相关论文: Convergence of some Mean Field Games systems to ag…

Mean-field games arise in various fields including economics, engineering, and machine learning. They study strategic decision making in large populations where the individuals interact via certain mean-field quantities. The ground metrics…

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.…

We consider a typical problem in Mean Field Games: the congestion case, where in the cost that agents optimize there is a penalization for passing through zones with high density of agents, in a deterministic framework. This equilibrium…

In this paper, we investigate the interaction of two populations with a large number of indistinguishable agents. The problem consists in two levels: the interaction between agents of a same population, and the interaction between the two…

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…

We study the singular perturbation problem for mean field game systems with control of acceleration. For such a problem we analyze the behavior of solutions as the acceleration costs vanishes. In this setting the Hamiltonian fails to be…

We propose and investigate a general class of discrete time and finite state space mean field game (MFG) problems with potential structure. Our model incorporates interactions through a congestion term and a price variable. It also allows…

Mean field type models describing the limiting behavior, as the number of players tends to $+\infty$, of stochastic differential game problems, have been recently introduced by J-M. Lasry and P-L. Lions. Numerical methods for the…

We present a method enabling a large number of agents to learn how to flock, which is a natural behavior observed in large populations of animals. This problem has drawn a lot of interest but requires many structural assumptions and is…

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…

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.…

This paper revisits the well-studied \emph{optimal stopping} problem but within the \emph{large-population} framework. In particular, two classes of optimal stopping problems are formulated by taking into account the \emph{relative…

The paper considers a forward-backward system of parabolic PDEs arising in a Mean Field Game (MFG) model where every agent controls the drift of a trajectory subject to Brownian diffusion, trying to escape a given bounded domain $\Omega$ in…

We propose and study several inverse problems for the mean field games (MFG) system in a bounded domain. Our focus is on simultaneously recovering the running cost and the Hamiltonian within the MFG system by the associated boundary…

Here, we consider one-dimensional forward-forward mean-field games (MFGs) with congestion, which were introduced to approximate stationary MFGs. We use methods from the theory of conservation laws to examine the qualitative properties of…

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…

Mean field games (MFG) and mean field control (MFC) are critical classes of multi-agent models for efficient analysis of massive populations of interacting agents. Their areas of application span topics in economics, finance, game theory,…

In the presence of a common noise, we study the convergence problems in mean field game (MFG) and mean field control (MFC) problem where the cost function and the state dynamics depend upon the joint conditional distribution of the…

We consider mean field games with discrete state spaces (called discrete mean field games in the following) and we analyze these games in continuous and discrete time, over finite as well as infinite time horizons. We prove the existence of…

While the general theory for the terminal-initial value problem for mean-field games (MFGs) has achieved a substantial progress, the corresponding forward-forward problem is still poorly understood - even in the one-dimensional setting.…