[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 …

[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 …

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 …

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 …

Polynomial chaos expansion of random coefficients and the solution of stochastic partial differential equations in the tensor train format

S Dolgov, BN Khoromskij, A Litvinenko… - SIAM/ASA Journal on …, 2015 - SIAM
We apply the tensor train (TT) decomposition to construct the tensor product polynomial
chaos expansion (PCE) of a random field, to solve the stochastic elliptic diffusion PDE with …

Stationary focusing mean-field games

M Cirant - Communications in Partial Differential Equations, 2016 - Taylor & Francis
We consider stationary viscous mean-field games (MFG) systems in the case of local,
decreasing and unbounded coupling. These systems arise in ergodic MFG theory and …

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 …

Nonlinear elliptic systems and mean-field games

M Bardi, E Feleqi - Nonlinear Differential Equations and Applications …, 2016 - Springer
We consider a class of quasilinear elliptic systems of PDEs consisting of N Hamilton–Jacobi–
Bellman equations coupled with N divergence form equations, generalising to N> 1 …

Unique determination of cost functions in a multipopulation mean field game model

K Ren, N Soedjak, K Wang - arXiv preprint arXiv:2312.01622, 2023 - arxiv.org
This paper studies an inverse problem for a multipopulation mean field game (MFG) system
where the objective is to reconstruct the running and terminal cost functions of the system …