scholarly journals Existence and non-existence for time-dependent mean field games with strong aggregation

2021 ◽  
Author(s):  
Marco Cirant ◽  
Daria Ghilli
Keyword(s):  
Population Density ◽  
State Space ◽  
Time Horizon ◽  
Existence Of Solutions ◽  
Mean Field ◽  
The State ◽  
Time Dependent ◽  
Classical Solutions ◽  
Mean Field Games ◽  
Quadratic Mean

AbstractWe investigate the existence of classical solutions to second-order quadratic Mean-Field Games systems with local and strongly decreasing couplings of the form $$-\sigma m^\alpha $$ - σ m α ,$$\alpha \ge 2/N$$ α ≥ 2 / N , where m is the population density and N is the dimension of the state space. We prove the existence of solutions under the assumption that $$\sigma $$ σ is small enough. For large $$\sigma $$ σ , we show that existence may fail whenever the time horizon T is large.

scholarly journals Mean field games under invariance conditions for the state space

2019 ◽  
Vol 45 (2) ◽  
pp. 146-190
Author(s):  
Alessio Porretta ◽  
Michele Ricciardi
Keyword(s):  
State Space ◽  
Mean Field ◽  
The State ◽  
Mean Field Games

scholarly journals Lax connection and conserved quantities of quadratic mean field games

2021 ◽  
Vol 62 (8) ◽  
pp. 083302
Author(s):  
Thibault Bonnemain ◽  
Thierry Gobron ◽  
Denis Ullmo
Keyword(s):  
Mean Field ◽  
Mean Field Games ◽  
Conserved Quantities ◽  
Quadratic Mean

scholarly journals Quantum Mean-Field Games with the Observations of Counting Type

Games ◽  
2021 ◽  
Vol 12 (1) ◽  
pp. 7
Author(s):  
Vassili N. Kolokoltsov
Keyword(s):  
Game Theory ◽  
Nash Equilibrium ◽  
Open Problem ◽  
Existence And Uniqueness ◽  
Existence Of Solutions ◽  
Mean Field ◽  
Mean Field Games ◽  
Quantum Game ◽  
Quantum Games ◽  
Interesting Open Problem

Quantum games and mean-field games (MFG) represent two important new branches of game theory. In a recent paper the author developed quantum MFGs merging these two branches. These quantum MFGs were based on the theory of continuous quantum observations and filtering of diffusive type. In the present paper we develop the analogous quantum MFG theory based on continuous quantum observations and filtering of counting type. However, proving existence and uniqueness of the solutions for resulting limiting forward-backward system based on jump-type processes on manifolds seems to be more complicated than for diffusions. In this paper we only prove that if a solution exists, then it gives an ϵ-Nash equilibrium for the corresponding N-player quantum game. The existence of solutions is suggested as an interesting open problem.

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

2015 ◽  
Vol 92 (3) ◽  
pp. 778-799 ◽  
Author(s):  
Diogo A. Gomes ◽  
Vardan K. Voskanyan
Keyword(s):  
Existence Of Solutions ◽  
Mean Field ◽  
Mean Field Games ◽  
Short Time ◽  
Time Existence

scholarly journals On the implementation of a primal-dual algorithm for second order time-dependent Mean Field Games with local couplings

2019 ◽  
Vol 65 ◽  
pp. 330-348
Author(s):  
L. Briceño-Arias ◽  
D. Kalise ◽  
Z. Kobeissi ◽  
M. Laurière ◽  
Á. Mateos González ◽  
...  
Keyword(s):  
Mean Field ◽  
Iterative Algorithms ◽  
Variational Problems ◽  
Stationary Problem ◽  
Time Dependent ◽  
Mean Field Games ◽  
Dual Algorithm ◽  
System Solution ◽  
Primal Dual ◽  
Preconditioned Iterative

We study a numerical approximation of a time-dependent Mean Field Game (MFG) system with local couplings. The discretization we consider stems from a variational approach described in [14] for the stationary problem and leads to the finite difference scheme introduced by Achdou and Capuzzo-Dolcetta in [3]. In order to solve the finite dimensional variational problems, in [14] the authors implement the primal-dual algorithm introduced by Chambolle and Pock in [20], whose core consists in iteratively solving linear systems and applying a proximity operator. We apply that method to time-dependent MFG and, for large viscosity parameters, we improve the linear system solution by replacing the direct approach used in [14] by suitable preconditioned iterative algorithms.

scholarly journals Mean field games models of segregation

2017 ◽  
Vol 27 (01) ◽  
pp. 75-113 ◽  
Author(s):  
Yves Achdou ◽  
Martino Bardi ◽  
Marco Cirant
Keyword(s):  
Numerical Methods ◽  
Existence Of Solutions ◽  
Large Population ◽  
Mean Field ◽  
Mean Field Games ◽  
Residential Choice ◽  
Urban Settlements ◽  
Thomas Schelling ◽  
Two Populations ◽  
Large Population Limit

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. For static games, a large population limit is proved. For differential games with noise, the existence of solutions is established for the systems of partial differential equations of MFG theory, in the stationary and in the evolutive case. Numerical methods are proposed with several simulations. In the examples and in the numerical results, particular emphasis is put on the phenomenon of segregation between the populations.

A state-dependent lifetime process of individuals subject to external perturbations

1980 ◽  
Vol 17 (04) ◽  
pp. 922-938
Author(s):  
Wolfgang Mergenthaler
Keyword(s):  
Ionizing Radiation ◽  
State Space ◽  
Lifetime Distribution ◽  
The State ◽  
Time Dependent ◽  
Biological Cell ◽  
Regeneration Time ◽  
External Perturbations ◽  
State Dependent ◽  
The Mean

We consider an individual which ultimately dies or divides, and whose state is subject to drift and jumps caused by external perturbations. The mortality and division rates being state-dependent, the present paper deals with the time-dependent distribution of the individual's position in the state-space and with its lifetime distribution. The results are applied to a model of a biological cell which is exposed to ionizing radiation. Under certain conditions on the parameters of the type of perturbation one can show that the division probability decreases and the mean regeneration time increases with increasing frequency and ‘effect' of the perturbations.

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