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

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We consider a Mean Field Games model where the dynamics of the agents is subdiffusive. According to the optimal control interpretation of the problem, we get a system involving fractional time-derivatives for the Hamilton-Jacobi-Bellman and…

偏微分方程分析 · 数学 2018-01-23 Fabio Camilli , Raul De Maio

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 provide an approximation scheme for first-order stationary mean field games with a separable Hamiltonian. First, we discretize Hamilton-Jacobi equations by discretizing in time, and then prove the existence of minimizing holonomic…

偏微分方程分析 · 数学 2021-11-24 Renato Iturriaga , Kaizhi Wang

We consider second-order ergodic Mean-Field Games systems in the whole space $\mathbb{R}^N$ with coercive potential and aggregating nonlocal coupling, defined in terms of a Riesz interaction kernel. These MFG systems describe Nash…

偏微分方程分析 · 数学 2023-05-01 Chiara Bernardini , Annalisa Cesaroni

We prove well-posedness of a class of kinetic-type Mean Field Games, which typically arise when agents control their acceleration. Such systems include independent variables representing the spatial position as well as velocity. We consider…

偏微分方程分析 · 数学 2024-03-20 David M. Ambrose , Megan Griffin-Pickering , Alpár R. Mészáros

We consider mean field game systems in time-horizon $(0,T)$, where the individual cost functional depends locally on the density distribution of the agents, and the Hamiltonian is locally uniformly convex. We show that, even if the coupling…

偏微分方程分析 · 数学 2021-05-28 Marco Cirant , Alessio Porretta

In this paper, we consider the stationary version of the Mean-Field Games (MFG) models. Inspired by \cite{Albuquerque-Silva2020, Bieganowski-Mederski2021, Lin-Wei05, Mederski-Schino2021}, we develop the minimization method on the Pohozaev…

偏微分方程分析 · 数学 2026-03-31 Xinfu Li , Xiangqing Liu , Juncheng Wei , Yuanze Wu

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

Mean field games formalize dynamic games with a continuum of players and explicit interaction where the players can have heterogeneous states. As they additionally yield approximate equilibria of corresponding $N$-player games, they are of…

最优化与控制 · 数学 2020-01-09 Berenice Anne Neumann

The paper considers a forward-backward system of parabolic PDEs arising in a Mean Field Game (MFG) model where every agent controls the drift of a trajectory subject to Brownian diffusion, trying to escape a given bounded domain $\Omega$ in…

偏微分方程分析 · 数学 2022-12-23 Romain Ducasse , Guilherme Mazanti , Filippo Santambrogio

In this paper, we prove the existence of classical solutions for time dependent mean-field games with a logarithmic nonlinearity and subquadratic Hamiltonians. Because the logarithm is unbounded from below, this nonlinearity poses…

偏微分方程分析 · 数学 2015-02-27 Diogo Aguiar Gomes , Edgard Almeida Pimentel

In this note we propose a transformation which decouples stationary Mean Field Games systems with superlinear Hamiltonians of the form |p|^r, and turns the Hamilton-Jacobi-Bellman equation into a quasi-linear equation involving the…

偏微分方程分析 · 数学 2015-05-25 Marco Cirant

We consider deterministic mean field games where the dynamics of a typical agent is non-linear with respect to the state variable and affine with respect to the control variable. Particular instances of the problem considered here are mean…

最优化与控制 · 数学 2022-12-21 Justina Gianatti , Francisco J. Silva

We propose a MFG model with quadratic Hamiltonian involving $N$ populations. This results in a system of $N$ Hamilton-Jacobi-Bellman and $N$ Fokker-Planck equations with non-local interactions. As in the classical case we introduce an…

偏微分方程分析 · 数学 2025-11-03 Luigi De Pascale , Luca Nenna

This paper concerns the simultaneous effect of homogenization and of the small noise limit for a $2^{\textrm {nd}}$ order mean field games (MFG) system with local coupling and quadratic Hamiltonian. We show under some additional assumptions…

偏微分方程分析 · 数学 2024-03-12 Annalisa Cesaroni , Nicolas Dirr , Claudio Marchi

In this article we prove the existence of classical solutions to a system of mean field games arising in the study of exhaustible resource production under market competition. Individual trajectories are modeled by a controlled diffusion…

偏微分方程分析 · 数学 2020-11-20 P. Jameson Graber , Vincenzo Ignazio , Ariel Neufeld

We consider a class of systems of time dependent partial differential equations which arise in mean field type models with congestion. The systems couple a backward viscous Hamilton-Jacobi equation and a forward Kolmogorov equation both…

偏微分方程分析 · 数学 2017-06-27 Yves Achdou , Alessio Porretta

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

This paper establishes a primal-dual formulation for continuous-time mean field games (MFGs) and provides a complete analytical characterization of the set of all Nash equilibria (NEs). We first show that for any given mean field flow, the…

最优化与控制 · 数学 2025-05-01 Xin Guo , Anran Hu , Jiacheng Zhang , Yufei Zhang

We search for non-constant normalized solutions to the semilinear elliptic system \[ \begin{cases} - \nu \Delta v_i + g_i(v_j^2) v_i = \lambda_i v_i,\quad v_i>0 & \text{in $\Omega$} \\ \partial_n v_i = 0 & \text{on $\partial \Omega$}\\…

偏微分方程分析 · 数学 2015-12-01 Marco Cirant , Gianmaria Verzini