相关论文: On an inverse boundary problem for mean field game…
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…
We propose a mean field game (MFG) framework to model the evolution of renewable energy production in competitive electricity markets. Producers interact through the spot price while optimising their profits under production, installation,…
We consider the mean-field game price formation model introduced by Gomes and Sa\'ude. In this MFG model, agents trade a commodity whose supply can be deterministic or stochastic. Agents maximize profit, taking into account current and…
In this paper, we address the inverse problem for linear-quadratic differential non-cooperative games with output-feedback. Given players' stabilizing feedback laws, the goal is to find cost function parameters that lead to a game for which…
We study discrete-time, finite-state mean-field games (MFGs) under model uncertainty, where agents face ambiguity about the state transition probabilities. Each agent maximizes its expected payoff against the worst-case transitions within…
We study Mean Field Games (MFGs) driven by a large class of nonlocal, fractional and anomalous diffusions in the whole space. These non-Gaussian diffusions are pure jump L\'evy processes with some $\sigma$-stable like behaviour. Included…
Recent advances in deep learning has witnessed many innovative frameworks that solve high dimensional mean-field games (MFG) accurately and efficiently. These methods, however, are restricted to solving single-instance MFG and demands…
In this paper, we consider a system of forward-backward stochastic differential equations (FBSDEs) with monotone functionals. We show the existence and uniqueness of such a system by the method of continuation similarly to Peng and Wu…
We consider discrete-time stationary mean field games (MFG) with unknown dynamics and design algorithms for finding the equilibrium with finite-time complexity guarantees. Prior solutions to the problem assume either the contraction of a…
We consider a class of extended mean field games with common noises, where there exists a strictly terminal constraint. We solve the problem by reducing it to an unconstrained control problem by adding a penalized term in the cost…
Mean Field Games (MFG) provide a theoretical frame to model socio-economic systems. In this letter, we study a particular class of MFG which shows strong analogies with the {\em non-linear Schr\"odinger and Gross-Pitaevski equations}…
We consider first order variational MFG in the whole space, with aggregative interactions and density constraints, such that the stationary states of the game are contained in two isolated compact sets of mass distributions with finite…
We study the inverse problem of recovering a spatially dependent variable order in a time-fractional diffusion model from the boundary flux measurement generated by a single boundary excitation. It arises in the identification of…
In this paper, we study first-order stationary monotone mean-field games (MFGs) with Dirichlet boundary conditions. While for Hamilton--Jacobi equations Dirichlet conditions may not be satisfied, here, we establish the existence of…
This paper studies the convergence of mean field games with finite state space to mean field games with a continuous state space. We examine a space discretization of a diffusive dynamics, which is reminiscent of the Markov chain…
After a brief introduction to one of the most typical problems in Mean Field Games, the congestion case (where agents pay a cost depending on the density of the regions they visit), and to its variational structure, we consider the question…
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…
Mean Field Games (MFG) have been introduced to tackle games with a large number of competing players. Considering the limit when the number of players is infinite, Nash equilibria are studied by considering the interaction of a typical…
The theory of first-order mean field type differential games examines the systems of infinitely many identical agents interacting via some external media under assumption that each agent is controlled by two players. We study the…
Mean field games (MFGs) model equilibria in games with a continuum of weakly interacting players as limiting systems of symmetric $n$-player games. We consider the finite-state, infinite-horizon problem with ergodic cost. Assuming Markovian…