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 …

A Time-Fractional Mean-Field Control Modeling Subdiffusive Advective Transport

X Zheng, Z Yang, W Li, H Wang - SIAM Journal on Scientific Computing, 2023 - SIAM
A time-fractional mean-field control (MFC) is developed for a prototype model of accidental
spill of a hazardous contaminant in subsurface porous media, which is a representative and …

[HTML][HTML] On fractional and nonlocal parabolic mean field games in the whole space

O Ersland, ER Jakobsen - Journal of Differential Equations, 2021 - Elsevier
Abstract We study Mean Field Games (MFGs) driven by a large class of nonlocal, fractional
and anomalous diffusions in the whole space. These non-Gaussian diffusions are pure jump …

[HTML][HTML] Existence and regularity results for viscous Hamilton–Jacobi equations with Caputo time-fractional derivative

F Camilli, A Goffi - Nonlinear Differential Equations and Applications …, 2020 - Springer
We study existence, uniqueness and regularity properties of classical solutions to viscous
Hamilton–Jacobi equations with Caputo time-fractional derivative. Our study relies on a …

[HTML][HTML] Approximation of a mean field game problem with Caputo time-fractional derivative

A Lapin, S Lapin, S Zhang - Lobachevskii Journal of Mathematics, 2021 - Springer
A mean field game model in the interpretation of optimal control is investigated theoretically
and numerically. This is the problem of minimizing a non-convex and non-coercive objective …

Approximation of an optimal control problem for the time-fractional Fokker-Planck equation

F Camilli, S Duisembay, Q Tang - arXiv preprint arXiv:2006.03518, 2020 - arxiv.org
In this paper, we study the numerical approximation of a system of PDEs with fractional time
derivatives. This system is derived from an optimal control problem for a time-fractional …

On an optimal control problem of time-fractional advection-diffusion equation.

Q Tang - Discrete & Continuous Dynamical Systems-Series …, 2020 - search.ebscohost.com
We consider an optimal control problem of an advection-diffusion equation with Caputo time-
fractional derivative. By convex duality method we obtain as optimality condition a forward …

On fully nonlinear parabolic mean field games with nonlocal and local diffusions

I Chowdhury, ER Jakobsen, M Krupski - SIAM Journal on Mathematical …, 2024 - SIAM
We introduce a class of fully nonlinear mean field games posed in. We justify that they are
related to controlled local or nonlocal diffusions, and more generally in our setting, to a new …

Wasserstein gradient flow formulation of the time-fractional Fokker-Planck equation

MH Duong, B Jin - arXiv preprint arXiv:1908.09055, 2019 - arxiv.org
In this work, we investigate a variational formulation for a time-fractional Fokker-Planck
equation which arises in the study of complex physical systems involving anomalously slow …

[HTML][HTML] Variational time-fractional mean field games

Q Tang, F Camilli - Dynamic Games and Applications, 2020 - Springer
We consider the variational structure of a time-fractional second-order mean field games
(MFG) system. The MFG system consists of time-fractional Fokker–Planck and Hamilton …