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

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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

The second order Mean Field Games system (MFGS) in a bounded domain with the lateral Cauchy data is considered. This means that both Dirichlet and Neumann boundary data for the solution the MFGS are given. Two H\"older stability estimates…

偏微分方程分析 · 数学 2023-11-27 Michael V. Klibanov , Jingzhi Li , Hongyu Liu

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

Mean-field Games systems (MFGs) serve as paradigms to describe the games among a huge number of players. In this paper, we consider the ergodic Mean-field Games systems in the bounded domain with Neumann boundary conditions and the…

泛函分析 · 数学 2025-01-28 Fanze Kong , Yonghui Tong , Xiaoyu Zeng

We develop the counterpart of weak KAM theory for potential mean field games. This allows to describe the long time behavior of time-dependent potential mean field game systems. Our main result is the existence of a limit, as time tends to…

偏微分方程分析 · 数学 2019-07-08 Pierre Cardaliaguet , Marco Masoero

The theory of Mean Field Game of Controls considers a class of mean field games where the interaction is through the joint distribution of the state and control. It is well known that, for standard mean field games, certain monotonicity…

概率论 · 数学 2022-08-11 Chenchen Mou , Jianfeng Zhang

The stationary Navier--Stokes--Cahn--Hilliard equations are considered, governing the motion of a compressible, two-phase fluid mixture with a diffuse interface. The free energy density in this paper has a singular logarithmic…

偏微分方程分析 · 数学 2026-05-05 Zhilei Liang , Sen Liu , Jiangyu Shuai , Dehua Wang

The purpose of this article is to show that an intrinsic noise with values in the space ${\mathcal P}({\mathbb R})$ of $1d$ probability measures may force uniqueness to first order mean field games. The structure of the noise is inspired…

概率论 · 数学 2024-01-26 François Delarue , Youssef Ouknine

In this paper, using variational approaches, we investigate the first order planning problem arising in the theory of mean field games. We show the existence and uniqueness of weak solutions of the problem in the case of a large class of…

偏微分方程分析 · 数学 2019-05-21 P. Jameson Graber , Alpár R. Mészáros , Francisco J. Silva , Daniela Tonon

We develop a theory of existence and uniqueness of solutions of MFG master equations when the initial condition is Lipschitz continuous. Namely, we show that as long as the solution of the master equation is Lipschitz continuous in space,…

偏微分方程分析 · 数学 2023-02-13 Charles Bertucci , Jean-Michel Lasry , Pierre-Louis Lions

In this paper we consider stochastic differential equations with discontinuous diffusion coefficient of varying sign, for which weak existence and uniqueness holds but strong uniqueness fails. We introduce the notion of $\varphi $-strong…

概率论 · 数学 2013-09-09 Mihai N. Pascu

Mean field games (MFGs) offer a powerful framework for modeling large-scale multi-agent systems. This paper addresses MFGs formulated in continuous time with discrete state spaces, where agents' dynamics are governed by continuous-time…

计算机科学与博弈论 · 计算机科学 2026-02-27 Yannick Eich , Christian Fabian , Kai Cui , Heinz Koeppl

In the semigroup approach to stochastic evolution equations, the fundamental issue of uniqueness of mild solutions is often "reduced" to the much easier problem of proving uniqueness for strong solutions. This reduction is usually carried…

偏微分方程分析 · 数学 2010-02-01 Carlo Marinelli , Michael Röckner

We establish the first unconditional well-posedness result for the master equation associated with a general class of mean field games of controls. Our analysis covers games with displacement monotone or Lasry--Lions monotone data, as well…

偏微分方程分析 · 数学 2026-02-02 Joe Jackson , Alpár R. Mészáros

First, we study the existence of solutions for a class of first order mean field games systems \begin{equation*} \left\{\begin{aligned} &H(x,u,Du)=F(x,m(t)),\quad &&x\in M,\ \forall\ t\in[0,T],\\ &\partial_t…

偏微分方程分析 · 数学 2025-07-15 Xiaotian Hu

We here address the question of restoration of uniqueness in mean-field games deriving from deterministic differential games with a large number of players. The general strategy for restoring uniqueness is inspired from earlier similar…

概率论 · 数学 2018-04-11 Francois Delarue

In an extended mean field game the vector field governing the flow of the population can be different from that of the individual player at some mean field equilibrium. This new class strictly includes the standard mean field games. It is…

概率论 · 数学 2023-09-19 Chenchen Mou , Jianfeng Zhang

Recent successes of game-theoretic formulations in ML have caused a resurgence of research interest in differentiable games. Overwhelmingly, that research focuses on methods and upper bounds on their speed of convergence. In this work, we…

机器学习 · 计算机科学 2020-09-16 Adam Ibrahim , Waïss Azizian , Gauthier Gidel , Ioannis Mitliagkas

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

The existence of weak solutions to the stationary Navier-Stokes equations in the whole plane $\mathbb{R}^2$ is proven. This particular geometry was the only case left open since the work of Leray in 1933. The reason is that due to the…

偏微分方程分析 · 数学 2019-01-21 Julien Guillod , Peter Wittwer