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Existing deep learning methods for solving mean-field games (MFGs) with common noise fix the sampling common noise paths and then solve the corresponding MFGs. This leads to a nested-loop structure with millions of simulations of common…

最优化与控制 · 数学 2021-06-08 Ming Min , Ruimeng Hu

The mean field games (MFG) paradigm was introduced to provide tractable approximations of games involving very large populations. The theory typically rests on two key assumptions: homogeneity, meaning that all players share the same…

最优化与控制 · 数学 2025-11-10 Mathieu Laurière

This paper studies mean field game (MFG) of controls by featuring the joint distribution of the state and the control with the reflected state process along an exogenous stochastic reflection boundary. We contribute to the literature with a…

最优化与控制 · 数学 2025-11-10 Lijun Bo , Jingfei Wang , Xiang Yu

The regularity theory for equations combining both local and nonlocal operators in sub-Riemannian geometries is a huge challenge. In this paper, we investigate the $C^{1,\alpha}$-regularity of weak solutions to mixed local and nonlocal…

偏微分方程分析 · 数学 2026-02-12 Junli Zhang

We show the existence of "mild solutions" for a first-order mean field game of controls under the state constraint that trajectories be confined in a closed and bounded set in euclidean space. This extends the results of Cannarsa and…

最优化与控制 · 数学 2023-01-24 Jameson Graber , Sergio Mayorga

This work introduces a new general approach for the numerical analysis of stable equilibria to second order mean field games systems in cases where the uniqueness of solutions may fail. For the sake of simplicity, we focus on a simple…

偏微分方程分析 · 数学 2024-10-30 Jules Berry , Olivier Ley , Francisco J Silva

We develop a splitting method to prove the well-posedness, in short time, of solutions for two master equations in mean field game (MFG) theory: the second order master equation, describing MFGs with a common noise, and the system of master…

偏微分方程分析 · 数学 2020-01-29 Pierre Cardaliaguet , Marco Cirant , Alessio Porretta

The reliability of the mean-field approach to polymer statistical mechanics is investigated by comparing results from a recently developed lattice mean-field theory (LMFT) method to statistically exact results from two independent numerical…

软凝聚态物质 · 物理学 2016-08-31 S. Tsonchev , R. D. Coalson , S. -S. Chern , A. Duncan

We provide an existence result for stationary fractional mean field game systems, with fractional exponent greater than 1/2. In the case in which the coupling is a nonlocal regularizing potential, we obtain existence of solutions under…

偏微分方程分析 · 数学 2017-05-30 Annalisa Cesaroni , Marco Cirant , Serena Dipierro , Matteo Novaga , Enrico Valdinoci

This paper introduces a notion of weak solution for the coupled system of master equations in mean field games with a major player. It extends the previously introduced notion of Lipschitz solutions in mean field games. By relying on a…

偏微分方程分析 · 数学 2026-03-17 Charles Meynard

We study the regularity and well-posedness of the local, first-order forward-backward mean field games system, assuming a polynomially growing cost function and a Hamiltonian of quadratic growth. We consider systems and terminal data that…

偏微分方程分析 · 数学 2022-02-25 Sebastian Munoz

In this paper, we study the regularity of the solutions of Maxwell's equations in a bounded domain. We consider several different types of low regularity assumptions to the coefficients which are all less than Lipschitz. We first develop a…

偏微分方程分析 · 数学 2019-02-13 Basang Tsering-Xiao , Wei Xiang

We investigate the existence and stability of small perturbations of constant states of the generalized Hughes model for pedestrian flow in an infinitely large corridor. We show that constant flows are stable under a condition on the…

偏微分方程分析 · 数学 2023-10-24 Mohamed Ghattassi , Nader Masmoudi , Eliot Pacherie

The goal of this paper is to show existence of short-time classical solutions to the so called Master Equation of \emph{first order} Mean Field Games, which can be thought of as the limit of the corresponding master equation of a stochastic…

偏微分方程分析 · 数学 2019-08-20 Sergio Mayorga

We study the local in time existence of a regular solution of a nonlinear parabolic backward-forward system arising from the theory of Mean-Field Games (briefly MFG). The proof is based on a contraction argument in a suitable space that…

偏微分方程分析 · 数学 2018-06-22 Marco Cirant , Roberto Gianni , Paola Mannucci

We establish existence and uniqueness of solutions to evolutive fractional Mean Field Game systems with regularizing coupling, for any order of the fractional Laplacian $s\in(0,1)$. The existence is addressed via the vanishing viscosity…

偏微分方程分析 · 数学 2019-01-09 Marco Cirant , Alessandro Goffi

The goal of this paper is to study a Mean Field Game (MFG) system stemming from the harvesting of resources. Modelling the latter through a reaction-diffusion equation and the harvesters as competing rational agents, we are led to a…

偏微分方程分析 · 数学 2024-06-11 Ziad Kobeissi , Idriss Mazari-Fouquer , Domènec Ruiz-Balet

We formulate the MFG limit for $N$ interacting agents with a common noise as a single quasi-linear deterministic infinite-dimensional partial differential second order backward equation. We prove that any its (regular enough) solution…

概率论 · 数学 2022-04-21 Vassili Kolokoltsov , Marianna Troeva

We study the existence of classical solutions to a broad class of local, first order, forward-backward Extended Mean Field Games systems, that includes standard Mean Field Games, Mean Field Games with congestion, and mean field type control…

偏微分方程分析 · 数学 2023-01-12 Sebastian Munoz

We study a stationary first--order mean field game on the $d$--dimensional torus. The system couples a Hamilton--Jacobi equation for the value function with a transport equation for the density of players. Our goal is to give a detailed and…

泛函分析 · 数学 2025-12-11 Hikmatullo Ismatov