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We consider second-order ergodic Mean-Field Games systems in the whole space $\mathbb{R}^N$ with coercive potential and aggregating nonlocal coupling, defined in terms of a Riesz interaction kernel. These MFG systems describe Nash…

偏微分方程分析 · 数学 2023-05-01 Chiara Bernardini , Annalisa Cesaroni

We study a class of stochastic dynamic games that exhibit strategic complementarities between players; formally, in the games we consider, the payoff of a player has increasing differences between her own state and the empirical…

计算机科学与博弈论 · 计算机科学 2010-12-13 Sachin Adlakha , Ramesh Johari

In this paper, we consider a class of mean field games in which the optimal strategy of a representative agent depends on the statistical distribution of the states and controls. We prove some existence results for the forward-backward…

偏微分方程分析 · 数学 2020-07-13 Z Kobeissi

We introduce the notions of weakly *-concave and weakly naturally quasi-concave correspondence and prove fixed point theorems and continuous selection theorems for these kind of correspondences. As applications in the game theory, by using…

最优化与控制 · 数学 2013-03-29 Monica Patriche

We establish existence and uniqueness of global, bounded weak solutions to quasilinear PDEs with bounded, uniformly continuous initial data and investigate their properties. Moreover, we establish existence of bounded weak solutions when…

偏微分方程分析 · 数学 2026-05-04 Sebastian Bechtel , Pascal Auscher

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

We consider mean field games with ergodic cost in the framework of a general discrete time controlled Markov processes. The state space of the processes is given by a general $\sigma$-compact Polish space. Under certain conditions, we show…

概率论 · 数学 2015-11-02 Anup Biswas

The objective of this work is to study the existence, uniqueness, and stability of equilibria in mean field games involving a major player and a continuum of minor players over finite intervals of arbitrary length. Following earlier…

最优化与控制 · 数学 2025-01-07 Francois Delarue , Chenchen Mou

Here, we examine the Wardrop equilibrium model on networks with flow-dependent costs and its connection with stationary mean-field games (MFG). In the first part of this paper, we present the Wardrop and the first-order MFG models on…

偏微分方程分析 · 数学 2022-07-05 Fatimah Al Saleh , Tigran Bakaryan , Diogo A. Gomes , Ricardo Ribeiro

We study a stationary first--order mean field game on the $d$--dimensional torus. The system couples a Hamilton--Jacobi equation for the value function with a transport equation for the density of players. Our goal is to give a detailed and…

泛函分析 · 数学 2025-12-11 Hikmatullo Ismatov

The theory of mean field games is a tool to understand noncooperative dynamic stochastic games with a large number of players. Much of the theory has evolved under conditions ensuring uniqueness of the mean field game Nash equilibrium.…

最优化与控制 · 数学 2019-03-19 Bruce Hajek , Michael Livesay

In this work we investigate a very weak solution to the initial-boundary value problem of an Euler-Bernoulli beam model. We allow for bending stiffness, axial- and transversal forces as well as for initial conditions to be irregular…

偏微分方程分析 · 数学 2022-06-22 Robin Blommaert , Srđan Lazendić , Ljubica Oparnica

This paper investigates the discrete-time asynchronous games in which noncooperative agents seek to minimize their individual cost functions. Building on the assumption of partial asynchronism, i.e., each agent updates at least once within…

最优化与控制 · 数学 2025-08-13 Zifan Wang , Xinlei Yi , Michael M. Zavlanos , Karl H. Johansson

This paper presents a general existence and uniqueness result for mean field games equations on graphs ($\mathcal{G}$-MFG). In particular, our setting allows to take into account congestion effects of almost any form. These general…

最优化与控制 · 数学 2014-05-09 Olivier Guéant

We study the subclass of singleton congestion games with identical and increasing cost functions, i.e., each agent tries to utilize from the least crowded resource in her accessible subset of resources. Our main contribution is a novel…

计算机科学与博弈论 · 计算机科学 2020-11-04 Bugra Caskurlu , Ozgun Ekici , Fatih Erdem Kizilkaya

We consider a class of $N$-player games and mean-field games of singular controls with ergodic performance criterion, providing a benchmark case for irreversible investment games featuring mean-field interaction and strategic…

最优化与控制 · 数学 2025-04-30 Federico Cannerozzi , Giorgio Ferrari

A simple-to-implement weak-sense numerical method to approximate reflected stochastic differential equations (RSDEs) is proposed and analysed. It is proved that the method has the first order of weak convergence. Together with the Monte…

数值分析 · 数学 2024-02-06 B. Leimkuhler , A. Sharma , M. V. Tretyakov

In this paper, we consider constrained discounted stochastic games with a countably generated state space and norm continuous transition probability having a density function. We prove existence of approximate stationary equilibria and…

最优化与控制 · 数学 2022-10-21 Anna Jaśkiewicz , Andrzej S. Nowak

We study the regularity of weak solutions to evolution equations with distributed order fractional time derivative. We prove a weak Harnack inequality for nonnegative weak supersolutions and H\"older continuity of weak solutions to this…

偏微分方程分析 · 数学 2023-05-25 Adam Kubica , Katarzyna Ryszewska , Rico Zacher

In this paper we study mean field games with possibly multiple mean field equilibria. Instead of focusing on the individual equilibria, we propose to study the set of values over all possible equilibria, which we call the set value of the…

最优化与控制 · 数学 2024-03-19 Melih Iseri , Jianfeng Zhang