相关论文: Monotone solutions for mean field games master equ…

We present the notion of monotone solution of mean field games master equations in the case of a continuous state space. We establish the existence, uniqueness and stability of such solutions under standard assumptions. This notion allows…

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…

This paper is interested in the problem of optimal stopping in a mean field game context. The notion of mixed solution is introduced to solve the system of partial differential equations which models this kind of problem. This notion…

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…

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…

We present results of existence, regularity and uniqueness of solutions of the master equation associated with the mean field planning problem in the finite state space case, in the presence of a common noise. The results hold under…

We introduce the notion of stable solution in mean field game theory: they are locally isolated solutions of the mean field game system. We prove that such solutions exist in potential mean field games and are local attractors for learning…

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…

We develop the linear programming approach to mean-field games in a general setting. This relaxed control approach allows to prove existence results under weak assumptions, and lends itself well to numerical implementation. We consider…

In this paper, we consider the social optimal problem of discrete time finite state space mean field games (referred to as finite mean field games [1]). Unlike the individual optimization of their own cost function in competitive models, in…

We formulate a stochastic game of mean field type where the agents solve optimal stopping problems and interact through the proportion of players that have already stopped. Working with a continuum of agents, typical equilibria become…

Here, we develop numerical methods for finite-state mean-field games (MFGs) that satisfy a monotonicity condition. MFGs are determined by a system of differential equations with initial and terminal boundary conditions. These non-standard…

In this paper we study mean field games with possibly multiple mean field equilibria. Instead of focusing on the individual equilibria, we propose to study the set of values over all possible equilibria, which we call the set value of the…

In this paper we unveil novel monotonicity conditions applicable for Mean Field Games through the exploration of finite dimensional $canonical\ transformations$. Our findings contribute to establishing new global well-posedness results for…

We consider the mean-field game where each agent determines the optimal time to exit the game by solving an optimal stopping problem with reward function depending on the density of the state processes of agents still present in the game.…

We develop a theory of existence and uniqueness of solutions of MFG master equations when the initial condition is Lipschitz continuous. Namely, we show that as long as the solution of the master equation is Lipschitz continuous in space,…

In this article we study the well-posedness of the Master Equation of Mean Field Games in a framework of Neumann boundary condition. The definition of solution is closely related to the classical one of the Mean Field Games system, but the…

Mean field games model equilibria in games with a continuum of players as limiting systems of symmetric $n$-player games with weak interaction between the players. We consider a finite-state, infinite-horizon problem with two cost criteria:…

In this paper we consider symmetric games where a large number of players can be in any one of d states. We derive a limiting mean field model and characterize its main properties. This mean field limit is a system of coupled ordinary…

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…