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 …

Computational methods for first-order nonlocal mean field games with applications

S Liu, M Jacobs, W Li, L Nurbekyan, SJ Osher - SIAM Journal on Numerical …, 2021 - SIAM
We introduce a novel framework to model and solve first-order mean field game systems
with nonlocal interactions, extending the results in [L. Nurbekyan and J. Saúde, Port. Math …

[HTML][HTML] On monotonicity conditions for mean field games

PJ Graber, AR Mészáros - Journal of Functional Analysis, 2023 - Elsevier
In this paper we propose two new monotonicity conditions that could serve as sufficient
conditions for uniqueness of Nash equilibria in mean field games. In this study we aim for …

Finite mean field games: fictitious play and convergence to a first order continuous mean field game

S Hadikhanloo, FJ Silva - Journal de Mathématiques Pures et Appliquées, 2019 - Elsevier
In this article we consider finite Mean Field Games (MFGs), ie with finite time and finite
states. We adopt the framework introduced in [1] and study two seemly unexplored subjects …

Mean field games with state constraints: from mild to pointwise solutions of the PDE system

P Cannarsa, R Capuani, P Cardaliaguet - Calculus of Variations and …, 2021 - Springer
Abstract Mean Field Games with state constraints are differential games with infinitely many
agents, each agent facing a constraint on his state. The aim of this paper is to provide a …

Approximation of deterministic mean field games with control-affine dynamics

J Gianatti, FJ Silva - Foundations of Computational Mathematics, 2023 - Springer
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 …

Short time solution to the master equation of a first order mean field game

S Mayorga - Journal of Differential Equations, 2020 - Elsevier
The goal of this paper is to show existence of short-time classical solutions to the so called
Master Equation of first order Mean Field Games, which can be thought of as the limit of the …

Deterministic mean field games with control on the acceleration

Y Achdou, P Mannucci, C Marchi, N Tchou - … Differential Equations and …, 2020 - Springer
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 …

On mean field games models for exhaustible commodities trade

PJ Graber, C Mouzouni - ESAIM: Control, Optimisation and …, 2020 - esaim-cocv.org
We investigate a mean field game model for the production of exhaustible resources. In this
model, firms produce comparable goods, strategically set their production rate in order to …

Deterministic Mean Field Games on Networks: A Lagrangian Approach

Y Achdou, P Mannucci, C Marchi, N Tchou - SIAM Journal on Mathematical …, 2024 - SIAM
This paper is devoted to finite horizon deterministic mean field games in which the state
space is a network. The agents control their velocity, and when they occupy a vertex, they …