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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 paper, we consider first-order convergence theory and algorithms for solving a class of non-convex non-concave min-max saddle-point problems, whose objective function is weakly convex in the variables of minimization and weakly…

最优化与控制 · 数学 2021-07-08 Mingrui Liu , Hassan Rafique , Qihang Lin , Tianbao Yang

In this paper, we consider Mean Field Games in the presence of common noise relaxing the usual independence assumption of individual random noise. We assume a simple linear model with terminal cost satisfying a convexity and a weak…

概率论 · 数学 2016-07-05 Saran Ahuja

Mean-field Games systems (MFGs) serve as paradigms to describe the games among a huge number of players. In this paper, we consider the ergodic Mean-field Games systems in the bounded domain with Neumann boundary conditions and the…

泛函分析 · 数学 2025-01-28 Fanze Kong , Yonghui Tong , Xiaoyu Zeng

In this expository article, we give an overview of the concept of potential mean field games of first order. We give a new proof that minimizers of the potential are equilibria by using a Lagrangian formulation. We also provide criteria to…

偏微分方程分析 · 数学 2024-12-20 P. Jameson Graber

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

偏微分方程分析 · 数学 2017-04-14 Marco Cirant , Daniela Tonon

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

We present an example of symmetric ergodic $N$-players differential games, played in memory strategies on the position of the players, for which the limit set, as $N\to +\infty$, of Nash equilibrium payoffs is large, although the game has a…

最优化与控制 · 数学 2019-07-24 Pierre Cardaliaguet , Catherine Rainer

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

The class of weakly acyclic games, which includes potential games and dominance-solvable games, captures many practical application domains. In a weakly acyclic game, from any starting state, there is a sequence of better-response moves…

计算机科学与博弈论 · 计算机科学 2011-08-11 Alex Fabrikant , Aaron D. Jaggard , Michael Schapira

We introduce a zero-sum game problem of mean-field type as an extension of the classical zero-sum Dynkin game problem to the case where the payoff processes might depend on the value of the game and its probability law. We establish…

最优化与控制 · 数学 2022-05-06 Boualem Djehiche , Roxana Dumitrescu

We construct a semi-Lagrangian scheme for first-order, time-dependent, and non-local Mean Field Games. The convergence of the scheme to a weak solution of the system is analyzed by exploiting a key monotonicity property. To solve the…

数值分析 · 数学 2026-05-12 Elisabetta Carlini , Valentina Coscetti

This paper investigates the well-posedness of a type of state constraint ergodic Mean Field Game system in a bounded domain in which the Hamilton-Jacobi-Bellman equation is paired with an infinite Dirichlet boundary condition. In this…

偏微分方程分析 · 数学 2021-07-27 Mariya Sardarli

We study the mean field games equations, consisting of the coupled Kolmogorov-Fokker-Planck and Hamilton-Jacobi-Bellman equations. The equations are complemented by initial and terminal conditions. It is shown that with some specific choice…

偏微分方程分析 · 数学 2019-11-22 Sergey I. Nikulin , Olga S. Rozanova

In this paper, we address an instance of uniquely solvable mean-field game with a common noise whose corresponding counterpart without common noise has several equilibria. We study the selection problem for this mean-field game without…

概率论 · 数学 2018-08-29 François Delarue , Rinel Foguen Tchuendom

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

Here, we prove the existence of smooth solutions for mean-field games with a singular mean-field coupling; that is, a coupling in the Hamilton-Jacobi equation of the form $g(m)=-m^{-\alpha}$. We consider stationary and time-dependent…

偏微分方程分析 · 数学 2016-11-23 Marco Cirant , Diogo A. Gomes , Edgard A. Pimentel , Héctor Sánchez-Morgado

In this paper we prove the existence of weak solutions for a thermodynamically consistent phase-field model introduced in [26] in two and three dimensions of space. We use a notion of solution inspired by [18], where the pointwise internal…

偏微分方程分析 · 数学 2019-07-31 Robert Lasarzik , Elisabetta Rocca , Giulio Schimperna

We consider a finite state, finite action, zero-sum stochastic games with data defining the game lying in the ordered field of algebraic numbers. In both the discounted and the limiting average versions of these games we prove that the…

最优化与控制 · 数学 2017-12-18 K. Avrachenkov , V. Ejov , J. A. Filar , A. Moghaddam

We study first order evolutive Mean Field Games whose operators are non-coercive. This situation occurs, for instance, when some directions are `forbidden' to the generic player at some points. Under some regularity assumptions, we…

偏微分方程分析 · 数学 2019-03-14 Paola Mannucci , Claudio Marchi , Carlo Mariconda , Nicoletta Tchou