Results 31 to 40 of about 761,179 (312)

Explicit solutions of some linear-quadratic mean field games

open access: yesNetworks and Heterogeneous Media, 2012
We consider $N$-person differential games involving linear systems affected by white noise, running cost quadratic in the control and in the displacement of the state from a reference position, and withlong-time-average integral cost functional. We solve
Martino Bardi
doaj   +1 more source

Mean field games models of segregation [PDF]

open access: yes, 2017
This paper introduces and analyzes some models in the framework of mean field games (MFGs) describing interactions between two populations motivated by the studies on urban settlements and residential choice by Thomas Schelling.
Achdou, YVES MAURICE   +2 more
core   +1 more source

Mean Field Games: Numerical Methods [PDF]

open access: yesSIAM Journal on Numerical Analysis, 2010
Mean field type models describing the limiting behavior, as the number of players tends to $+\infty$, of stochastic differential game problems, have been recently introduced by J.-M. Lasry and P.-L. Lions [C. R. Math. Acad. Sci. Paris, 343 (2006), pp. 619-625; C. R. Math. Acad. Sci. Paris, 343 (2006), pp. 679-684; Jpn. J. Math., 2 (2007), pp. 229-260].
CAPUZZO DOLCETTA, Italo, Yves Achdou
openaire   +1 more source

Computational mean-field games on manifolds

open access: yesJournal of Computational Physics, 2022
30 pages, 8 figures, 4 ...
Jiajia Yu   +3 more
openaire   +2 more sources

A-priori estimates for stationary mean-field games

open access: yesNetworks and Heterogeneous Media, 2012
In this paper we establish a new class of a-priori estimates for stationary mean-field games which have a quasi-variational structure.In particular we prove $W^{1,2}$ estimates for the value function $u$ and that the players distribution $m$ satisfies ...
Diogo A. Gomes   +2 more
doaj   +1 more source

Strategic advantages in mean field games with a major player

open access: yesComptes Rendus. Mathématique, 2020
This note is concerned with a modeling question arising from the mean field games theory. We show how to model mean field games involving a major player which has a strategic advantage, while only allowing closed loop markovian strategies for all the ...
Bertucci, Charles   +2 more
doaj   +1 more source

Existence of solutions to contact mean-field games of first order

open access: yesAdvanced Nonlinear Studies, 2022
This paper deals with the existence of solutions of a class of contact mean-field game systems of first order consisting of a contact Hamilton-Jacobi equation and a continuity equation.
Hu Xiaotian, Wang Kaizhi
doaj   +1 more source

Multipopulation Minimal-Time Mean Field Games

open access: yesSIAM Journal on Control and Optimization, 2022
In this paper, we consider a mean field game model inspired by crowd motion in which several interacting populations evolving in $\mathbb R^d$ aim at reaching given target sets in minimal time. The movement of each agent is described by a control system depending on their position, the distribution of other agents in the same population, and the ...
Saeed Sadeghi Arjmand, Guilherme Mazanti
openaire   +5 more sources

Mean Field Games

open access: yes, 2017
[en] In recent years, at the interface of game theory, control theory and statistical mechanics, a new baby of applied mathematics was given birth. Now named mean-field game theory, this new model represents a new active field of research with a huge range of applications.
Peter E. Caines   +2 more
openaire   +5 more sources

Mean-Field-Game Model of Corruption [PDF]

open access: yesDynamic Games and Applications, 2015
A simple model of corruption that takes into account the effect of the interaction of a large number of agents by both rational decision making and myopic behavior is developed. Its stationary version turns out to be a rare example of an exactly solvable model of mean-field-game type.
Kolokoltsov, V. N., Malafeyev, O. A.
openaire   +3 more sources

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