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相关论文: Fully nonlinear second-order mean field games with…

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We study Mean Field Games (MFGs) driven by a large class of nonlocal, fractional and anomalous diffusions in the whole space. These non-Gaussian diffusions are pure jump L\'evy processes with some $\sigma$-stable like behaviour. Included…

偏微分方程分析 · 数学 2021-03-10 Olav Ersland , Espen Robstad Jakobsen

In the present work, we study deterministic mean field games (MFGs) with finite time horizon in which the dynamics of a generic agent is controlled by the acceleration. They are described by a system of PDEs coupling a continuity equation…

偏微分方程分析 · 数学 2020-07-29 Yves Achdou , Paola Mannucci , Claudio Marchi , Nicoletta Tchou

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

In this note we prove the uniqueness of solutions to a class of Mean Field Games systems subject to possibly degenerate individual noise. Our results hold true for arbitrary long time horizons and for general non-separable Hamiltonians that…

偏微分方程分析 · 数学 2023-08-23 Alpár R. Mészáros , Chenchen Mou

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

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

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

In this paper, we focus on stationary (ergodic) mean-field games (MFGs). These games arise in the study of the long-time behavior of finite-horizon MFGs. Motivated by a prior scheme for Hamilton-Jacobi equations introduced in Aubry-Mather's…

偏微分方程分析 · 数学 2021-09-28 Tigran Bakaryan , Diogo Gomes , Héctor Sánchez Morgado

We consider stationary viscous Mean-Field Games systems in the case of local, decreasing and unbounded coupling. These systems arise in ergodic mean-field game theory, and describe Nash equilibria of games with a large number of agents…

偏微分方程分析 · 数学 2016-02-16 Marco Cirant

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

In this paper, we study fully coupled nonlocal second order quasilinear forward-backward partial differential equations (FBPDEs), which arise from solution of the mean field game (MFG) suggested by Lasry and Lions [Japan. J. Math. 2 (2007),…

概率论 · 数学 2022-12-13 Ziyu Huang , Shanjian Tang

In this manuscript, we propose a structural condition on non-separable Hamiltonians, which we term displacement monotonicity condition, to study second order mean field games master equations. A rate of dissipation of a bilinear form is…

偏微分方程分析 · 数学 2022-04-04 Wilfrid Gangbo , Alpár R. Mészáros , Chenchen Mou , Jianfeng Zhang

We prove a rate of convergence for finite element approximations of stationary, second-order mean field games with nondifferentiable Hamiltonians posed in general bounded polytopal Lipschitz domains with strongly monotone running costs. In…

数值分析 · 数学 2026-03-20 Yohance A. P. Osborne , Iain Smears

We study the existence of classical solutions to a broad class of local, first order, forward-backward Extended Mean Field Games systems, that includes standard Mean Field Games, Mean Field Games with congestion, and mean field type control…

偏微分方程分析 · 数学 2023-01-12 Sebastian Munoz

We provide an existence result for stationary fractional mean field game systems, with fractional exponent greater than 1/2. In the case in which the coupling is a nonlocal regularizing potential, we obtain existence of solutions under…

偏微分方程分析 · 数学 2017-05-30 Annalisa Cesaroni , Marco Cirant , Serena Dipierro , Matteo Novaga , Enrico Valdinoci

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 consider the one-dimensional stationary first-order mean-field game (MFG) system with the coupling between the Hamilton-Jacobi equation and the transport equation. In both cases that the coupling is strictly increasing and decreasing…

偏微分方程分析 · 数学 2018-05-29 Yiru Cai , Haobo Qi , Yi Tan , Xifeng Su

This paper develops a unified framework for proving the existence of solutions to stationary first-order mean-field games (MFGs) based on the theory of monotone operators in Banach spaces. We cast the coupled MFG system as a variational…

偏微分方程分析 · 数学 2026-03-17 Rita Ferreira , Diogo Gomes , Melih Ucer

We prove existence and uniqueness of classical solutions of the master equation for mean field game (MFG) systems with fractional and nonlocal diffusions. We cover a large class of L\'evy diffusions of order greater than one, including…

偏微分方程分析 · 数学 2025-01-27 Espen Robstad Jakobsen , Artur Rutkowski

We investigate time dependent, first order Mean Field Games on the torus comparing, in a broad and general framework, the classical differential formulation , given by a Hamilton Jacobi equation coupled with a continuity equation, with a…

偏微分方程分析 · 数学 2025-12-02 Antonio Siconolfi