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Mean field Game (MFG) Partial Differential Inclusions (PDI) are generalizations of the system of Partial Differential Equations (PDE) of Lasry and Lions to situations where players in the game may have possibly nonunique optimal controls,…

最优化与控制 · 数学 2025-09-15 Yohance A. P. Osborne , Iain Smears

The standard formulation of the PDE system of Mean Field Games (MFG) requires the differentiability of the Hamiltonian. However in many cases, the structure of the underlying optimal problem leads to a convex but nondifferentiable…

数值分析 · 数学 2025-02-17 Yohance A. P. Osborne , Iain Smears

We analyse fully nonlinear second-order mean field games (MFG) with nondifferentiable Hamiltonians, which take the form of a coupled system of a fully nonlinear Hamilton-Jacobi-Bellman equation and a Kolmogorov-Fokker-Planck partial…

偏微分方程分析 · 数学 2025-11-18 Thomas Sales , Iain Smears

We prove a rate of convergence for finite element approximations of stationary, second-order mean field games with nondifferentiable Hamiltonians posed in general bounded polytopal Lipschitz domains with strongly monotone running costs. In…

数值分析 · 数学 2026-03-20 Yohance A. P. Osborne , Iain Smears

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

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

Mean field games models describing the limit of a large class of stochastic differential games, as the number of players goes to $+\infty$, have been introduced by J.-M. Lasry and P.-L. Lions. We use a change of variables to transform the…

数值分析 · 数学 2011-06-17 Olivier Guéant

Mean-field games (MFGs) are models of large populations of rational agents who seek to optimize an objective function that takes into account their location and the distribution of the remaining agents. Here, we consider stationary MFGs…

偏微分方程分析 · 数学 2016-11-28 David Evangelista , Diogo A. Gomes

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

We address the numerical approximation of Mean Field Games with local couplings. For power-like Hamiltonians, we consider both unconstrained and constrained stationary systems with density constraints in order to model hard congestion…

最优化与控制 · 数学 2019-02-08 L. M. Briceño-Arias , D. Kalise , F. J. Silva

In this paper, we focus on stationary (ergodic) mean-field games (MFGs). These games arise in the study of the long-time behavior of finite-horizon MFGs. Motivated by a prior scheme for Hamilton-Jacobi equations introduced in Aubry-Mather's…

偏微分方程分析 · 数学 2021-09-28 Tigran Bakaryan , Diogo Gomes , Héctor Sánchez Morgado

We extend the weak-strong uniqueness principle for mean-field game (MFG) systems to a broad class of second-order stationary and time-dependent problems. Under standard monotonicity, growth, and coercivity assumptions on the Hamiltonian,…

偏微分方程分析 · 数学 2026-04-02 Rita Ferreira , Diogo Gomes , Bashayer Majrashi

This paper develops a unified framework for proving the existence of solutions to stationary first-order mean-field games (MFGs) based on the theory of monotone operators in Banach spaces. We cast the coupled MFG system as a variational…

偏微分方程分析 · 数学 2026-03-17 Rita Ferreira , Diogo Gomes , Melih Ucer

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

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

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 establish a priori error bounds for monotone stabilized finite element discretizations of stationary second-order mean field games (MFG) on Lipschitz polytopal domains. Under suitable hypotheses, we prove that the approximation is…

数值分析 · 数学 2025-03-03 Yohance A. P. Osborne , Iain Smears

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 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

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
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