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A convergent approximation is proposed for a mean field density-density correlation function in a system with a two-phase interface. It is based on a fourth-order expansion of the Hamiltonian in terms of fluctuations around the equilibrium…

统计力学 · 物理学 2009-10-31 Iaroslav Ispolatov

We study the asymptotic organization among many optimizing individuals interacting in a suitable "moderate" way. We justify this limiting game by proving that its solution provides approximate Nash equilibria for large but finite player…

最优化与控制 · 数学 2021-12-20 Franco Flandoli , Maddalena Ghio , Giulia Livieri

We prove the following asymptotic behavior for solutions to the generalized Becker-D\"oring system for general initial data: under a detailed balance assumption and in situations where density is conserved in time, there is a critical…

数学物理 · 物理学 2010-11-23 José Alfredo Cañizo Rincón

In the framework of continuous time symmetric stochastic differential games in open loop strategies, we introduce a generalization of mean field game solution, called coarse correlated solution. This can be seen as the analogue of a coarse…

概率论 · 数学 2024-12-20 Luciano Campi , Federico Cannerozzi , Markus Fischer

We establish the convergence of the deep actor-critic reinforcement learning algorithm presented in [Angiuli et al., 2023a] in the setting of continuous state and action spaces with an infinite discrete-time horizon. This algorithm provides…

最优化与控制 · 数学 2025-11-11 Jean-Pierre Fouque , Mathieu Laurière , Mengrui Zhang

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

In this paper, we study first-order stationary monotone mean-field games (MFGs) with Dirichlet boundary conditions. While for Hamilton--Jacobi equations Dirichlet conditions may not be satisfied, here, we establish the existence of…

偏微分方程分析 · 数学 2018-04-20 Rita Ferreira , Diogo Gomes , Teruo Tada

We show that the long time average of solutions of first order mean field game systems in finite horizon is governed by an ergodic system of mean field game type. The well-posedness of this later system and the uniqueness of the ergodic…

最优化与控制 · 数学 2013-05-31 Pierre Cardaliaguet

We present an analytical and numerical study of the two-dimensional capillary-driven thin film equation. In particular, we focus on the intermediate asymptotics of its solutions. Linearising the equation enables us to derive the associated…

偏微分方程分析 · 数学 2014-11-11 Michael Benzaquen , Thomas Salez , Élie Raphaël

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

This work focuses on the rate of convergence for singular perturbation problems for first-order Hamilton-Jacobi equations. As an application we derive the rate of convergence for singularly perturbed two-players zero-sum deterministic…

偏微分方程分析 · 数学 2024-09-10 Piermarco Cannarsa , Cristian Mendico

We consider deterministic mean field games where the dynamics of a typical agent is non-linear with respect to the state variable and affine with respect to the control variable. Particular instances of the problem considered here are mean…

最优化与控制 · 数学 2022-12-21 Justina Gianatti , Francisco J. Silva

The aim of this paper is to study the long time behavior of solutions to deterministic mean field games systems on Euclidean space. This problem was addressed on the torus ${\mathbb T}^n$ in [P. Cardaliaguet, {\it Long time average of first…

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

We consider the asymptotic behavior of solutions to an obstacle problem for the mean curvature flow equation by using a game-theoretic approximation, to which we extend that of Kohn and Serfaty (2006). Kohn and Serfaty (2006) give a…

偏微分方程分析 · 数学 2024-03-04 Kuniyasu Misu

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

This work is mainly concerned with the so-called limit theory for mean-field games. Adopting the weak formulation paradigm put forward by Carmona and Lacker, we consider a fully non-Markovian setting allowing for drift control and…

概率论 · 数学 2023-12-25 Dylan Possamaï , Ludovic Tangpi

In this note, we develop Fourier approximation methods for the solutions of first-order nonlocal mean-field games (MFG) systems. Using Fourier expansion techniques, we approximate a given MFG system by a simpler one that is equivalent to a…

偏微分方程分析 · 数学 2019-01-21 Levon Nurbekyan , Joao Saude

We study the asymptotic behavior, as time t goes to infinity, of nonautonomous dynamical systems involving multiscale features. These systems model the emergence of various collective behaviors in game theory, as well as the asymptotic…

经典分析与常微分方程 · 数学 2009-04-03 Hedy Attouch , Marc-Olivier Czarnecki

We study concentration phenomena in the vanishing viscosity limit for second-order stationary Mean-Field Games systems defined in the whole space $\mathbb{R}^N$ with Riesz-type aggregating nonlocal coupling and external confining potential.…

偏微分方程分析 · 数学 2023-11-30 Chiara Bernardini

We formulate a class of mean field games on a finite state space with variational principles resembling those in continuous-state mean field games. We construct a controlled continuity equation featuring a nonlinear activation function on…

最优化与控制 · 数学 2023-10-10 Yuan Gao , Wuchen Li , Jian-Guo Liu