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1. Synchronization in a Kuramoto mean field game

   https://doi.org/10.1080/03605302.2023.2264611  

   Carmona, Rene; Cormier, Quentin; Soner, H Mete (September 2023, Communications in Partial Differential Equations)

   The classical Kuramoto model is studied in the setting of an infinite horizon mean field game. The system is shown to exhibit both syn- chronization and phase transition. Incoherence below a critical value of the interaction parameter is demonstrated by the stability of the uni- form distribution. Above this value, the game bifurcates and develops self-organizing time homogeneous Nash equilibria. As interactions get stronger, these stationary solutions become fully synchronized. Results are proved by an amalgam of techniques from nonlinear partial dif- ferential equations, viscosity solutions, stochastic optimal control and stochastic processes. ARTICLE HISTORY Received 23 October 2022 Accepted 17 June 2023 KEYWORDS Mean field games; Kuramoto model; synchronization; viscosity solutions 2020 MATHEMATICS SUBJECT CLASSIFICATION 35Q89; 35D40; 39N80; 91A16; 92B25 1. Introduction Originally motivated by systems of chemical and biological oscillators, the classical Kuramoto model [1] has found an amazing range of applications from neuroscience to Josephson junctions in superconductors, and has become a key mathematical model to describe self organization in complex systems. These autonomous oscillators are coupled through a nonlinear interaction term which plays a central role in the long time behavior of the system. While the system is unsynchronized when this term is not sufficiently strong, fascinatingly they exhibit an abrupt transition to self organization above a critical value of the interaction parameter. Synchronization is an emergent property that occurs in a broad range of complex systems such as neural signals, heart beats, fire-fly lights and circadian rhythms, and the Kuramoto dynamical system is widely used as the main phenomenological model. Expository papers [2, 3] and the references therein provide an excellent introduction to the model and its applications. The analysis of the coupled Kuramoto oscillators through a mean field game formalism is first explored by [4, 5] proving bifurcation from incoherence to coordination by a formal linearization and a spectral argument. [6] further develops this analysis in their application to a jet-lag recovery model. We follow these pioneering studies and analyze the Kuramoto model as a discounted infinite horizon stochastic game in the limit when the number of oscillators goes to infinity. We treat the system of oscillators as an infinite particle system, but instead of positing the dynamics of the particles, we let the individual particles endogenously determine their behaviors by minimizing a cost functional and hopefully, settling in a Nash equilibrium. Once the search for equilibrium is recast in this way, equilibria are given by solutions of nonlinear systems. Analytically, they are characterized by a backward dynamic CONTACT H. Mete Soner soner@princeton.edu Department of Operations Research and Financial Engineering, Prince- ton University, Princeton, NJ, 08540, USA. © 2023 Taylor & Francis Group, LLC 

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2. Optimal Control of Velocity and Nonlocal Interactions in the Mean-Field Kuramoto Model

   https://doi.org/10.23919/ACC53348.2022.9867715  

   Sinigaglia, Carlo; Braghin, Francesco; Berman, Spring (June 2022, 2022 American Control Conference (ACC))

   In this paper, we investigate how the self-synchronization property of a swarm of Kuramoto oscillators can be controlled and exploited to achieve target densities and target phase coherence. In the limit of an infinite number of oscillators, the collective dynamics of the agents’ density is described by a mean-field model in the form of a nonlocal PDE, where the nonlocality arises from the synchronization mechanism. In this mean-field setting, we introduce two space-time dependent control inputs to affect the density of the oscillators: an angular velocity field that corresponds to a state feedback law for individual agents, and a control parameter that modulates the strength of agent interactions over space and time, i.e., a multiplicative control with respect to the integral nonlocal term. We frame the density tracking problem as a PDE-constrained optimization problem. The controlled synchronization and phase-locking are measured with classical polar order metrics. After establishing the mass conservation property of the mean-field model and bounds on its nonlocal term, a system of first-order necessary conditions for optimality is recovered using a Lagrangian method. The optimality system, comprising a nonlocal PDE for the state dynamics equation, the respective nonlocal adjoint dynamics, and the Euler equation, is solved iteratively following a standard Optimize-then-Discretize approach and an efficient numerical solver based on spectral methods. We demonstrate our approach for each of the two control inputs in simulation. 

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3. On non-unique solutions in mean field games

   https://doi.org/10.1109/CDC40024.2019.9029906  

   Hajek, Bruce; Livesay, Michael (December 2019, 2019 58th Conference on Decision and Control)

   The theory of mean field games is a tool to understand noncooperative dynamic stochastic games with a large number of players. Much of the theory has evolved under conditions ensuring uniqueness of the mean field game Nash equilibrium. However, in some situations, typically involving symmetry breaking, non-uniqueness of solutions is an essential feature. To investigate the nature of non-unique solutions, this paper focuses on the technically simple setting where players have one of two states, with continuous time dynamics, and the game is symmetric in the players, and players are restricted to using Markov strategies. All the mean field game Nash equilibria are identified for a symmetric follow the crowd game. Such equilibria correspond to symmetric $$\epsilon$$-Nash Markov equilibria for $$N$$ players with $$\epsilon$$ converging to zero as $$N$$ goes to infinity. In contrast to the mean field game, there is a unique Nash equilibrium for finite $N.$ It is shown that fluid limits arising from the Nash equilibria for finite $$N$$ as $$N$$ goes to infinity are mean field game Nash equilibria, and evidence is given supporting the conjecture that such limits, among all mean field game Nash equilibria, are the ones that are stable fixed points of the mean field best response mapping. 

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4. Finite State Mean Field Games with Major and Minor Players

   Rene Carmona, Peiqi Wang (July 2018, arXiv.org)

   The goal of the paper is to develop the theory of finite state mean field games with major and minor players when the state space of the game is finite. We introduce the finite player games and derive a mean field game formulation in the limit when the number of minor players tends to infinity. In this limit, we prove that the value functions of the optimization problems are viscosity solutions of PIDEs of the HJB type, and we construct the best responses for both types of players. From there, we prove existence of Nash equilibria under reasonable assumptions. Finally we prove that a form of propagation of chaos holds in the present context and use this result to prove existence of approximate Nash equilibria for the finite player games from the solutions of the mean field games. this vindicate our formulation of the mean field game problem. 

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5. Mean field game master equations with anti-monotonicity conditions

   https://doi.org/10.4171/jems/1455  

   Mou, Chenchen; Zhang, Jianfeng (September 2025, Journal of the European Mathematical Society)

   It is well known that the monotonicity condition, either in Lasry–Lions sense or in displacement sense, is crucial for the global well-posedness of mean field game master equations, as well as for the uniqueness of mean field equilibria and solutions to mean field game systems. In the literature, the monotonicity conditions are always taken in a fixed direction. In this paper, we propose a new type of monotonicity condition in the opposite direction, which we call the anti-monotonicity condition, and establish the global well-posedness for mean field game master equations with non-separable Hamiltonians. Our anti-monotonicity condition allows our data to violate both the Lasry–Lions monotonicity and the displacement monotonicity conditions. 

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