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We consider the variational structure of a time-fractional second order Mean Field Games (MFG) system with local coupling. The MFG system consists of time-fractional Fokker-Planck and Hamilton-Jacobi-Bellman equations. In such a situation…

偏微分方程分析 · 数学 2019-07-03 Tang Qing , Fabio Camilli

Mean field games models describing the limit of a large class of stochastic differential games, as the number of players goes to $+\infty$, have been introduced by J.-M. Lasry and P.-L. Lions. We use a change of variables to transform the…

数值分析 · 数学 2011-06-17 Olivier Guéant

We propose a control-theoretic framework for evolutionary clustering based on Mean Field Games (MFG). Moving beyond static or heuristic approaches, we formulate the problem as a population dynamics game governed by a coupled…

数值分析 · 数学 2026-03-31 Alessio Basti , Fabio Camilli , Adriano Festa

This manuscript discusses planning problems for first- and second-order one-dimensional mean-field games (MFGs). These games are comprised of a Hamilton-Jacobi equation coupled with a Fokker-Planck equation. Applying Poincar\'e's Lemma to…

偏微分方程分析 · 数学 2021-04-27 Tigran Bakaryan , Rita Ferreira , Diogo Gomes

Mean field games (MFG) and mean field control (MFC) are critical classes of multi-agent models for efficient analysis of massive populations of interacting agents. Their areas of application span topics in economics, finance, game theory,…

机器学习 · 计算机科学 2022-06-08 Lars Ruthotto , Stanley Osher , Wuchen Li , Levon Nurbekyan , Samy Wu Fung

Mean-field games (MFGs) are models for large populations of competing rational agents that seek to optimize a suitable functional. In the case of congestion, this functional takes into account the difficulty of moving in high-density areas.…

偏微分方程分析 · 数学 2017-10-05 David Evangelista , Rita Ferreira , Diogo A. Gomes , Levon Nurbekyan , Vardan Voskanyan

The formulation of Mean Field Games (MFG) typically requires continuous differentiability of the Hamiltonian in order to determine the advective term in the Kolmogorov--Fokker--Planck equation for the density of players. However, in many…

数值分析 · 数学 2024-04-03 Yohance A. P. Osborne , Iain Smears

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

Here, we study radial solutions for first- and second-order stationary Mean-Field Games (MFG) with congestion on $\mathbb{R}^d$. MFGs with congestion model problems where the agents' motion is hampered in high-density regions. The radial…

偏微分方程分析 · 数学 2017-03-23 David Evangelista , Diogo A. Gomes , Levon Nurbekyan

We introduce a novel framework to model and solve mean-field game systems with nonlocal interactions. Our approach relies on kernel-based representations of mean-field interactions and feature-space expansions in the spirit of kernel…

最优化与控制 · 数学 2020-04-29 Siting Liu , Matthew Jacobs , Wuchen Li , Levon Nurbekyan , Stanley J. Osher

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

We study the generalized conditional gradient (GCG) method for time-dependent second-order mean field games (MFG) with local coupling terms. While explicit convergence rates of the GCG method were previously established only for globally…

数值分析 · 数学 2026-01-27 Haruka Nakamura , Norikazu Saito

Mean field games (MFGs) model the limit of large populations of strategically interacting agents, yet both forward and inverse problems remain challenging. For the forward problem, a difficulty is to design numerical methods with global…

最优化与控制 · 数学 2026-03-12 Hanwei Yan , Xianjin Yang , Jingguo Zhang

Mean-field games (MFGs) are models of large populations of rational agents who seek to optimize an objective function that takes into account their location and the distribution of the remaining agents. Here, we consider stationary MFGs…

偏微分方程分析 · 数学 2016-11-28 David Evangelista , Diogo A. Gomes

In this paper we consider time-dependent mean-field games with subquadratic Hamiltonians and power-like local dependence on the measure. We establish existence of classical solutions under a certain set of conditions depending on both the…

偏微分方程分析 · 数学 2013-11-26 Diogo A. Gomes , Edgard Pimentel , Héctor Sánchez-Morgado

In this paper, we investigate the interaction of two populations with a large number of indistinguishable agents. The problem consists in two levels: the interaction between agents of a same population, and the interaction between the two…

最优化与控制 · 数学 2018-10-30 Alain Bensoussan , Tao Huang , Mathieu Laurière

We consider stochastic differential games with $N$ players, linear-Gaussian dynamics in arbitrary state-space dimension, and long-time-average cost with quadratic running cost. Admissible controls are feedbacks for which the system is…

偏微分方程分析 · 数学 2014-07-10 Martino Bardi , Fabio S. Priuli

In this paper, we study two kinds of inverse problems for Mean Field Games (MFGs) with common noise. Our focus is on MFGs described by a coupled system of stochastic Hamilton-Jacobi-Bellman and Fokker-Planck equations. Firstly, we establish…

偏微分方程分析 · 数学 2024-12-12 Qi Lü , Zhonghua Liao

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

Here, we observe that mean-field game (MFG) systems admit a two-player infinite-dimensional general-sum differential game formulation. We show that particular regimes of this game reduce to previously known variational principles.…

偏微分方程分析 · 数学 2018-04-25 Marco Cirant , Levon Nurbekyan
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