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We consider the variational approach to prove the existence of solutions of second order stationary Mean Field Games on a bounded domain $\Omega\subseteq \mathbb{R}^{d}$, with Neumann boundary conditions, and with and without density…

偏微分方程分析 · 数学 2017-04-19 Alpár Richárd Mészáros , Francisco J. Silva

We study first order evolutive Mean Field Games where the Hamiltonian is non-coercive. This situation occurs, for instance, when some directions are "forbidden" to the generic player at some points. We establish the existence of a weak…

偏微分方程分析 · 数学 2018-12-03 Paola Mannucci , Claudio Marchi , Carlo Mariconda , Nicoletta Tchou

We study the regularity and long time behavior of the one-dimensional, local, first-order mean field games system and the planning problem, assuming a Hamiltonian of superlinear growth, with a non-separated, strictly monotone dependence on…

偏微分方程分析 · 数学 2023-01-18 Nikiforos Mimikos-Stamatopoulos , Sebastian Munoz

We present examples of equations arising in the theory of mean field games that can be reduced to a system in smaller dimensions. Such examples come up in certain applications, and they can be used as modeling tools to numerically…

偏微分方程分析 · 数学 2021-05-07 Jean-Michel Lasry , Pierre-Louis Lions , Benjamin Seeger

The Unique Games Conjecture (UGC) constitutes a highly dynamic subarea within computational complexity theory, intricately linked to the outstanding P versus NP problem. Despite multiple insightful results in the past few years, a proof for…

动力系统 · 数学 2024-04-25 Tuhin Sahai , Abeynaya Gnanasekaran

In this work we consider selling items using a sequential first price auction mechanism. We generalize the assumption of conservative bidding to extensive form games (henceforth optimistic conservative bidding), and show that for both…

计算机科学与博弈论 · 计算机科学 2015-02-02 Avinatan Hassidim , Yishay Mansour

We study the uniqueness of solutions to systems of PDEs arising in Mean Field Games with several populations of agents and Neumann boundary conditions. The main assumption requires the smallness of some data, e.g., the length of the time…

偏微分方程分析 · 数学 2017-09-08 Martino Bardi , Marco Cirant

In this paper, we investigate the robustness of stationary mean-field equilibria in the presence of model uncertainties, specifically focusing on infinite-horizon discounted cost functions. To achieve this, we initially establish…

系统与控制 · 电气工程与系统科学 2026-04-10 Uğur Aydın , Naci Saldi

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

Mean payoff stochastic games can be studied by means of a nonlinear spectral problem involving the Shapley operator: the ergodic equation. A solution consists in a scalar, called the ergodic constant, and a vector, called bias. The…

最优化与控制 · 数学 2016-05-17 Antoine Hochart

This paper considers discounted infinite horizon mean field games by extending the probabilistic weak formulation of the game as introduced by Carmona and Lacker (2015). Under similar assumptions as in the finite horizon game, we prove…

最优化与控制 · 数学 2024-07-08 René Carmona , Ludovic Tangpi , Kaiwen Zhang

We study multiplayer turn-based games played on a finite directed graph such that each player aims at satisfying an omega-regular Boolean objective. Instead of the well-known notions of Nash equilibrium (NE) and subgame perfect equilibrium…

计算机科学与博弈论 · 计算机科学 2018-09-12 Thomas Brihaye , Véronique Bruyère , Aline Goeminne , Jean-François Raskin

We study a mean-field game of optimal stopping and investigate the existence of strong solutions via a connection with the Bank-El Karoui's representation problem. Under certain continuity assumptions, where the common noise is generated by…

最优化与控制 · 数学 2025-07-28 Giorgio Ferrari , Anna Pajola

We explore the low levels of the structure of the continuous Weihrauch degrees of first-order problems. In particular, we show that there exists a minimal discontinuous first-order degree, namely that of $\accn$, without any determinacy…

逻辑 · 数学 2024-01-24 Arno Pauly , Giovanni Soldà

This work is mainly concerned with the so-called limit theory for mean-field games. Adopting the weak formulation paradigm put forward by Carmona and Lacker, we consider a fully non-Markovian setting allowing for drift control and…

概率论 · 数学 2023-12-25 Dylan Possamaï , Ludovic Tangpi

We study a class of second order variational inequalities with bilateral constraints. Under certain conditions we show the existence of a unique viscosity solution of these variational inequalities and give a stochastic representation to…

偏微分方程分析 · 数学 2007-05-23 Mrinal K Ghosh , K S Mallikarjuna Rao

Under the condition of small external forces, we obtain existence of a weak solution of the steady Hall-MHD system with H\"{o}lder continuous magnetic field. We also established regularity of weak solutions provided that magnetic fields are…

偏微分方程分析 · 数学 2020-04-16 Yong Zeng , Zhibing Zhang

In this article we establish the existence of weak solutions to the shallow medium equation. We proceed by an approximation argument. First we truncate the coefficients of the equation from above and below. Then we prove convergence of the…

偏微分方程分析 · 数学 2020-01-23 Verena Bögelein , Nicolas Dietrich , Matias Vestberg

In this note we prove the uniqueness of solutions to a class of Mean Field Games systems subject to possibly degenerate individual noise. Our results hold true for arbitrary long time horizons and for general non-separable Hamiltonians that…

偏微分方程分析 · 数学 2023-08-23 Alpár R. Mészáros , Chenchen Mou

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…

数值分析 · 数学 2017-05-02 Diogo Gomes , Joao Saude