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The mean-field game system is treated as an Euler Lagrange system corresponding to an optimal control problem governed by Fokker-Planck equation.

最优化与控制 · 数学 2024-11-18 Viorel Barbu

We study first order evolutive Mean Field Games where the Hamiltonian is non-coercive. This situation occurs, for instance, when some directions are "forbidden" to the generic player at some points. We establish the existence of a weak…

偏微分方程分析 · 数学 2018-12-03 Paola Mannucci , Claudio Marchi , Carlo Mariconda , Nicoletta Tchou

The theory of mean field games aims at studying deterministic or stochastic differential games (Nash equilibria) as the number of agents tends to infinity. Since very few mean field games have explicit or semi-explicit solutions, numerical…

最优化与控制 · 数学 2020-03-11 Yves Achdou , Mathieu Laurière

This paper is concerned with optimal control problems for systems governed by mean-field stochastic differential equation, in which the control enters both the drift and the diffusion coefficient. We prove that the relaxed state process,…

最优化与控制 · 数学 2017-02-03 Khaled Bahlali , Meriem Mezerdi , Brahim Mezerdi

In this paper, we consider a mean field game model inspired by crowd motion in which several interacting populations evolving in $\mathbb R^d$ aim at reaching given target sets in minimal time. The movement of each agent is described by a…

最优化与控制 · 数学 2022-08-16 Saeed Sadeghi Arjmand , Guilherme Mazanti

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 a general linear quadratic mean field type control problem and connect it to mean field games of a similar type. The solution is given both in terms of a forward/backward system of stochastic differential equations and by a pair of…

最优化与控制 · 数学 2016-07-08 P. Jameson Graber

This paper concerns a Mean Field Game (MFG) system related to a Nash type equilibrium for dynamical games associated to large populations. One shows that the MFG system may be viewed as the Euler-Lagrange system for an optimal control…

最优化与控制 · 数学 2025-03-21 Stefana-Lucia Anita

We prove well-posedness of a class of kinetic-type Mean Field Games, which typically arise when agents control their acceleration. Such systems include independent variables representing the spatial position as well as velocity. We consider…

偏微分方程分析 · 数学 2024-03-20 David M. Ambrose , Megan Griffin-Pickering , Alpár R. Mészáros

We consider a Mean Field Games model where the dynamics of the agents is subdiffusive. According to the optimal control interpretation of the problem, we get a system involving fractional time-derivatives for the Hamilton-Jacobi-Bellman and…

偏微分方程分析 · 数学 2018-01-23 Fabio Camilli , Raul De Maio

This thesis is going to give a gentle introduction to Mean Field Games. It aims to produce a coherent text beginning for simple notions of deterministic control theory progressively to current Mean Field Games theory. The framework…

最优化与控制 · 数学 2019-07-03 Athanasios Vasiliadis

This article examines mean-field-type game problems by means of a direct method. We provide various solvable examples beyond the classical linear-quadratic game problems. These include quadratic-quadratic games and games with power,…

最优化与控制 · 数学 2019-04-23 Julian Barreiro-Gomez , Tyrone E. Duncan , Bozenna Pasik-Duncan , Hamidou Tembine

Mean Field Games (MFG) have been introduced to tackle games with a large number of competing players. Considering the limit when the number of players is infinite, Nash equilibria are studied by considering the interaction of a typical…

最优化与控制 · 数学 2021-06-14 Mathieu Lauriere

Controlled Lagrangian and matching techniques are developed for the stabilization of relative equilibria and equilibria of discrete mechanical systems with symmetry as well as broken symmetry. Interesting new phenomena arise in the…

最优化与控制 · 数学 2007-05-23 Anthony M. Bloch , Melvin Leok , Jerrold E. Marsden , Dmitry V. Zenkov

The broad goal of the research surveyed in this article is to develop methods for understanding the aggregate behavior of interconnected dynamical systems, as found in mathematical physics, neuroscience, economics, power systems and neural…

最优化与控制 · 数学 2025-02-04 Prashant Mehta , Sean Meyn

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

This paper focuses on linear-quadratic (LQ for short) mean-field games described by forward-backward stochastic differential equations (FBSDEs for short), in which the individual control region is postulated to be convex. The decentralized…

最优化与控制 · 数学 2021-04-09 Liangquan Zhang , Xun Li

This paper introduces and analyzes a new class of mean-field control (\textsc{MFC}) problems in which agents interact through a \emph{fixed but controllable} network structure. In contrast with the classical \textsc{MFC} framework -- where…

最优化与控制 · 数学 2025-11-07 Mao Fabrice Djete

We consider a class of linear-quadratic-Gaussian mean-field games with a major agent and considerable heterogeneous minor agents in the presence of mean-field interactions. The individual admissible controls are constrained in closed convex…

最优化与控制 · 数学 2017-10-10 Ying Hu , Jianhui Huang , Tianyang Nie

Given a large number of homogeneous players that are distributed across three possible states, we consider the problem in which these players have to control their transition rates, while minimizing a cost. The optimal transition rates are…

系统与控制 · 计算机科学 2018-02-13 Leonardo Stella , Dario Bauso