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Entry-exit dynamics are crucial in modeling crowd movement. Here, we present a novel first-order, stationary mean-field game model on a bounded domain that accurately captures these dynamics. The interior dynamics of the system are governed…

偏微分方程分析 · 数学 2026-03-03 AbdulRahman M. Alharbi , Yuri Ashrafyan , Diogo Gomes

We study a stationary first--order mean field game on the $d$--dimensional torus. The system couples a Hamilton--Jacobi equation for the value function with a transport equation for the density of players. Our goal is to give a detailed and…

泛函分析 · 数学 2025-12-11 Hikmatullo Ismatov

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

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

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

This paper is concerned with extending the notion of monotone solution to the mean field game (MFG) master equation to situations in which the coefficients are displacement monotone, instead of the previously introduced notion in the flat…

偏微分方程分析 · 数学 2025-09-08 Charles Meynard

We analyse fully nonlinear second-order mean field games (MFG) with nondifferentiable Hamiltonians, which take the form of a coupled system of a fully nonlinear Hamilton-Jacobi-Bellman equation and a Kolmogorov-Fokker-Planck partial…

偏微分方程分析 · 数学 2025-11-18 Thomas Sales , Iain Smears

In this paper we study second order stationary Mean Field Game systems under density constraints on a bounded domain $\Omega \subset \mathbb{R}^d$. We show the existence of weak solutions for power-like Hamiltonians with arbitrary order of…

偏微分方程分析 · 数学 2016-03-04 Alpár Richárd Mészáros , Francisco J. Silva

We propose a monotone splitting algorithm for solving a class of second-order non-potential mean-field games. Following [Achdou, Capuzzo-Dolcetta, "Mean Field Games: Numerical Methods," SINUM (2010)], we introduce a finite-difference scheme…

最优化与控制 · 数学 2024-04-01 Levon Nurbekyan , Siting Liu , Yat Tin Chow

We establish interior regularity results for first-order, stationary, local mean-field game (MFG) systems. Specifically, we study solutions of the coupled system consisting of a Hamilton-Jacobi-Bellman equation $H(x, Du, m) = 0$ and a…

偏微分方程分析 · 数学 2025-07-24 Abdulrahman Alharbi , Diogo Gomes , Giuseppe Di Fazio , Melih Ucer

Here, we develop numerical methods for finite-state mean-field games (MFGs) that satisfy a monotonicity condition. MFGs are determined by a system of differential equations with initial and terminal boundary conditions. These non-standard…

数值分析 · 数学 2017-05-02 Diogo Gomes , Joao Saude

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

The paper deals with homogenization problem for nonlinear elliptic and parabolic equations in a periodically perforated domain, a nonlinear Fourier boundary conditions being imposed on the perforation border. Under the assumptions that the…

偏微分方程分析 · 数学 2010-06-04 Andrey Piatnitski , Volodymyr Rybalko

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 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

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

We consider the variational approach to prove the existence of solutions of second order stationary Mean Field Games on a bounded domain $\Omega\subseteq \mathbb{R}^{d}$, with Neumann boundary conditions, and with and without density…

偏微分方程分析 · 数学 2017-04-19 Alpár Richárd Mészáros , Francisco J. Silva

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

Here, we prove the existence of smooth solutions for mean-field games with a singular mean-field coupling; that is, a coupling in the Hamilton-Jacobi equation of the form $g(m)=-m^{-\alpha}$. We consider stationary and time-dependent…

偏微分方程分析 · 数学 2016-11-23 Marco Cirant , Diogo A. Gomes , Edgard A. Pimentel , Héctor Sánchez-Morgado
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