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This paper studies linear quadratic graphon mean field games (LQ-GMFGs) with common noise, in which a large number of agents are coupled via a weighted undirected graph. One special feature, compared with the well-studied graphon mean field…

最优化与控制 · 数学 2025-07-03 De-xuan Xu , Zhun Gou , Nan-jing Huang , Shuang Gao

Here, we study a one-dimensional, non-local mean-field game model with congestion. When the kernel in the non-local coupling is a trigonometric polynomial we reduce the problem to a finite dimensional system. Furthermore, we treat the…

偏微分方程分析 · 数学 2017-03-14 Levon Nurbekyan

We consider Mean Field Games without idiosyncratic but with Brownian type common noise. We introduce a notion of solutions of the associated backward-forward system of stochastic partial differential equations. We show that the solution…

偏微分方程分析 · 数学 2020-09-28 Pierre Cardaliaguet , Panagiotis Souganidis

The recent mean field game (MFG) formalism facilitates otherwise intractable computation of approximate Nash equilibria in many-agent settings. In this paper, we consider discrete-time finite MFGs subject to finite-horizon objectives. We…

多智能体系统 · 计算机科学 2022-07-11 Kai Cui , Heinz Koeppl

Mean field type models describing the limiting behavior, as the number of players tends to $+\infty$, of stochastic differential game problems, have been recently introduced by J-M. Lasry and P-L. Lions. Numerical methods for the…

数值分析 · 数学 2012-07-13 Yves Achdou , Fabio Camilli , Italo Capuzzo Dolcetta

We study the singular perturbation problem for mean field game systems with control of acceleration. For such a problem we analyze the behavior of solutions as the acceleration costs vanishes. In this setting the Hamiltonian fails to be…

最优化与控制 · 数学 2023-04-04 Cristian Mendico

We address the numerical approximation of Mean Field Games with local couplings. For power-like Hamiltonians, we consider both unconstrained and constrained stationary systems with density constraints in order to model hard congestion…

最优化与控制 · 数学 2019-02-08 L. M. Briceño-Arias , D. Kalise , F. J. Silva

A retrospective analysis process for the mean field games system (MFGS) is considered. For the first time, Carleman estimates are applied to the analysis of the MFGS. Two new Carleman estimates are derived. They allow to obtain the…

数学物理 · 物理学 2023-11-13 Michael V. Klibanov , Yurii Averboukh

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…

偏微分方程分析 · 数学 2020-12-15 Annalisa Cesaroni , Marco Cirant

In this paper we unveil novel monotonicity conditions applicable for Mean Field Games through the exploration of finite dimensional $canonical\ transformations$. Our findings contribute to establishing new global well-posedness results for…

偏微分方程分析 · 数学 2026-01-14 Mohit Bansil , Alpár R. Mészáros

Here, we consider the planning problem for first-order mean-field games (MFG). When there is no coupling between players, MFG degenerate into optimal transport problems. Displacement convexity is a fundamental tool in optimal transport that…

偏微分方程分析 · 数学 2018-07-20 Diogo Gomes , Tommaso Seneci

Mean field games (MFGs) offer a versatile framework for modeling large-scale interactive systems across multiple domains. This paper builds upon a previous work, by developing a state-of-the-art unified approach to decode or design the…

偏微分方程分析 · 数学 2025-01-22 Hongyu Liu , Catharine W. K. Lo

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

The objective of this work is to study the existence, uniqueness, and stability of equilibria in mean field games involving a major player and a continuum of minor players over finite intervals of arbitrary length. Following earlier…

最优化与控制 · 数学 2025-01-07 Francois Delarue , Chenchen Mou

We introduce two Smoothed Policy Iteration algorithms (\textbf{SPI}s) as rules for learning policies and methods for computing Nash equilibria in second order potential Mean Field Games (MFGs). Global convergence is proved if the coupling…

最优化与控制 · 数学 2023-04-18 Qing Tang , Jiahao Song

We study mean field games with unbounded coefficients. The existence of a solution is proved. We propose a new approach based on Fokker-Planck-Kolmogorov equations, the Ambrosio-Figalli-Trevisan superposition principle, the method of…

偏微分方程分析 · 数学 2026-03-02 Stanislav V. Shaposhnikov , Dmitry V. Shatilovich

This paper revisits well-studied dynamic decisions of weakly coupled large-population (LP) systems. Specifically, three types of LP decision problems: mean-field game (MG), mean-field team (MT), and mean-field-type control (MC), are…

最优化与控制 · 数学 2022-11-22 Huang Jianhui , Qiu Zhenghong , Wang Shujun , Wu Zhen

This paper addresses a linear-quadratic Stackelberg mean field (MF) games and teams problem with arbitrary population sizes, where the game among the followers is further categorized into two types: non-cooperative and cooperative, and the…

最优化与控制 · 数学 2024-12-24 Wenyu Cong , Jingtao Shi , Bingchang Wang

Here, we examine the Wardrop equilibrium model on networks with flow-dependent costs and its connection with stationary mean-field games (MFG). In the first part of this paper, we present the Wardrop and the first-order MFG models on…

偏微分方程分析 · 数学 2022-07-05 Fatimah Al Saleh , Tigran Bakaryan , Diogo A. Gomes , Ricardo Ribeiro

This paper presents recent results from Mean Field Game theory underlying the introduction of common noise that imposes to incorporate the distribution of the agents as a state variable. Starting from the usual mean field games equations…

最优化与控制 · 数学 2011-10-19 Olivier Guéant