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Mean field games (MFG) and mean field control (MFC) problems have been introduced to study large populations of strategic players. They correspond respectively to non-cooperative or cooperative scenarios, where the aim is to find the Nash…

计算机科学与博弈论 · 计算机科学 2023-12-19 Rene Carmona , Gokce Dayanikli , Francois Delarue , Mathieu Lauriere

We analyze the Master Equation within Mean Field Games (MFG) theory considering a bounded domain with homogeneous Dirichlet conditions. Concerning the N-players differential game, the player's dynamic ends when touching the boundary. We…

偏微分方程分析 · 数学 2025-10-15 Luca Di Persio , Matteo Garbelli , Michele Ricciardi

In the paper, we use the equivalent formulation of a finite state mean field game as a control problem with mixed constraints to study the dependence of solutions to finite state mean field game on an initial distribution of players. We…

最优化与控制 · 数学 2021-09-16 Yurii Averboukh

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 study the asymptotic behavior of solutions to the constrained MFG system as the time horizon $T$ goes to infinity. For this purpose, we analyze first Hamilton-Jacobi equations with state constraints from the viewpoint of weak KAM theory,…

偏微分方程分析 · 数学 2023-04-04 Piermarco Cannarsa , Wei Cheng , Cristian Mendico , Kaizhi Wang

This paper establishes the existence of relaxed solutions to mean field games (MFGs for short) with singular controls. We also prove approximations of solutions results for a particular class of MFGs with singular controls by solutions,…

最优化与控制 · 数学 2017-08-04 Guanxing Fu , Ulrich Horst

This paper proposes and analyzes two neural network methods to solve the master equation for finite-state mean field games (MFGs). Solving MFGs provides approximate Nash equilibria for stochastic, differential games with finite but large…

最优化与控制 · 数学 2024-12-24 Asaf Cohen , Mathieu Laurière , Ethan Zell

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

We introduce Mean-Field Game (MFG) epidemiological models, in which immunity either wanes with time in a fully observable way or disappears instantaneously with no direct observation (making a previously recovered individual fully…

最优化与控制 · 数学 2026-04-08 Carlos Doebeli , Alexander Vladimirsky

Mean Field Games provide a powerful framework to analyze the dynamics of a large number of controlled agents in interaction. Here we consider such systems when the interactions between agents result in a negative coordination and analyze…

物理与社会 · 物理学 2020-10-28 Thibault Bonnemain , Thierry Gobron , Denis Ullmo

In this paper, we propose and study the utilization of the Dirichlet-to-Neumann (DN) map to uniquely identify the discount functions $r, k$ and cost function $F$ in a stationary mean field game (MFG) system. This study features several…

最优化与控制 · 数学 2023-08-15 Ming-Hui Ding , Hongyu Liu , Guang-Hui Zheng

To model complex real-world systems, such as traders in stock markets, or the dissemination of contagious diseases, graphon mean-field games (GMFG) have been proposed to model many agents. Despite the empirical success, our understanding of…

计算机科学与博弈论 · 计算机科学 2024-10-14 Jing Dong , Baoxiang Wang , Yaoliang Yu

Mean field games (MFG) are dynamic games with infinitely many infinitesimal agents. In this context, we study the efficiency of Nash MFG equilibria: Namely, we compare the social cost of a MFG equilibrium with the minimal cost a global…

最优化与控制 · 数学 2018-02-20 Pierre Cardaliaguet , Catherine Rainer

We consider the variational structure of a time-fractional second order Mean Field Games (MFG) system with local coupling. The MFG system consists of time-fractional Fokker-Planck and Hamilton-Jacobi-Bellman equations. In such a situation…

偏微分方程分析 · 数学 2019-07-03 Tang Qing , Fabio Camilli

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

In this paper, we study fully coupled nonlocal second order quasilinear forward-backward partial differential equations (FBPDEs), which arise from solution of the mean field game (MFG) suggested by Lasry and Lions [Japan. J. Math. 2 (2007),…

概率论 · 数学 2022-12-13 Ziyu Huang , Shanjian Tang

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…

偏微分方程分析 · 数学 2021-03-10 Olav Ersland , Espen Robstad Jakobsen

We prove existence and uniqueness of classical solutions of the master equation for mean field game (MFG) systems with fractional and nonlocal diffusions. We cover a large class of L\'evy diffusions of order greater than one, including…

偏微分方程分析 · 数学 2025-01-27 Espen Robstad Jakobsen , Artur Rutkowski

Mean-field games (MFG) were introduced to efficiently analyze approximate Nash equilibria in large population settings. In this work, we consider entropy-regularized mean-field games with a finite state-action space in a discrete time…

计算机科学与博弈论 · 计算机科学 2022-07-26 Yue Guan , Mi Zhou , Ali Pakniyat , Panagiotis Tsiotras

Mean field games and controls involve guiding the behavior of large populations of interacting agents, where each individual's influence on the group is negligible but collectively impacts overall dynamics. Hybrid systems integrate…

最优化与控制 · 数学 2024-12-17 Tejaswi K. C. , Taeyoung Lee