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We consider a system of mean field games with local coupling in the deterministic limit. Under general structure conditions on the Hamiltonian and coupling, we prove existence and uniqueness of the weak solution, characterizing this…

最优化与控制 · 数学 2014-01-09 Pierre Cardaliaguet , Philip Jameson Graber

We consider stochastic mean field games for which the state space is a network. In the ergodic case, they are described by a system coupling a Hamilton-Jacobi-Bellman equation and a Fokker-Planck equation, whose unknowns are the invariant…

偏微分方程分析 · 数学 2018-05-30 Yves Achdou , Manh-Khang Dao , Olivier Ley , Nicoletta Tchou

In a mean field game of controls, players seek to minimize a cost that depends on the joint distribution of players' states and controls. We consider an ergodic problem for second-order mean field games of controls with state constraints,…

偏微分方程分析 · 数学 2026-04-10 Jameson Graber , Kyle Rosengartner

We study an ergodic mean field game problem with state constraints. In our model the agents are affected by idiosyncratic noise and use a (singular) feedback control to prevent the Brownian motion from exiting the domain. We characterize…

偏微分方程分析 · 数学 2023-10-05 Alessio Porretta , Michele Ricciardi

We investigate the existence of solutions to viscous ergodic Mean Field Games systems in bounded domains with Neumann boundary conditions and local, possibly aggregative couplings. In particular we exploit the associated variational…

偏微分方程分析 · 数学 2023-01-30 Marco Cirant , Alessandro Cosenza , Gianmaria Verzini

We study the asymptotic behavior of solutions to the constrained MFG system as the time horizon $T$ goes to infinity. For this purpose, we analyze first Hamilton-Jacobi equations with state constraints from the viewpoint of weak KAM theory,…

偏微分方程分析 · 数学 2023-04-04 Piermarco Cannarsa , Wei Cheng , Cristian Mendico , Kaizhi Wang

We consider finite horizon stochastic mean field games in which the state space is a network. They are described by a system coupling a backward in time Hamilton-Jacobi-Bellman equation and a forward in time Fokker-Planck equation. The…

偏微分方程分析 · 数学 2019-03-08 Yves Achdou , Manh-Khang Dao , Olivier Ley , Nicoletta Tchou

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…

偏微分方程分析 · 数学 2022-12-23 Romain Ducasse , Guilherme Mazanti , Filippo Santambrogio

In a mean field game of controls, a large population of identical players seek to minimize a cost that depends on the joint distribution of the states of the players and their controls. We first consider the classes of mean field games of…

最优化与控制 · 数学 2025-12-05 P. Jameson Graber , Kyle Rosengartner

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

We study stationary mean field games with singular controls in which the representative player interacts with a long-time weighted average of the population through a discounted and an ergodic performance criterion. This class of games…

最优化与控制 · 数学 2025-09-23 Haoyang Cao , Jodi Dianetti , Giorgio Ferrari

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…

偏微分方程分析 · 数学 2023-01-12 Sebastian Munoz

In this paper we study a mean-field games system with Dirichlet boundary conditions in a closed domain and in a mean-field of control setting, that is in which the dynamics of each agent is affected not only by the average position of the…

最优化与控制 · 数学 2023-06-21 Mattia Bongini , Francesco Salvarani

Quasi-stationary Mean Field Games models consider agents who base their strategies on current information without forecasting future states. In this paper we address the first-order quasi-stationary Mean Field Games system, which involves…

最优化与控制 · 数学 2024-09-30 Fabio Camilli , Claudio Marchi , Cristian Mendico

This paper is devoted to a class of finite horizon deterministic mean field games with Grushin type dynamics, state constraints and nonlocal coupling. First, we consider the optimal control problem that each agent aims to solve when the…

最优化与控制 · 数学 2026-02-16 Alessandra Cutrì , Paola Mannucci , Claudio Marchi , Nicoletta Tchou

We consider stationary viscous Mean-Field Games systems in the case of local, decreasing and unbounded coupling. These systems arise in ergodic mean-field game theory, and describe Nash equilibria of games with a large number of agents…

偏微分方程分析 · 数学 2016-02-16 Marco Cirant

Mean Field Games with state constraints are differential games with infinitely many agents, each agent facing a constraint on his state. The aim of this paper is to provide a meaning of the PDE system associated with these games, the…

最优化与控制 · 数学 2019-01-01 Piermarco Cannarsa , Rossana Capuani , Pierre Cardaliaguet

The paper is concerned with the deterministic limit of mean field games with the nonlocal coupling. It is assumed that the dynamics of mean field games are given by nonlinear Markov processes. This type of games includes stochastic mean…

最优化与控制 · 数学 2018-01-08 Yurii Averboukh

In this paper we provide the existence of classical solutions to stationary mean field game systems in the whole space $\mathbb{R}^N$, with coercive potential, aggregating local coupling, and under general conditions on the Hamiltonian,…

偏微分方程分析 · 数学 2018-03-14 Annalisa Cesaroni , Marco Cirant

In this paper, we prove the existence of classical solutions for second order stationary mean-field game systems. These arise in ergodic (mean-field) optimal control, convex degenerate problems in calculus of variations, and in the study of…

偏微分方程分析 · 数学 2015-03-24 Edgard A. Pimentel , Vardan Voskanyan
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