中文
相关论文

相关论文: A Lagrangian approach for aggregative mean field g…

200 篇论文

This paper establishes the existence of equilibria result of a class of mean field games with singular controls. The interaction takes place through both states and controls. A relaxed solution approach is used. To circumvent the tightness…

最优化与控制 · 数学 2022-05-10 Guanxing Fu

We consider deterministic mean field games in which the agents control their acceleration and are constrained to remain in a domain of R n. We study relaxed equilibria in the Lagrangian setting; they are described by a probability measure…

偏微分方程分析 · 数学 2021-11-04 Yves Achdou , Paola Mannucci , Claudio Marchi , 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

This paper considers a mean field game model inspired by crowd motion where agents want to leave a given bounded domain through a part of its boundary in minimal time. Each agent is free to move in any direction, but their maximal speed is…

最优化与控制 · 数学 2022-02-21 Guilherme Mazanti , Filippo Santambrogio

This paper is devoted to finite horizon deterministic mean field games in which the state space is a network. The agents control their velocity, and when they occupy a vertex, they can enter into any incident edge. The running and terminal…

最优化与控制 · 数学 2023-11-21 Yves Achdou , Paola Mannucci , Claudio Marchi , Nicoletta Tchou

In this paper, we consider a first-order mean field game model motivated by crowd motion in which agents evolve in a (not necessarily compact) metric space and wish to reach a given target set. Each agent aims to minimize the sum of their…

最优化与控制 · 数学 2024-12-20 Guilherme Mazanti

We show the existence of "mild solutions" for a first-order mean field game of controls under the state constraint that trajectories be confined in a closed and bounded set in euclidean space. This extends the results of Cannarsa and…

最优化与控制 · 数学 2023-01-24 Jameson Graber , Sergio Mayorga

In this paper, we consider a first-order deterministic mean field game model inspired by crowd motion in which agents moving in a given domain aim to reach a given target set in minimal time. To model interaction between agents, we assume…

最优化与控制 · 数学 2022-02-21 Saeed Sadeghi Arjmand , Guilherme Mazanti

In this paper, we examine the stationary relaxed singular control problem within a multi-dimensional framework for a single agent, as well as its mean field game equivalent. We demonstrate that optimal relaxed controls exist for two problem…

最优化与控制 · 数学 2025-06-04 Asaf Cohen , Chuhao Sun

Mean field games are studied in the framework of controlled martingale problems, and general existence theorems are proven in which the equilibrium control is Markovian. The framework is flexible enough to include degenerate volatility,…

概率论 · 数学 2015-04-09 Daniel Lacker

We propose a new approach to proving the uniqueness of solutions to a certain class of mean field games of controls. In this class, the equilibrium is determined by an aggregate quantity $Q(t)$, e.g. the market price or production, which…

最优化与控制 · 数学 2024-10-21 Jameson Graber , Elizabeth Matter

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

In this article, we consider mean field games between a dominating player and a group of representative agents, each of which acts similarly and also interacts with each other through a mean field term being substantially influenced by the…

最优化与控制 · 数学 2014-07-28 Alain Bensoussan , Michael Chau , Phillip Yam

In this paper, we study deterministic mean field games for agents who operate in a bounded domain. In this case, the existence and uniqueness of Nash equilibria cannot be deduced as for unrestricted state space because, for a large set of…

最优化与控制 · 数学 2017-11-07 Piermarco Cannarsa , Rossana Capuani

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

In this paper, we consider a mean field game model inspired by crowd motion in which several interacting populations evolving in $\mathbb R^d$ aim at reaching given target sets in minimal time. The movement of each agent is described by a…

最优化与控制 · 数学 2022-08-16 Saeed Sadeghi Arjmand , Guilherme Mazanti

For a class of finite horizon first order mean field games and associated N-player games, we give a simple proof of convergence of symmetric N-player Nash equilibria in distributed open-loop strategies to solutions of the mean field game in…

最优化与控制 · 数学 2019-03-11 Markus Fischer , Francisco J. Silva

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 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…

最优化与控制 · 数学 2019-09-04 Josu Doncel , Nicolas Gast , Bruno Gaujal

In stochastic dynamic games, when the number of players is sufficiently large and the interactions between agents depend on empirical state distribution, one way to approximate the original game is to introduce infinite-population limit of…

最优化与控制 · 数学 2019-08-26 Naci Saldi
‹ 上一页 1 2 3 10 下一页 ›