Related papers: Time dependent mean-field games in the subquadrati…
In this paper, we study a class of linear-quadratic (LQ) mean-field games in which the individual control process is constrained in a closed convex subset $\Gamma$ of full space $\mathbb{R}^m$. The decentralized strategies and consistency…
In this article, we provide a comprehensive study of the linear-quadratic mean field games via the adjoint equation approach; although the problem has been considered in the literature by Huang, Caines and Malhame (HCM, 2007a), their method…
We consider the one-dimensional stationary first-order mean-field game (MFG) system with the coupling between the Hamilton-Jacobi equation and the transport equation. In both cases that the coupling is strictly increasing and decreasing…
We revisit the derivation of the time-dependent Hartree-Fock equation for interacting fermions in a regime coupling a mean-field and a semiclassical scaling, contributing two comments to the result obtained in 2014 by Benedikter, Porta, and…
The Hamiltonian approach to the quantum field theory is considered. Since there are additional difficulties such as the Haag theorem and Stueckelberg divergences, renormalization of the time-dependent dynamical quantum field theory is much…
We analyze a fractional mean field game of controls system, showing existence of solutions when the order of the fractional Laplacian is $s\in(\frac{1}{2},1)$. Here the running cost depends on the distribution $\mu$ of not only the states…
We provide a thorough study of a general class of linear-quadratic extended mean field games and control problems in any dimensions where the mean field terms are allowed to be unbounded and there are also presence of cross terms in the…
This paper studies the relation between equilibria in single-period, discrete-time and continuous-time mean field game models. First, for single-period mean field games, we establish the existence of equilibria and then prove the…
The framework of Mean-field Games (MFGs) is used for modelling the collective dynamics of large populations of non-cooperative decision-making agents. We formulate and analyze a kinetic MFG model for an interacting system of non-cooperative…
We prove stochastic homogenization for a class of non-convex and non-coercive first-order Hamilton-Jacobi equations in a finite-range-dependence environment for Hamiltonians that can be expressed by a max-min formula. Exploiting the…
In this paper, we consider a class of infinitely degenerate partial differential systems to obtain the Nash equilibria in the mean field games. The degeneracy in the diffusion and the Hamiltonian may be different. This feature brings…
The method of adiabatic invariants for time dependent Hamiltonians is applied to a massive scalar field in a de Sitter space-time. The scalar field ground state, its Fock space and coherent states are constructed and related to the particle…
We study the asymptotic behavior of solutions to the constrained MFG system as the time horizon $T$ goes to infinity. For this purpose, we analyze first Hamilton-Jacobi equations with state constraints from the viewpoint of weak KAM theory,…
This work focuses on the rate of convergence for singular perturbation problems for first-order Hamilton-Jacobi equations. As an application we derive the rate of convergence for singularly perturbed two-players zero-sum deterministic…
We propose a new approach to mean field games with major and minor players. Our formulation involves a two player game where the optimization of the representative minor player is standard while the major player faces an optimization over…
Simulating physical systems has been an important application of classical and quantum computers. In this article we present an efficient classical algorithm for simulating time-dependent quantum mechanical Hamiltonians over constant…
In this paper we solve the eigenvalue problem of stochastic Hamiltonian system with boundary conditions. Firstly, we extend the results in S. Peng \cite{peng} from time-invariant case to time-dependent case, proving the existence of a…
Beginning with the principle that a closed mechanical composite system is timeless, time can be defined by the regular changes in a suitable position coordinate (clock) in the observing part, when one part of the closed composite observes…
We develop a semiclassical approximation scheme for the constraint equations of supersymmetric canonical quantum gravity. This is achieved by a Born-Oppenheimer type of expansion, in analogy to the case of the usual Wheeler-DeWitt equation.…
An $N$-dimensional nonlinear Fokker-Planck equation is investigated here by considering the time dependence of the coefficients, where drift-controlled and source terms are present. We exhibit the exact solution based on the generalized…