[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 …

Learning mean field games: A survey

M Laurière, S Perrin, M Geist, O Pietquin - arXiv preprint arXiv:2205.12944, 2022 - arxiv.org
Non-cooperative and cooperative games with a very large number of players have many
applications but remain generally intractable when the number of players increases …

[图书][B] Regularity theory for mean-field game systems

DA Gomes, EA Pimentel, V Voskanyan - 2016 - Springer
This book brings together several recent developments on the regularity theory for mean-
field game systems. We detail several classes of methods and present a concise overview of …

Scaling up mean field games with online mirror descent

J Perolat, S Perrin, R Elie, M Laurière… - arXiv preprint arXiv …, 2021 - arxiv.org
We address scaling up equilibrium computation in Mean Field Games (MFGs) using Online
Mirror Descent (OMD). We show that continuous-time OMD provably converges to a Nash …

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 …

Proximal methods for stationary mean field games with local couplings

LM Briceno-Arias, D Kalise, FJ Silva - SIAM Journal on Control and …, 2018 - SIAM
We address the numerical approximation of mean field games with local couplings. For
power-like Hamiltonians, we consider a stationary system and also a system involving …

A numerical algorithm for inverse problem from partial boundary measurement arising from mean field game problem

YT Chow, SW Fung, S Liu, L Nurbekyan… - Inverse …, 2022 - iopscience.iop.org
In this work, we consider a novel inverse problem in mean-field games (MFGs). We aim to
recover the MFG model parameters that govern the underlying interactions among the …

Mean‐field games with differing beliefs for algorithmic trading

P Casgrain, S Jaimungal - Mathematical Finance, 2020 - Wiley Online Library
Even when confronted with the same data, agents often disagree on a model of the real
world. Here, we address the question of how interacting heterogeneous agents, who …

[HTML][HTML] Mean field control problems for vaccine distribution

W Lee, S Liu, W Li, S Osher - Research in the Mathematical Sciences, 2022 - Springer
With the invention of the COVID-19 vaccine, shipping and distributing are crucial in
controlling the pandemic. In this paper, we build a mean-field variational problem in a spatial …

On non-uniqueness and uniqueness of solutions in finite-horizon mean field games

M Bardi, M Fischer - ESAIM: Control, Optimisation and Calculus of …, 2019 - esaim-cocv.org
This paper presents a class of evolutive Mean Field Games with multiple solutions for all
time horizons T and convex but non-smooth Hamiltonian H, as well as for smooth H and T …