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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…

偏微分方程分析 · 数学 2022-07-12 Megan Griffin-Pickering , Alpár R. Mészáros

We show the convergence of finite state symmetric N-player differential games, where players control their transition rates from state to state, to a limiting dynamics given by a finite state Mean Field Game system made of two coupled…

概率论 · 数学 2018-12-05 Alekos Cecchin , Guglielmo Pelino

In this article we consider finite Mean Field Games (MFGs), i.e. with finite time and finite states. We adopt the framework introduced in Gomes Mohr and Souza in 2010, and study two seemly unexplored subjects. In the first one, we analyze…

最优化与控制 · 数学 2018-05-16 Saeed Hadikhanloo , Francisco José Silva

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

Convergence of the policy iteration method for discrete and continuous optimal control problems holds under general assumptions. Moreover, in some circumstances, it is also possible to show a quadratic rate of convergence for the algorithm.…

最优化与控制 · 数学 2022-03-02 Fabio Camilli , Qing Tang

We study first order evolutive Mean Field Games where the Hamiltonian is non-coercive. This situation occurs, for instance, when some directions are "forbidden" to the generic player at some points. We establish the existence of a weak…

偏微分方程分析 · 数学 2018-12-03 Paola Mannucci , Claudio Marchi , Carlo Mariconda , Nicoletta Tchou

This paper studies an inverse problem for a multipopulation mean field game (MFG) system where the objective is to reconstruct the running and terminal cost functions of the system that couples the dynamics of different populations. We…

偏微分方程分析 · 数学 2025-02-17 Kui Ren , Nathan Soedjak , Kewei Wang

We consider a class of systems of time dependent partial differential equations which arise in mean field type models with congestion. The systems couple a backward viscous Hamilton-Jacobi equation and a forward Kolmogorov equation both…

偏微分方程分析 · 数学 2017-06-27 Yves Achdou , Alessio Porretta

We consider N-player and mean field games in continuous time over a finite horizon, where the position of each agent belongs to {-1,1}. If there is uniqueness of mean field game solutions, e.g. under monotonicity assumptions, then the…

最优化与控制 · 数学 2019-02-06 Alekos Cecchin , Paolo Dai Pra , Markus Fischer , Guglielmo Pelino

We consider deterministic Mean Field Games (MFG) in all Euclidean space with a cost functional continuous with respect to the distribution of the agents and attaining its minima in a compact set. We first show that the static MFG with such…

偏微分方程分析 · 数学 2024-03-18 Martino Bardi , Hicham Kouhkouh

The theory of mean field games aims at studying deterministic or stochastic differential games (Nash equilibria) as the number of agents tends to infinity. Since very few mean field games have explicit or semi-explicit solutions, numerical…

最优化与控制 · 数学 2020-03-11 Yves Achdou , Mathieu Laurière

We study a kinetic mean-field equation for a system of particles with different sizes, in which particles are allowed to coagulate only if their sizes sum up to a prescribed time-dependent value. We prove well-posedness of this model, study…

偏微分方程分析 · 数学 2012-05-22 Ondrej Budáč , Michael Herrmann , Barbara Niethammer , Andrej Spielmann

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…

最优化与控制 · 数学 2021-06-14 Mathieu Lauriere

We study convergence rates of the generalized conditional gradient (GCG) method applied to fully discretized Mean Field Games (MFG) systems. While explicit convergence rates of the GCG method have been established at the continuous PDE…

数值分析 · 数学 2026-02-13 Haruka Nakamura , Norikazu Saito

We address the numerical approximation of Mean Field Games with local couplings. For power-like Hamiltonians, we consider both unconstrained and constrained stationary systems with density constraints in order to model hard congestion…

最优化与控制 · 数学 2019-02-08 L. M. Briceño-Arias , D. Kalise , F. J. Silva

This paper studies the convergence of mean field games with finite state space to mean field games with a continuous state space. We examine a space discretization of a diffusive dynamics, which is reminiscent of the Markov chain…

最优化与控制 · 数学 2024-01-18 Charles Bertucci , Alekos Cecchin

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

We study the regularity and long time behavior of the one-dimensional, local, first-order mean field games system and the planning problem, assuming a Hamiltonian of superlinear growth, with a non-separated, strictly monotone dependence on…

偏微分方程分析 · 数学 2023-01-18 Nikiforos Mimikos-Stamatopoulos , Sebastian Munoz

A system of two coupled nonlinear parabolic partial differential equations with two opposite directions of time is considered. In fact, this is the so-called "Mean Field Games System" (MFGS), which is derived in the mean field games (MFG)…

数值分析 · 数学 2024-05-20 Michael V. Klibanov , Jingzhi Li , Zhipeng Yang

In this paper we study second order stationary Mean Field Game systems under density constraints on a bounded domain $\Omega \subset \mathbb{R}^d$. We show the existence of weak solutions for power-like Hamiltonians with arbitrary order of…

偏微分方程分析 · 数学 2016-03-04 Alpár Richárd Mészáros , Francisco J. Silva