中文
相关论文

相关论文: Unique continuation for a mean field game system

200 篇论文

We study the convergence of Nash equilibria in a game of optimal stopping. If the associated mean field game has a unique equilibrium, any sequence of $n$-player equilibria converges to it as $n\to\infty$. However, both the finite and…

最优化与控制 · 数学 2019-05-30 Marcel Nutz , Jaime San Martin , Xiaowei Tan

In a mean field game of controls, a large population of identical players seek to minimize a cost that depends on the joint distribution of the states of the players and their controls. We first consider the classes of mean field games of…

最优化与控制 · 数学 2025-12-05 P. Jameson Graber , Kyle Rosengartner

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

First, we study the existence of solutions for a class of first order mean field games systems \begin{equation*} \left\{\begin{aligned} &H(x,u,Du)=F(x,m(t)),\quad &&x\in M,\ \forall\ t\in[0,T],\\ &\partial_t…

偏微分方程分析 · 数学 2025-07-15 Xiaotian Hu

The paper studies the convergence, as $N$ tends to infinity, of a system of $N$ coupled Hamilton-Jacobi equations (the Nash system) when the coupling between the players becomes increasingly singular. The limit equation is a mean field game…

最优化与控制 · 数学 2017-10-12 P Cardaliaguet

In recent years, mean field games (MFGs) have garnered considerable attention and emerged as a dynamic and actively researched field across various domains, including economics, social sciences, finance, and transportation. The inverse…

偏微分方程分析 · 数学 2024-10-02 Hongyu Liu , Catharine W. K. Lo , Shen Zhang

We consider stationary viscous Mean-Field Games systems in the case of local, decreasing and unbounded coupling. These systems arise in ergodic mean-field game theory, and describe Nash equilibria of games with a large number of agents…

偏微分方程分析 · 数学 2016-02-16 Marco Cirant

Existence and uniqueness of a weak solution for first order mean field game systems with local coupling are obtained by variational methods. This solution can be used to devise $\epsilon-$Nash equilibria for deterministic differential games…

最优化与控制 · 数学 2013-05-31 Pierre Cardaliaguet

This paper is concerned with extending the notion of monotone solution to the mean field game (MFG) master equation to situations in which the coefficients are displacement monotone, instead of the previously introduced notion in the flat…

偏微分方程分析 · 数学 2025-09-08 Charles Meynard

In this paper, we study a class of degenerate mean field game systems arising from the mean field games with H\"ormander diffusion, where the generic player may have a ``forbidden'' direction at some point. Here we prove the existence and…

偏微分方程分析 · 数学 2023-08-22 Yiming Jiang , Jingchuang Ren , Yawei Wei , Jie Xue

We introduce a simple class of mean field games with absorbing boundary over a finite time horizon. In the corresponding $N$-player games, the evolution of players' states is described by a system of weakly interacting It\^o equations with…

概率论 · 数学 2017-09-28 Luciano Campi , Markus Fischer

We prove existence of a global conservative solution of the Cauchy problem for the two-component Camassa-Holm (2CH) system on the line, allowing for nonvanishing and distinct asymptotics at plus and minus infinity. The solution is proven to…

偏微分方程分析 · 数学 2022-01-17 K. Grunert , H. Holden , X. Raynaud

The planning problem for the mean field game implies the one tries to transfer the system of infinitely many identical rational agents from the given distribution to the final one using the choice of the terminal payoff. It can be…

最优化与控制 · 数学 2022-11-21 Yurii Averboukh , Aleksei Volkov

In this paper we consider extended stationary mean field games, that is mean-field games which depend on the velocity field of the players. We prove various a-priori estimates which generalize the results for quasi-variational mean field…

偏微分方程分析 · 数学 2013-05-14 Diogo A. Gomes , Stefania Patrizi , Vardan Voskanyan

In this paper we provide the existence of classical solutions to stationary mean field game systems in the whole space $\mathbb{R}^N$, with coercive potential and aggregating local coupling, under general conditions on the Hamiltonian. The…

偏微分方程分析 · 数学 2018-10-17 Annalisa Cesaroni , Marco Cirant

Here, we observe that mean-field game (MFG) systems admit a two-player infinite-dimensional general-sum differential game formulation. We show that particular regimes of this game reduce to previously known variational principles.…

偏微分方程分析 · 数学 2018-04-25 Marco Cirant , Levon Nurbekyan

In this paper, we introduce and investigate the concepts of down continuity and down compactness. A real valued function $f$ on a subset $E$ of $\R$, the set of real numbers is down continuous if it preserves downward half Cauchy sequences,…

泛函分析 · 数学 2018-02-06 Huseyin Cakalli

We prove existence and uniqueness of a solution to the Cauchy problem corresponding to the equation \begin{equation*} \begin{cases} \partial_t u_{\varepsilon,\delta} +\mathrm{div} {\mathfrak f}_{\varepsilon,\delta}({\bf x},…

偏微分方程分析 · 数学 2024-09-02 Melanie Graf , Michael Kunzinger , Darko Mitrovic , Djordjie Vujadinovic

For a system consisting of several Dirac fields and a particle, we study the Cauchy problem with random initial data. We assume that the initial measure has zero mean value, a finite mean charge density, a translation-invariant covariance…

数学物理 · 物理学 2025-04-23 T. V. Dudnikova

Mean field games is a recent area of study introduced by Lions and Lasry in a series of seminal papers in 2006. Mean field games model situations of competition between large number of rational agents that play non-cooperative dynamic games…

最优化与控制 · 数学 2011-03-18 Diogo A. Gomes , Joana Mohr , Rafael R. Souza