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相关论文: A Potential Approach for Planning Mean-Field Games…

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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

In this paper, using variational approaches, we investigate the first order planning problem arising in the theory of mean field games. We show the existence and uniqueness of weak solutions of the problem in the case of a large class of…

偏微分方程分析 · 数学 2019-05-21 P. Jameson Graber , Alpár R. Mészáros , Francisco J. Silva , Daniela Tonon

We study the short-time existence and uniqueness of solutions to a coupled system of partial differential equations arising in mean field game theory. It has the generic form $$ \left\{ \begin{array}{c} -\partial_t u - \Delta u +…

偏微分方程分析 · 数学 2015-03-27 Philip Jameson Graber

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.…

偏微分方程分析 · 数学 2017-10-05 David Evangelista , Rita Ferreira , Diogo A. Gomes , Levon Nurbekyan , Vardan Voskanyan

We investigate a first-order mean field planning problem of the form \begin{equation} \left\lbrace\begin{aligned} -\partial_t u + H(x,Du) &= f(x,m) &&\text{in } (0,T)\times \mathbb{R}^d, \\ \partial_t m - \nabla\cdot (m\,H_p(x,Du)) &= 0…

偏微分方程分析 · 数学 2019-08-05 Carlo Orrieri , Alessio Porretta , Giuseppe Savaré

We study a Mean Field Games (MFG) system in a real, separable infinite dimensional Hilbert space. The system consists of a second order parabolic type equation, called Hamilton-Jacobi-Bellman (HJB) equation in the paper, coupled with a…

偏微分方程分析 · 数学 2025-09-05 Salvatore Federico , Fausto Gozzi , Andrzej Święch

We study a degenerate second order mean field game (MFG) system in a Hilbert space $H$ which couples a Fokker--Planck equation describing the evolution of probability measures on $H$ with a Hamilton--Jacobi--Bellman (HJB) equation for the…

偏微分方程分析 · 数学 2026-05-14 Andrzej Święch , Lukas Wessels

We study a particle approximation for one-dimensional first-order Mean-Field-Games (MFGs) with local interactions with planning conditions. Our problem comprises a system of a Hamilton-Jacobi equation coupled with a transport equation. As…

最优化与控制 · 数学 2021-09-07 Marco Di Francesco , Serikbolsyn Duisembay , Diogo Aguiar Gomes , Ricardo Ribeiro

In this paper, we study a class of first-order mean-field games (MFGs) that model price formation. Using Poincar{\'e} Lemma, we eliminate one of the equations and obtain a variational problem for a single function. This variational problem…

偏微分方程分析 · 数学 2022-04-05 Yuri Ashrafyan , Tigran Bakaryan , Diogo Gomes , Julian Gutierrez

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

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…

偏微分方程分析 · 数学 2017-03-30 Diogo Gomes , Marc Sedjro

In this paper, we study two kinds of inverse problems for Mean Field Games (MFGs) with common noise. Our focus is on MFGs described by a coupled system of stochastic Hamilton-Jacobi-Bellman and Fokker-Planck equations. Firstly, we establish…

偏微分方程分析 · 数学 2024-12-12 Qi Lü , Zhonghua Liao

In this paper, we study a priori estimates for a first-order mean-field planning problem with a potential. In the theory of mean-field games (MFGs), a priori estimates play a crucial role to prove the existence of classical solutions. In…

偏微分方程分析 · 数学 2020-03-06 Tigran Bakaryan , Rita Ferreira , Diogo Gomes

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.…

偏微分方程分析 · 数学 2018-04-25 Marco Cirant , Levon Nurbekyan

We consider time-dependent mean-field games with congestion that are given by a system of a Hamilton-Jacobi equation coupled with a Fokker-Planck equation. The congestion effects make the Hamilton-Jacobi equation singular. These models are…

偏微分方程分析 · 数学 2015-03-24 Diogo Gomes , Vardan Voskanyan

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

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

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…

偏微分方程分析 · 数学 2018-05-29 Yiru Cai , Haobo Qi , Yi Tan , Xifeng Su

The formulation of Mean Field Games (MFG) typically requires continuous differentiability of the Hamiltonian in order to determine the advective term in the Kolmogorov--Fokker--Planck equation for the density of players. However, in many…

数值分析 · 数学 2024-04-03 Yohance A. P. Osborne , Iain Smears

We propose a MFG model with quadratic Hamiltonian involving $N$ populations. This results in a system of $N$ Hamilton-Jacobi-Bellman and $N$ Fokker-Planck equations with non-local interactions. As in the classical case we introduce an…

偏微分方程分析 · 数学 2025-11-03 Luigi De Pascale , Luca Nenna
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