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相关论文: First order Mean Field Games on networks

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We study a class of deterministic mean field games and related optimal control problems, with a finite time horizon and in which the state space is a network. An agent controls her velocity, and, when she occupies a vertex, she can either…

最优化与控制 · 数学 2025-11-25 Yves Achdou , Claudio Marchi , Nicoletta Tchou

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

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

We consider finite horizon stochastic mean field games in which the state space is a network. They are described by a system coupling a backward in time Hamilton-Jacobi-Bellman equation and a forward in time Fokker-Planck equation. The…

偏微分方程分析 · 数学 2019-03-08 Yves Achdou , Manh-Khang Dao , Olivier Ley , Nicoletta Tchou

The objective of this paper is to analyze the existence of equilibria for a class of deterministic mean field games of controls. The interaction between players is due to both a congestion term and a price function which depends on the…

最优化与控制 · 数学 2022-01-19 Joseph Frédéric Bonnans , Justina Gianatti , Laurent Pfeiffer

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 variational Mean Field Games endowed with a constraint on the maximal density of the distribution of players. Minimizers of the variational formulation are equilibria for a game where both the running cost and the final cost of…

偏微分方程分析 · 数学 2019-06-19 Hugo Lavenant , Filippo Santambrogio

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 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

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

This manuscript discusses planning problems for first- and second-order one-dimensional mean-field games (MFGs). These games are comprised of a Hamilton-Jacobi equation coupled with a Fokker-Planck equation. Applying Poincar\'e's Lemma to…

偏微分方程分析 · 数学 2021-04-27 Tigran Bakaryan , Rita Ferreira , Diogo Gomes

We introduce a mean field game model for pedestrians moving in a given domain and choosing their trajectories so as to minimize a cost including a penalization on the difference between their own velocity and that of the other agents they…

偏微分方程分析 · 数学 2020-09-17 Filippo Santambrogio , Woojoo Shim

We develop the linear programming approach to mean-field games in a general setting. This relaxed control approach allows to prove existence results under weak assumptions, and lends itself well to numerical implementation. We consider…

最优化与控制 · 数学 2020-11-24 Roxana Dumitrescu , Marcos Leutscher , Peter Tankov

We analyze a fractional mean field game of controls system, showing existence of solutions when the order of the fractional Laplacian is $s\in(\frac{1}{2},1)$. Here the running cost depends on the distribution $\mu$ of not only the states…

偏微分方程分析 · 数学 2025-09-08 P. Jameson Graber , Elizabeth Matter , Jesus Ruiz Bolanos

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

We consider deterministic Mean Field Games (MFG) in all Euclidean space with a cost functional continuous with respect to the distribution of the agents and attaining its minima in a compact set. We first show that the static MFG with such…

偏微分方程分析 · 数学 2024-03-18 Martino Bardi , Hicham Kouhkouh

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

In a probabilistic mean field game driven by a L\'evy process an individual player aims to minimize a long run discounted/ergodic cost by controlling the process through a pair of increasing and decreasing c\`adl\`ag processes, while he is…

最优化与控制 · 数学 2025-05-30 Facundo Oliú

This paper studies a discrete-time major-minor mean field game of stopping where the major player can choose either an optimal control or stopping time. We look for the relaxed equilibrium as a randomized stopping policy, which is…

最优化与控制 · 数学 2025-10-13 Xiang Yu , Jiacheng Zhang , Keyu Zhang , Zhou Zhou
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