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相关论文: Weak-strong uniqueness for solutions to mean-field…

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Here, we examine a fully-discrete Semi-Lagrangian scheme for a mean-field game price formation model. We show the existence of the solution of the discretized problem and that it is monotone as a multivalued operator. Moreover, we show that…

数值分析 · 数学 2025-01-31 Yuri Ashrafyan , Diogo Gomes

This paper studies two fundamental problems in regularized Graphon Mean-Field Games (GMFGs). First, we establish the existence of a Nash Equilibrium (NE) of any $\lambda$-regularized GMFG (for $\lambda\geq 0$). This result relies on weaker…

计算机科学与博弈论 · 计算机科学 2023-10-13 Fengzhuo Zhang , Vincent Y. F. Tan , Zhaoran Wang , Zhuoran Yang

In this article we consider finite Mean Field Games (MFGs), i.e. with finite time and finite states. We adopt the framework introduced in Gomes Mohr and Souza in 2010, and study two seemly unexplored subjects. In the first one, we analyze…

最优化与控制 · 数学 2018-05-16 Saeed Hadikhanloo , Francisco José Silva

The recent mean field game (MFG) formalism facilitates otherwise intractable computation of approximate Nash equilibria in many-agent settings. In this paper, we consider discrete-time finite MFGs subject to finite-horizon objectives. We…

多智能体系统 · 计算机科学 2022-07-11 Kai Cui , Heinz Koeppl

In this paper we study second order master equations arising from mean field games with common noise over arbitrary time duration. A classical solution typically requires the monotonicity condition (or small time duration) and sufficiently…

偏微分方程分析 · 数学 2022-01-04 Chenchen Mou , Jianfeng Zhang

We formulate and investigate a mean field optimization (MFO) problem over a set of probability distributions $\mu$ with a prescribed marginal $m$. The cost function depends on an aggregate term, which is the expectation of $\mu$ with…

最优化与控制 · 数学 2023-11-01 Kang Liu , Laurent Pfeiffer

The theory of mean field games is a tool to understand noncooperative dynamic stochastic games with a large number of players. Much of the theory has evolved under conditions ensuring uniqueness of the mean field game Nash equilibrium.…

最优化与控制 · 数学 2019-03-19 Bruce Hajek , Michael Livesay

We propose a new approach to proving the uniqueness of solutions to a certain class of mean field games of controls. In this class, the equilibrium is determined by an aggregate quantity $Q(t)$, e.g. the market price or production, which…

最优化与控制 · 数学 2024-10-21 Jameson Graber , Elizabeth Matter

We analyze a system of partial differential equations that model a potential mean field game of controls, briefly MFGC. Such a game describes the interaction of infinitely many negligible players competing to optimize a personal value…

偏微分方程分析 · 数学 2020-10-27 Jameson Graber , Alan Mullenix , Laurent Pfeiffer

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

Here, we examine the Wardrop equilibrium model on networks with flow-dependent costs and its connection with stationary mean-field games (MFG). In the first part of this paper, we present the Wardrop and the first-order MFG models on…

偏微分方程分析 · 数学 2022-07-05 Fatimah Al Saleh , Tigran Bakaryan , Diogo A. Gomes , Ricardo Ribeiro

In this article, from the viewpoint of control theory, we discuss the relationships among the commonly used monotonicity conditions that ensure the well-posedness of the solutions arising from problems of mean field games (MFGs) and mean…

最优化与控制 · 数学 2024-12-09 Alain Bensoussan , Ziyu Huang , Shanjian Tang , Sheung Chi Phillip Yam

This paper investigates the simultaneous reconstruction of the running cost function and the internal topological structure within the mean-field games (MFG) system utilizing partial boundary data. The inverse problem is notably challenging…

最优化与控制 · 数学 2024-08-20 Ming-Hui Ding , Hongyu Liu , Guang-Hui Zheng

Proving the uniqueness of solutions to multi-species cross-diffusion systems is a difficult task in the general case, and there exist very few results in this direction. In this work, we study a particular system with zero-flux boundary…

偏微分方程分析 · 数学 2019-07-25 Judith Berendsen , Martin Burger , Virginie Ehrlacher , Jan-Frederik Pietschmann

We study the local in time existence of a regular solution of a nonlinear parabolic backward-forward system arising from the theory of Mean-Field Games (briefly MFG). The proof is based on a contraction argument in a suitable space that…

偏微分方程分析 · 数学 2018-06-22 Marco Cirant , Roberto Gianni , Paola Mannucci

We study a Mean Field Games (MFG) system in a real, separable infinite dimensional Hilbert space. The system consists of a second order parabolic type equation, called Hamilton-Jacobi-Bellman (HJB) equation in the paper, coupled with a…

偏微分方程分析 · 数学 2025-09-05 Salvatore Federico , Fausto Gozzi , Andrzej Święch

In this paper, we propose and study an inverse boundary problem for the mean field games (MFGs) governed by the first-order master equation in a bounded domain. We establish the unique identifiability result by showing that the running cost…

偏微分方程分析 · 数学 2022-12-21 Hongyu Liu , Shen Zhang

In this article, we study feature attributions of Machine Learning (ML) models originating from linear game values and coalitional values defined as operators on appropriate functional spaces. The main focus is on random games based on the…

计算机科学与博弈论 · 计算机科学 2024-08-13 Alexey Miroshnikov , Konstandinos Kotsiopoulos , Khashayar Filom , Arjun Ravi Kannan

We develop a splitting method to prove the well-posedness, in short time, of solutions for two master equations in mean field game (MFG) theory: the second order master equation, describing MFGs with a common noise, and the system of master…

偏微分方程分析 · 数学 2020-01-29 Pierre Cardaliaguet , Marco Cirant , Alessio Porretta

We derive a weak-strong uniqueness and stability principle for the Landau equation in the soft potentials case (including Coulomb interactions). The distance between two solutions is measured by their relative entropy, which to our…

偏微分方程分析 · 数学 2025-05-28 Côme Tabary