Mean field games systems of first order

DOI10.1051/COCV/2014044zbMath1319.35273arXiv1401.1789OpenAlexW2962755712MaRDI QIDQ5262293

No author found.

Publication date: 13 July 2015

Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.1789

zbMATH Keywords

optimal controlHamilton-Jacobi equationsnonlinear PDEtransport theorymean field gameslong time average

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Stochastic games, stochastic differential games (91A15) Hamilton-Jacobi equations (35F21) PDEs in connection with mean field game theory (35Q89)

Related Items (71)

Selection by vanishing common noise for potential finite state mean field games ⋮ A mean field game model for the evolution of cities ⋮ A variational approach to first order kinetic mean field games with local couplings ⋮ The selection problem for some first-order stationary mean-field games ⋮ Concentration of ground states in stationary mean-field games systems ⋮ Comparing the best-reply strategy and mean-field games: The stationary case ⋮ One-dimensional stationary mean-field games with local coupling ⋮ Homogenization of a Mean Field Game System in the Small Noise Limit ⋮ Existence of solutions to contact mean-field games of first order ⋮ Existence of Weak Solutions to Stationary Mean-Field Games through Variational Inequalities ⋮ Nonlocal Bertrand and Cournot mean field games with general nonlinear demand schedule ⋮ Sobolev regularity for first order mean field games ⋮ Metric gradient flows with state dependent functionals: the Nash-MFG equilibrium flows and their numerical schemes ⋮ On the weak theory for mean field games systems ⋮ Global-in-time regularity via duality for congestion-penalized Mean Field Games ⋮ Augmented Lagrangian methods for transport optimization, mean field games and degenerate elliptic equations ⋮ Sobolev regularity for the first order Hamilton-Jacobi equation ⋮ Long time behavior of the master equation in mean field game theory ⋮ A variational approach to second order mean field games with density constraints: the stationary case ⋮ On numerical approximations of fractional and nonlocal mean field games ⋮ Generic properties of first-order mean field games ⋮ The planning problem in mean field games as regularized mass transport ⋮ A time-dependent switching mean-field game on networks motivated by optimal visiting problems ⋮ A fast proximal gradient method and convergence analysis for dynamic mean field planning ⋮ Regularity and Long Time Behavior of One-Dimensional First-Order Mean Field Games and the Planning Problem ⋮ Inverse problems for mean field games ⋮ Two numerical approaches to stationary mean-field games ⋮ On a mean field optimal control problem ⋮ Selected topics in mean field games ⋮ On the Variational Formulation of Some Stationary Second-Order Mean Field Games Systems ⋮ Classical and weak solutions to local first-order mean field games through elliptic regularity ⋮ Existence and uniqueness of solutions for Bertrand and Cournot mean field games ⋮ Proximal Methods for Stationary Mean Field Games with Local Couplings ⋮ Unnamed Item ⋮ One-dimensional, forward-forward mean-field games with congestion ⋮ Mean field games and applications: numerical aspects ⋮ An introduction to mean field game theory ⋮ Lecture notes on variational mean field games ⋮ Optimal partial transport problem with Lagrangian costs ⋮ On the Existence and Uniqueness of Solutions to Time-Dependent Fractional MFG ⋮ Convergence of some mean field games systems to aggregation and flocking models ⋮ Optimal density evolution with congestion: L^∞ bounds via flow interchange techniques and applications to variational Mean Field Games ⋮ Existence of weak solutions to time-dependent mean-field games ⋮ Time-dependent focusing mean-field games: the sub-critical case ⋮ Strong solutions for time-dependent mean field games with non-separable Hamiltonians ⋮ The initial value problem for the Euler equations of incompressible fluids viewed as a concave maximization problem ⋮ First-order, stationary mean-field games with congestion ⋮ Linear quadratic mean field type control and mean field games with common noise, with application to production of an exhaustible resource ⋮ One-dimensional forward-forward mean-field games ⋮ Weak solutions to Fokker-Planck equations and mean field games ⋮ Weakly coupled mean-field game systems ⋮ On the implementation of a primal-dual algorithm for second order time-dependent Mean Field Games with local couplings ⋮ Weak solutions for potential mean field games of controls ⋮ Short time solution to the master equation of a first order mean field game ⋮ Second order mean field games with degenerate diffusion and local coupling ⋮ Restoring uniqueness to mean-field games by randomizing the equilibria ⋮ New estimates on the regularity of the pressure in density‐constrained mean field games ⋮ First Order Mean Field Games with Density Constraints: Pressure Equals Price ⋮ Hybrid control for optimal visiting problems for a single player and for a crowd ⋮ A variational approach to the mean field planning problem ⋮ On some singular mean-field games ⋮ Stationary focusing mean-field games ⋮ Stationary fully nonlinear mean-field games ⋮ Brake orbits and heteroclinic connections for first order mean field games ⋮ Time-periodic Evans approach to weak KAM theory ⋮ The variational structure and time-periodic solutions for mean-field games systems ⋮ Displacement convexity for first-order mean-field games ⋮ Closed-Loop Equilibrium for Time-Inconsistent McKean--Vlasov Controlled Problem ⋮ Master equation for Cournot mean field games of control with absorption ⋮ Regularizing effects of the entropy functional in optimal transport and planning problems ⋮ Classical solutions to local first-order extended mean field games

Cites Work

• Unnamed Item
• Unnamed Item
• Geodesics for a class of distances in the space of probability measures
• Optimal control of first-order Hamilton-Jacobi equations with linearly bounded Hamiltonian
• Mean field games. I: The stationary case
• Mean field games. II: Finite horizon and optimal control
• Discrete time, finite state space mean field games
• Mean field games
• Some new PDE methods for weak KAM theory
• Long time average of mean field games
• A computational fluid mechanics solution to the Monge-Kantorovich mass transfer problem
• Weak solutions to Fokker-Planck equations and mean field games
• Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
• Long time average of first order mean field games and weak KAM theory
• Time-dependent mean-field games in the superquadratic case
• Long Time Average of Mean Field Games with a Nonlocal Coupling
• Hölder Continuity to Hamilton-Jacobi Equations with Superquadratic Growth in the Gradient and Unbounded Right-hand Side
• Time-Dependent Mean-Field Games in the Subquadratic Case
• Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria
• Homogenization of Hamilton‐Jacobi‐Bellman equations with respect to time‐space shifts in a stationary ergodic medium

This page was built for publication: Mean field games systems of first order