相关论文: Splitting methods and short time existence for the…

Mean Field Games (MFG) have been introduced to tackle games with a large number of competing players. Considering the limit when the number of players is infinite, Nash equilibria are studied by considering the interaction of a typical…

A theory of existence and uniqueness is developed for general stochastic differential mean field games with common noise. The concepts of strong and weak solutions are introduced in analogy with the theory of stochastic differential…

This paper introduces a new method based on Deep Galerkin Methods (DGMs) for solving high-dimensional stochastic Mean Field Games (MFGs). We achieve this by using two neural networks to approximate the unknown solutions of the MFG system…

Here, we consider stationary monotone mean-field games (MFGs) and study the existence of weak solutions. First, we introduce a regularized problem that preserves the monotonicity. Next, using variational inequalities techniques, we prove…

In his lectures at College de France, P.L. Lions introduced the concept of Master equation, see [5] for Mean Field Games. It is introduced in a heuristic fashion, from the system of partial differential equations, associated to a Nash…

We use a simple N-player stochastic game with idiosyncratic and common noises to introduce the concept of Master Equation originally proposed by Lions in his lectures at the Coll\`ege de France. Controlling the limit N tends to the infinity…

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…

The goal of the paper is to develop the theory of finite state mean field games with major and minor players when the state space of the game is finite. We introduce the finite player games and derive a mean field game formulation in the…

We use the Markov chain approximation method to construct approximations for the solution of the mean field game (MFG) with reflecting barriers studied in Bayraktar, Budhiraja, and Cohen (2017). The MFG is formulated in terms of a…

In this paper, we consider a mean field game (MFG) with a major and $N$ minor agents. We first consider the limiting problem and allow the coefficients to vary with the conditional distribution in a nonlinear way. We use the stochastic…

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…

In this work, we consider a novel inverse problem in mean-field games (MFG). We aim to recover the MFG model parameters that govern the underlying interactions among the population based on a limited set of noisy partial observations of the…

We study the existence of classical solutions to a broad class of local, first order, forward-backward Extended Mean Field Games systems, that includes standard Mean Field Games, Mean Field Games with congestion, and mean field type control…

Mean field games (MFGs) model equilibria in games with a continuum of weakly interacting players as limiting systems of symmetric $n$-player games. We consider the finite-state, infinite-horizon problem with ergodic cost. Assuming Markovian…

In this paper we construct short time classical solutions to a class of master equations in the presence of non-degenerate individual noise arising in the theory of mean field games. The considered Hamiltonians are non-separable and $local$…

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,…

For two classes of Mean Field Game systems we study the convergence of solutions as the interest rate in the cost functional becomes very large, modeling agents caring only about a very short time-horizon, and the cost of the control…

We introduce a general probabilistic framework for discrete-time, infinite-horizon discounted Mean Field Type Games (MFTGs) with both global common noise and team-specific common noises. In our model, agents are allowed to use randomized…

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…

We consider a class of deterministic mean field games, where the state associated with each player evolves according to an ODE which is linear w.r.t. the control. Existence, uniqueness, and stability of solutions are studied from the point…