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

This paper analyzes a class of infinite-time-horizon stochastic games with singular controls motivated from the partially reversible problem. It provides an explicit solution for the mean-field game (MFG) and presents sensitivity analysis…

We study the regularity and well-posedness of the local, first-order forward-backward mean field games system, assuming a polynomially growing cost function and a Hamiltonian of quadratic growth. We consider systems and terminal data that…

A new notion of displacement convexity on a matrix level is developed for density flows arising from mean-field games, compressible Euler equations, entropic interpolation, and semi-classical limits of non-linear Schr\"odinger equations.…

This paper investigates the model for pedestrian flow firstly proposed in [Cristiani et al., DOI:10.1137/140962413]. The model assumes that each individual in the crowd moves in a known domain, aiming at minimizing a given cost functional.…

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…

We formulate the MFG limit for $N$ interacting agents with a common noise as a single quasi-linear deterministic infinite-dimensional partial differential second order backward equation. We prove that any its (regular enough) solution…

This paper proposes a multiscale method for solving the numerical solution of mean field games which accelerates the convergence and addresses the problem of determining the initial guess. Starting from an approximate solution at the…

This paper studies the $N$-particle systems as well as the HJB/master equations for a class of generalized mean field control (MFC) problems and the corresponding potential mean field games of control (MFGC). A local in time classical…

In this paper we study Mean Field Game systems under density constraints as optimality conditions of two optimization problems in duality. A weak solution of the system contains an extra term, an additional price imposed on the saturated…

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…

Population games model the evolution of strategic interactions among a large number of uniform agents. Due to the agents' uniformity and quantity, their aggregate strategic choices can be approximated by the solutions of a class of ordinary…

First order kinetic mean field games formally describe the Nash equilibria of deterministic differential games where agents control their acceleration, asymptotically in the limit as the number of agents tends to infinity. The known results…

Mean Field Games (MFG) theory describes strategic interactions in differential games with a large number of small and indistinguishable players. Traditionally, the players' control impacts only the drift term in the system's dynamics,…

In this paper, we study a large population game with heterogeneous dynamics and cost functions solving a consensus problem. Moreover, the agents have communication constraints which appear as: (1) an Additive-White Gaussian Noise (AWGN)…

In this article, we introduce a new class of entropy-penalized robust mean field game problems in which the representative agent is opposed to Nature. The agent's objective is formulated as a min-max stochastic control problem, in which…

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.…

We establish a priori upper bounds for solutions to the spatially inhomogeneous Landau equation in the case of moderately soft potentials, with arbitrary initial data, under the assumption that mass, energy and entropy densities stay under…

We propose to use L\'evy {\alpha}-stable distributions for constructing priors for Bayesian inverse problems. The construction is based on Markov fields with stable-distributed increments. Special cases include the Cauchy and Gaussian…

The mean field games (MFG) theory has broad application in mathematical modeling of social phenomena. The Mean Field Games System (MFGS) is the key to the MFG theory. This is a system of two nonlinear parabolic partial differential…

Mean-Field is an efficient way to approximate a posterior distribution in complex graphical models and constitutes the most popular class of Bayesian variational approximation methods. In most applications, the mean field distribution…