilton-Jacobi-Bellman equation and a Fokker-Planck equation, whose unknowns are the invariant…

偏微分方程分析 · 数学 2018-05-30 Yves Achdou , Manh-Khang Dao , Olivier Ley , Nicoletta Tchou

We study a class of stochastic dynamic games that exhibit strategic complementarities between players; formally, in the games we consider, the payoff of a player has increasing differences between her own state and the empirical…

计算机科学与博弈论 · 计算机科学 2010-12-13 Sachin Adlakha , Ramesh Johari

In this paper, we prove the existence of classical solutions for second order stationary mean-field game systems. These arise in ergodic (mean-field) optimal control, convex degenerate problems in calculus of variations, and in the study of…

偏微分方程分析 · 数学 2015-03-24 Edgard A. Pimentel , Vardan Voskanyan

In this paper we study mean field games with possibly multiple mean field equilibria. Instead of focusing on the individual equilibria, we propose to study the set of values over all possible equilibria, which we call the set value of the…

最优化与控制 · 数学 2024-03-19 Melih Iseri , Jianfeng Zhang

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

In this paper, we consider a class of infinitely degenerate partial differential systems to obtain the Nash equilibria in the mean field games. The degeneracy in the diffusion and the Hamiltonian may be different. This feature brings…

偏微分方程分析 · 数学 2023-11-20 Yiming Jiang , Jingchuang Ren , Yawei Wei , Jie Xue

This paper investigates the well-posedness of a type of state constraint ergodic Mean Field Game system in a bounded domain in which the Hamilton-Jacobi-Bellman equation is paired with an infinite Dirichlet boundary condition. In this…

偏微分方程分析 · 数学 2021-07-27 Mariya Sardarli

In this paper, we investigate the Sobolev regularity for mean-field games in the whole space $\Rr^d$. This is achieved by combining integrability for the solutions of the Fokker-Planck equation with estimates for the Hamilton-Jacobi…

偏微分方程分析 · 数学 2014-08-29 Diogo Aguiar Gomes , Edgard Almeida Pimentel
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