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We study a degenerate second order mean field game (MFG) system in a Hilbert space $H$ which couples a Fokker--Planck equation describing the evolution of probability measures on $H$ with a Hamilton--Jacobi--Bellman (HJB) equation for the…

偏微分方程分析 · 数学 2026-05-14 Andrzej Święch , Lukas Wessels

We consider discounted infinite-horizon potential mean-field games (MFGs) on the $d$-dimensional torus. Without imposing monotonicity assumptions, we prove that every weak limit point of a time-dependent equilibrium, as time tends to…

偏微分方程分析 · 数学 2026-04-21 Felix Höfer

We study the generalized conditional gradient (GCG) method for time-dependent second-order mean field games (MFG) with local coupling terms. While explicit convergence rates of the GCG method were previously established only for globally…

数值分析 · 数学 2026-01-27 Haruka Nakamura , Norikazu Saito

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

The theory of Mean Field Game of Controls considers a class of mean field games where the interaction is through the joint distribution of the state and control. It is well known that, for standard mean field games, certain monotonicity…

概率论 · 数学 2022-08-11 Chenchen Mou , Jianfeng Zhang

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

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

Mean field games (MFGs) have been introduced to study Nash equilibria in very large population of self-interested agents. However, when applied to common pool resource (CPR) games, MFG equilibria lead to the so-called tragedy of the commons…

最优化与控制 · 数学 2025-04-15 Gokce Dayanikli , Mathieu Lauriere

We study mean-field game (MFG) problems with rough common noise, in which the representative state dynamics are governed by a controlled rough stochastic differential equation driven by an idiosyncratic Brownian motion and a deterministic…

概率论 · 数学 2026-05-19 Erhan Bayraktar , Xihao He , Xiang Yu , Fengyi Yuan

We study the homogenization properties in the small viscosity limit and in periodic environments of the (viscous) backward-forward mean-field games system. We consider separated Hamiltonians and provide results for systems with (i)…

偏微分方程分析 · 数学 2019-09-11 Pierre-Louis Lions , Panagiotis E. Souganidis

Mean-field Games systems (MFGs) serve as paradigms to describe the games among a huge number of players. In this paper, we consider the ergodic Mean-field Games systems in the bounded domain with Neumann boundary conditions and the…

泛函分析 · 数学 2025-01-28 Fanze Kong , Yonghui Tong , Xiaoyu Zeng

In this article we consider finite Mean Field Games (MFGs), i.e. with finite time and finite states. We adopt the framework introduced in Gomes Mohr and Souza in 2010, and study two seemly unexplored subjects. In the first one, we analyze…

最优化与控制 · 数学 2018-05-16 Saeed Hadikhanloo , Francisco José Silva

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

This paper studies approximate solutions to large-scale linear quadratic stochastic games with homogeneous nodal dynamics parameters and heterogeneous network couplings within the graphon mean field game framework in [2]-[4]. A graphon…

系统与控制 · 电气工程与系统科学 2021-10-22 Shuang Gao , Peter E. Caines , Minyi Huang

The second order Mean Field Games system (MFGS) in a bounded domain with the lateral Cauchy data is considered. This means that both Dirichlet and Neumann boundary data for the solution the MFGS are given. Two H\"older stability estimates…

偏微分方程分析 · 数学 2023-11-27 Michael V. Klibanov , Jingzhi Li , Hongyu Liu

We study a translation-invariant mean-field game on the flat torus with interaction $F(x,m)=\gamma (K*m)(x)$, where $K$ is smooth, even, and mean-zero. The interaction is of potential type, arising as the first variation of a quadratic…

综合数学 · 数学 2026-05-21 Siddharth Karuturi

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

In this paper we establish quantitative convergence results for both open and closed-loop Nash equilibria of N-player stochastic differential games in the setting of Mean Field Games of Controls (MFGC), a class of models where interactions…

概率论 · 数学 2025-07-24 Joe Jackson , Alpár R. Mészáros

We prove a Morrey-type theorem for Hamiltonian stationary submanifolds of $\mathbb{C}^{n}$. Namely, if $L$ $\subset$ $\mathbb{C}^{n}$ is a $C^{1}$ Lagrangian submanifold with weakly harmonic Lagrangian phase $\theta,$ then $L$ must be…

偏微分方程分析 · 数学 2017-04-26 Jingyi Chen , Micah Warren

Mean field games (MFG) and mean field control (MFC) are critical classes of multi-agent models for efficient analysis of massive populations of interacting agents. Their areas of application span topics in economics, finance, game theory,…

机器学习 · 计算机科学 2022-06-08 Lars Ruthotto , Stanley Osher , Wuchen Li , Levon Nurbekyan , Samy Wu Fung