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相关论文: Uniform estimates for the planning problem with po…

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The planning problem for the mean field game implies the one tries to transfer the system of infinitely many identical rational agents from the given distribution to the final one using the choice of the terminal payoff. It can be…

最优化与控制 · 数学 2022-11-21 Yurii Averboukh , Aleksei Volkov

In this paper, we introduce and study a first-order mean-field game obstacle problem. We examine the case of local dependence on the measure under assumptions that include both the logarithmic case and power-like nonlinearities. Since the…

偏微分方程分析 · 数学 2014-10-28 Diogo Gomes , Stefania Patrizi

This paper reframes approachability theory within the context of population games. Thus, whilst one player aims at driving her average payoff to a predefined set, her opponent is not malevolent but rather extracted randomly from a…

最优化与控制 · 数学 2014-07-16 Dario Bauso , Thomas W L Norman

In this manuscript, we propose a structural condition on non-separable Hamiltonians, which we term displacement monotonicity condition, to study second order mean field games master equations. A rate of dissipation of a bilinear form is…

偏微分方程分析 · 数学 2022-04-04 Wilfrid Gangbo , Alpár R. Mészáros , Chenchen Mou , Jianfeng Zhang

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 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

Mean Field Games (MFGs) can potentially scale multi-agent systems to extremely large populations of agents. Yet, most of the literature assumes a single initial distribution for the agents, which limits the practical applications of MFGs.…

机器学习 · 计算机科学 2021-09-21 Sarah Perrin , Mathieu Laurière , Julien Pérolat , Romuald Élie , Matthieu Geist , Olivier Pietquin

We study the 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. Our results show that the solution is smooth in regions where…

偏微分方程分析 · 数学 2023-08-02 Pierre Cardaliaguet , Sebastian Munoz , Alessio Porretta

This paper is concerned with extending the notion of monotone solution to the mean field game (MFG) master equation to situations in which the coefficients are displacement monotone, instead of the previously introduced notion in the flat…

偏微分方程分析 · 数学 2025-09-08 Charles Meynard

Traditional mean-field game (MFG) solvers operate on an instance-by-instance basis, which becomes infeasible when many related problems must be solved (e.g., for seeking a robust description of the solution under perturbations of the…

最优化与控制 · 数学 2025-10-24 Dena Firoozi , Anastasis Kratsios , Xuwei Yang

We provide a unifying, black-box tool for establishing existence of approximate equilibria in weighted congestion games and, at the same time, bounding their Price of Stability. Our framework can handle resources with general…

计算机科学与博弈论 · 计算机科学 2022-03-31 Yiannis Giannakopoulos , Diogo Poças

This paper studies a mean field game inspired by crowd motion in which agents evolve in a compact domain and want to reach its boundary minimizing the sum of their travel time and a given boundary cost. Interactions between agents occur…

最优化与控制 · 数学 2020-01-31 Samer Dweik , Guilherme Mazanti

This paper presents a general existence and uniqueness result for mean field games equations on graphs ($\mathcal{G}$-MFG). In particular, our setting allows to take into account congestion effects of almost any form. These general…

最优化与控制 · 数学 2014-05-09 Olivier Guéant

We investigate mean field game systems under invariance conditions for the state space, otherwise called {\it viability conditions} for the controlled dynamics. First we analyze separately the Hamilton-Jacobi and the Fokker-Planck…

偏微分方程分析 · 数学 2019-03-18 Alessio Porretta , Michele Ricciardi

In this note we prove the uniqueness of solutions to a class of Mean Field Games systems subject to possibly degenerate individual noise. Our results hold true for arbitrary long time horizons and for general non-separable Hamiltonians that…

偏微分方程分析 · 数学 2023-08-23 Alpár R. Mészáros , Chenchen Mou

This paper studies a one-dimensional Mean-Field Planning (MFP) system with a non-local, rank-based coupling. Using a potential formulation, we rewrite the system as an associated scalar partial differential equation. We prove an equivalence…

偏微分方程分析 · 数学 2026-03-04 Ali Almadeh , Tigran Bakaryan , Diogo Gomes , Melih Ucer

We obtain a uniform $L^{\infty}(\Omega)$ a priori bound, for any positive weak solutions to elliptic problem with a nonlinearity $f$ slightly subcritical, slightly superlinear, and regularly varying. To achieve our result, we first obtain a…

偏微分方程分析 · 数学 2025-06-10 Mabel Cuesta , Rosa Pardo

In this paper, we investigate the robustness of stationary mean-field equilibria in the presence of model uncertainties, specifically focusing on infinite-horizon discounted cost functions. To achieve this, we initially establish…

系统与控制 · 电气工程与系统科学 2026-04-10 Uğur Aydın , Naci Saldi

The recent work arXiv:2407.17373 proposes a derivative-free consensus-based particle method that computes global solutions to nonconvex-nonconcave min-max problems and establishes global exponential convergence in the sense of the…

最优化与控制 · 数学 2026-02-16 Hui Huang , Jethro Warnett

The goal of this paper is to show existence of short-time classical solutions to the so called Master Equation of \emph{first order} Mean Field Games, which can be thought of as the limit of the corresponding master equation of a stochastic…

偏微分方程分析 · 数学 2019-08-20 Sergio Mayorga