[图书][B] Probabilistic theory of mean field games with applications I-II

R Carmona, F Delarue - 2018 - Springer
The lion's share of this chapter is devoted to the construction of equilibria for mean field
games with a common noise. We develop a general two-step strategy for the search of weak …

Two numerical approaches to stationary mean-field games

N Almulla, R Ferreira, D Gomes - Dynamic Games and Applications, 2017 - Springer
Here, we consider numerical methods for stationary mean-field games (MFG) and
investigate two classes of algorithms. The first one is a gradient-flow method based on the …

Time-dependent mean-field games in the superquadratic case

DA Gomes, E Pimentel… - … : Control, Optimisation and …, 2016 - numdam.org
We investigate time-dependent mean-field games with superquadratic Hamiltonians and a
power dependence on the measure. Such problems pose substantial mathematical …

Extended deterministic mean-field games

DA Gomes, VK Voskanyan - SIAM Journal on Control and Optimization, 2016 - SIAM
In this paper, we consider mean-field games where the interaction of each player with the
mean field takes into account not only the states of the players but also their collective …

Existence of weak solutions to stationary mean-field games through variational inequalities

R Ferreira, D Gomes - SIAM Journal on Mathematical Analysis, 2018 - SIAM
Here, we consider stationary monotone mean-field games (MFGs) and study the existence
of weak solutions induced by monotonicity. First, we introduce a regularized problem that …

One-dimensional stationary mean-field games with local coupling

DA Gomes, L Nurbekyan, M Prazeres - Dynamic Games and Applications, 2018 - Springer
A standard assumption in mean-field game (MFG) theory is that the coupling between the
Hamilton–Jacobi equation and the transport equation is monotonically non-decreasing in …

Time-dependent mean-field games with logarithmic nonlinearities

DA Gomes, E Pimentel - SIAM Journal on Mathematical Analysis, 2015 - SIAM
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 …

[HTML][HTML] Ergodic mean-field games with aggregation of Choquard-type

C Bernardini, A Cesaroni - Journal of Differential Equations, 2023 - Elsevier
We consider second-order ergodic Mean-Field Games systems in the whole space RN with
coercive potential and aggregating nonlocal coupling, defined in terms of a Riesz interaction …

Short-time existence of solutions for mean-field games with congestion

DA Gomes, VK Voskanyan - Journal of the London Mathematical …, 2015 - academic.oup.com
We consider time-dependent mean-field games with congestion that are given by a
Hamilton–Jacobi equation coupled with a Fokker–Planck equation. These models are …

Existence of weak solutions to time-dependent mean-field games

R Ferreira, D Gomes, T Tada - Nonlinear Analysis, 2021 - Elsevier
Here, we establish the existence of weak solutions to a wide class of time-dependent
monotone mean-field games (MFGs). These MFGs are given as a system of degenerate …