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Here, we consider stationary monotone mean-field games (MFGs) and study the existence of weak solutions. First, we introduce a regularized problem that preserves the monotonicity. Next, using variational inequalities techniques, we prove…

偏微分方程分析 · 数学 2016-01-13 Rita Ferreira , Diogo Gomes

Here, we consider one-dimensional forward-forward mean-field games (MFGs) with congestion, which were introduced to approximate stationary MFGs. We use methods from the theory of conservation laws to examine the qualitative properties of…

偏微分方程分析 · 数学 2017-03-30 Diogo Gomes , Marc Sedjro

In this paper, we study the long-time behavior of mean field game (MFG) systems influenced by a common noise. While classical results establish the convergence of deterministic MFG towards stationary solutions under suitable monotonicity…

偏微分方程分析 · 数学 2025-09-23 Pierre Cardaliaguet , Raphaël Maillet , Wenbin Yan

We consider a stationary Mean Field Games system defined on a network. In this framework, the transition conditions at the vertices play a crucial role: the ones here considered are based on the optimal control interpretation of the…

偏微分方程分析 · 数学 2015-05-20 Fabio Camilli , Claudio Marchi

Mean-field games arise in various fields including economics, engineering, and machine learning. They study strategic decision making in large populations where the individuals interact via certain mean-field quantities. The ground metrics…

最优化与控制 · 数学 2020-07-23 Lisang Ding , Wuchen Li , Stanley Osher , Wotao Yin

Here, we consider numerical methods for stationary mean-field games (MFG) and investigate two classes of algorithms. The first one is a gradient-flow method based on the variational characterization of certain MFG. The second one uses…

数值分析 · 数学 2015-11-23 Noha Almulla , Rita Ferreira , Diogo Gomes

We investigate mean field game systems under invariance conditions for the state space, otherwise called {\it viability conditions} for the controlled dynamics. First we analyze separately the Hamilton-Jacobi and the Fokker-Planck…

偏微分方程分析 · 数学 2019-03-18 Alessio Porretta , Michele Ricciardi

A standard assumption in mean-field game (MFG) theory is that the coupling between the Hamilton-Jacobi equation and the transport equation is monotonically non-decreasing in the density of the population. In many cases, this assumption…

偏微分方程分析 · 数学 2016-11-29 Diogo A. Gomes , Levon Nurbekyan , Mariana Prazeres

Mean field games allow to describe tractable models of dynamic games with a continuum of players, explicit interaction and heterogeneous states. Thus, these models are of great interest for socio-economic applications. A particular class of…

最优化与控制 · 数学 2020-10-20 Berenice Anne Neumann

We propose and study several inverse problems for the mean field games (MFG) system in a bounded domain. Our focus is on simultaneously recovering the running cost and the Hamiltonian within the MFG system by the associated boundary…

最优化与控制 · 数学 2024-03-05 Hongyu Liu , Shen Zhang

In this short note, we consider an inverse problem to a mean-field games system where we are interested in reconstructing the state-independent running cost function from observed value-function data. We provide an elementary proof of a…

偏微分方程分析 · 数学 2024-08-16 Kui Ren , Nathan Soedjak , Kewei Wang , Hongyu Zhai

This paper considers mean field games in a multi-agent Markov decision process (MDP) framework. Each player has a continuum state and binary action, and benefits from the improvement of the condition of the overall population. Based on an…

最优化与控制 · 数学 2021-01-05 Minyi Huang , Yan Ma

In this paper we consider symmetric games where a large number of players can be in any one of d states. We derive a limiting mean field model and characterize its main properties. This mean field limit is a system of coupled ordinary…

最优化与控制 · 数学 2015-09-23 Diogo A. Gomes , Joana Mohr , Rafael R. Souza

In a mean field game of controls, a large population of identical players seek to minimize a cost that depends on the joint distribution of the states of the players and their controls. We first consider the classes of mean field games of…

最优化与控制 · 数学 2025-12-05 P. Jameson Graber , Kyle Rosengartner

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

Here, we prove the existence of solutions to first-order mean-field games (MFGs) arising in optimal switching. First, we use the penalization method to construct approximate solutions. Then, we prove uniform estimates for the penalized…

偏微分方程分析 · 数学 2016-10-04 Diogo A. Gomes , Stefania Patrizi

We consider a system of mean field games with local coupling in the deterministic limit. Under general structure conditions on the Hamiltonian and coupling, we prove existence and uniqueness of the weak solution, characterizing this…

最优化与控制 · 数学 2014-01-09 Pierre Cardaliaguet , Philip Jameson Graber

In this paper, we characterize the asymptotic behavior of a first-order stationary mean-field game (MFG) with a logarithm coupling, a quadratic Hamiltonian, and a periodically oscillating potential. This study falls into the realm of the…

偏微分方程分析 · 数学 2019-05-07 Rita Ferreira , Diogo Gomes , Xianjin Yang

The framework of Mean-field Games (MFGs) is used for modelling the collective dynamics of large populations of non-cooperative decision-making agents. We formulate and analyze a kinetic MFG model for an interacting system of non-cooperative…

最优化与控制 · 数学 2024-07-29 Piyush Grover , Mandy Huo

In this paper we examine fully nonlinear mean-field games associated with a minimization problem. The variational setting is driven by a functional depending on its argument through its Hessian matrix. We work under fairly natural…

偏微分方程分析 · 数学 2020-10-30 Pêdra D. S. Andrade , Edgard A. Pimentel