An introduction to mean field game theory

Y Achdou, P Cardaliaguet, F Delarue, A Porretta… - Mean Field Games …, 2020 - Springer
These notes are an introduction to Mean Field Game (MFG) theory, which models differential
games involving infinitely many interacting players. We focus here on the Partial Differential …

Generalized conditional gradient and learning in potential mean field games

P Lavigne, L Pfeiffer - Applied Mathematics & Optimization, 2023 - Springer
We investigate the resolution of second-order, potential, and monotone mean field games
with the generalized conditional gradient algorithm, an extension of the Frank-Wolfe …

A mean‐field game approach to equilibrium pricing in solar renewable energy certificate markets

AV Shrivats, D Firoozi, S Jaimungal - Mathematical Finance, 2022 - Wiley Online Library
Solar renewable energy certificate (SREC) markets are a market‐based system that
incentivizes solar energy generation. A regulatory body overseeing load serving entities …

A unifying framework for submodular mean field games

J Dianetti, G Ferrari, M Fischer… - … of Operations Research, 2023 - pubsonline.informs.org
We provide an abstract framework for submodular mean field games and identify verifiable
sufficient conditions that allow us to prove the existence and approximation of strong mean …

On classical solutions to the mean field game system of controls

Z Kobeissi - Communications in Partial Differential Equations, 2022 - Taylor & Francis
We consider a class of mean field games in which the optimal strategy of a representative
agent depends on the statistical distribution of both the states and controls. We prove some …

Deep learning for principal-agent mean field games

S Campbell, Y Chen, A Shrivats… - arXiv preprint arXiv …, 2021 - arxiv.org
Here, we develop a deep learning algorithm for solving Principal-Agent (PA) mean field
games with market-clearing conditions--a class of problems that have thus far not been …

Schauder estimates for a class of potential mean field games of controls

JF Bonnans, S Hadikhanloo, L Pfeiffer - Applied Mathematics & …, 2021 - Springer
An existence result for a class of mean field games of controls is provided. In the considered
model, the cost functional to be minimized by each agent involves a price depending at a …

Nonlocal Bertrand and Cournot mean field games with general nonlinear demand schedule

PJ Graber, V Ignazio, A Neufeld - Journal de Mathématiques Pures et …, 2021 - Elsevier
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 …

Master equation for Cournot mean field games of control with absorption

PJ Graber, R Sircar - Journal of Differential Equations, 2023 - Elsevier
We establish the existence and uniqueness of a solution to the master equation for a mean
field game of controls with absorption. The mean field game arises as a continuum limit of a …

Weak solutions for potential mean field games of controls

PJ Graber, A Mullenix, L Pfeiffer - Nonlinear Differential Equations and …, 2021 - Springer
We analyze a system of partial differential equations that model a potential mean field game
of controls, briefly MFGC. Such a game describes the interaction of infinitely many negligible …