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In this paper, we present a new generalized Hughes model designed to intelligently depict pedestrian congestion dynamics, allowing pedestrian groups to either navigate through or circumvent high-density regions. First, we describe the…

偏微分方程分析 · 数学 2023-10-18 Mohamed Ghattassi , Nader Masmoudi

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

We propose and investigate a discrete-time mean field game model involving risk-averse agents. The model under study is a coupled system of dynamic programming equations with a Kolmogorov equation. The agents' risk aversion is modeled by…

最优化与控制 · 数学 2020-12-29 J. Frédéric Bonnans , Pierre Lavigne , Laurent Pfeiffer

The aim of this paper is to study first order Mean field games subject to a linear controlled dynamics on $\mathbb R^{d}$. For this kind of problems, we define Nash equilibria (called Mean Field Games equilibria), as Borel probability…

最优化与控制 · 数学 2019-12-11 Piermarco Cannarsa , Cristian Mendico

We study a particle approximation for one-dimensional first-order Mean-Field-Games (MFGs) with local interactions with planning conditions. Our problem comprises a system of a Hamilton-Jacobi equation coupled with a transport equation. As…

最优化与控制 · 数学 2021-09-07 Marco Di Francesco , Serikbolsyn Duisembay , Diogo Aguiar Gomes , Ricardo Ribeiro

Motivated by the recent interests in asymmetric mean field games, this paper provides a general framework of Heterogeneous Mean Field Game (HMFG) that subsumes different formulations of graphon mean field games. The key feature of the HMFG…

最优化与控制 · 数学 2025-11-26 Bixing Qiao

This paper represents the first attempt to develop a theory for linear-quadratic mean field games in possibly infinite dimensional Hilbert spaces. As a starting point, we study the case, considered in most finite dimensional contributions…

最优化与控制 · 数学 2025-02-04 Salvatore Federico , Fausto Gozzi , Daria Ghilli

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

The goal of the paper is to introduce a set of problems which we call mean field games of timing. We motivate the formulation by a dynamic model of bank run in a continuous-time setting. We briefly review the economic and game theoretic…

概率论 · 数学 2017-01-24 Rene Carmona , Francois Delarue , Daniel Lacker

In this paper we study a class of matrix-valued linear-quadratic mean-field-type games for both the risk-neutral, risk-sensitive and robust cases. Non-cooperation, full cooperation and adversarial between teams are treated. We provide a…

最优化与控制 · 数学 2019-06-06 Julian Barreiro-Gomez , Tyrone E. Duncan , Hamidou Tembine

We study the intermediate asymptotic behavior of solutions to the first-order mean field games system with a local coupling, when the initial density is a compactly supported function on the real line, and the coupling is of power type.…

偏微分方程分析 · 数学 2024-04-04 Sebastian Munoz

In this article, we consider mean field games between a dominating player and a group of representative agents, each of which acts similarly and also interacts with each other through a mean field term being substantially influenced by the…

最优化与控制 · 数学 2014-07-28 Alain Bensoussan , Michael Chau , Phillip Yam

We consider a class of finite-dimensional dynamical systems whose equations of motion are derived from a non-local-in-time action principle. The action functional has a zeroth order piece derived from a local Hamiltonian and a perturbation…

广义相对论与量子宇宙学 · 物理学 2024-06-25 Francisco M. Blanco

A mean-field-type game is a game in which the instantaneous payoffs and/or the state dynamics functions involve not only the state and the action profile but also the joint distributions of state-action pairs. This article presents some…

最优化与控制 · 数学 2017-11-30 Boualem Djehiche , Alain Tcheukam , Hamidou Tembine

We show that when a quantum system is coupled to an environment in a mean field way, then its effective dynamics is governed by a unitary group with a time-dependent Hamiltonian. The time-dependent modification of the bare system…

量子物理 · 物理学 2024-09-25 Michele Fantechi , Marco Merkli

This paper presents a class of evolutive Mean Field Games with multiple solutions for all time horizons T and convex but non-smooth Hamiltonian H, as well as for smooth H and T large enough. The phenomenon is analyzed in both the PDE and…

偏微分方程分析 · 数学 2018-02-12 Martino Bardi , Markus Fischer

In this paper, we consider mean-field games where the interaction of each player with the mean-field takes into account not only the states of the players but also their collective behavior, To do so, we develop a random variable framework…

偏微分方程分析 · 数学 2015-06-23 Diogo A. Gomes , Vardan K. Voskanyan

We formulate a solvable model that describes generation and saturation of mean magnetic field in a dynamo with kinetic helicity, in the limit of large magnetic Prandtl number. This model is based on the assumption that the stochastic part…

天体物理学 · 物理学 2009-11-06 Stanislav Boldyrev

We introduce a nonconvex Mean Field Games system by studying a model with a large number of identical pairs of players who are all rational, and each pair plays an identical zero-sum differential game. We study existence and uniqueness of…

偏微分方程分析 · 数学 2016-12-15 Hung Vinh Tran

We establish an existence of equilibrium result for a class of non-Markovian mean-field games with unbounded control space in weak formulation. Our result is based on new existence and stability results for quadratic-growth generalized…

最优化与控制 · 数学 2026-03-09 Ulrich Horst , Takashi Sato
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