中文
相关论文

相关论文: Two-scale homogenization of a stationary mean-fiel…

200 篇论文

Mean-field games (MFGs) are models for large populations of competing rational agents that seek to optimize a suitable functional. In the case of congestion, this functional takes into account the difficulty of moving in high-density areas.…

偏微分方程分析 · 数学 2017-10-05 David Evangelista , Rita Ferreira , Diogo A. Gomes , Levon Nurbekyan , Vardan Voskanyan

Here, we consider numerical methods for stationary mean-field games (MFG) and investigate two classes of algorithms. The first one is a gradient-flow method based on the variational characterization of certain MFG. The second one uses…

数值分析 · 数学 2015-11-23 Noha Almulla , Rita Ferreira , Diogo Gomes

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

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

This paper concerns the simultaneous effect of homogenization and of the small noise limit for a $2^{\textrm {nd}}$ order mean field games (MFG) system with local coupling and quadratic Hamiltonian. We show under some additional assumptions…

偏微分方程分析 · 数学 2024-03-12 Annalisa Cesaroni , Nicolas Dirr , Claudio Marchi

Mean-field games (MFGs) are models of large populations of rational agents who seek to optimize an objective function that takes into account their location and the distribution of the remaining agents. Here, we consider stationary MFGs…

偏微分方程分析 · 数学 2016-11-28 David Evangelista , Diogo A. Gomes

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

We study the homogenization properties in the small viscosity limit and in periodic environments of the (viscous) backward-forward mean-field games system. We consider separated Hamiltonians and provide results for systems with (i)…

偏微分方程分析 · 数学 2019-09-11 Pierre-Louis Lions , Panagiotis E. Souganidis

A standard assumption in mean-field game (MFG) theory is that the coupling between the Hamilton-Jacobi equation and the transport equation is monotonically non-decreasing in the density of the population. In many cases, this assumption…

偏微分方程分析 · 数学 2016-11-29 Diogo A. Gomes , Levon Nurbekyan , Mariana Prazeres

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

Here, we study radial solutions for first- and second-order stationary Mean-Field Games (MFG) with congestion on $\mathbb{R}^d$. MFGs with congestion model problems where the agents' motion is hampered in high-density regions. The radial…

偏微分方程分析 · 数学 2017-03-23 David Evangelista , Diogo A. Gomes , Levon Nurbekyan

The formulation of Mean Field Games (MFG) typically requires continuous differentiability of the Hamiltonian in order to determine the advective term in the Kolmogorov--Fokker--Planck equation for the density of players. However, in many…

数值分析 · 数学 2024-04-03 Yohance A. P. Osborne , Iain Smears

This paper investigates stationary mean-field games (MFGs) on the torus with Lipschitz non-homogeneous diffusion and logarithmic-like couplings. The primary objective is to understand the existence of $C^{1,\alpha}$ solutions to address the…

偏微分方程分析 · 数学 2023-10-27 Tigran Bakaryan , Giuseppe Di Fazio , Diogo A. Gomes

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

We study the intermediate asymptotic behavior of solutions to the first-order mean field games system with a local coupling, when the initial density is a compactly supported function on the real line, and the coupling is of power type.…

偏微分方程分析 · 数学 2024-04-04 Sebastian Munoz

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 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

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

This manuscript discusses planning problems for first- and second-order one-dimensional mean-field games (MFGs). These games are comprised of a Hamilton-Jacobi equation coupled with a Fokker-Planck equation. Applying Poincar\'e's Lemma to…

偏微分方程分析 · 数学 2021-04-27 Tigran Bakaryan , Rita Ferreira , Diogo Gomes

Here, we observe that mean-field game (MFG) systems admit a two-player infinite-dimensional general-sum differential game formulation. We show that particular regimes of this game reduce to previously known variational principles.…

偏微分方程分析 · 数学 2018-04-25 Marco Cirant , Levon Nurbekyan
‹ 上一页 1 2 3 10 下一页 ›