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We analyze a diffuse interface model for multi-phase flows of $N$ incompressible, viscous Newtonian fluids with different densities. In the case of a bounded and sufficiently smooth domain existence of weak solutions in two and three space…

Analysis of PDEs · Mathematics 2024-01-15 Helmut Abels , Harald Garcke , Andrea Poiatti

We consider time-dependent viscous Mean-Field Games systems in the case of local, decreasing and unbounded coupling. These systems arise in mean-field game theory, and describe Nash equilibria of games with a large number of agents aiming…

Analysis of PDEs · Mathematics 2017-04-14 Marco Cirant , Daniela Tonon

We formulate a class of mean field games on a finite state space with variational principles resembling those in continuous-state mean field games. We construct a controlled continuity equation featuring a nonlinear activation function on…

Optimization and Control · Mathematics 2023-10-10 Yuan Gao , Wuchen Li , Jian-Guo Liu

Simulation of stochastic spatially-extended systems is a challenging problem. The fundamental quantities in these models are individual entities such as molecules, cells, or animals, which move and react in a random manner. In big systems,…

Quantitative Methods · Quantitative Biology 2024-09-24 Tomás Alarcón , Natalia Briñas-Pascual , Juan Calvo , Pilar Guerrero , Daria Stepanova

We study the short-time existence and uniqueness of solutions to a coupled system of partial differential equations arising in mean field game theory. It has the generic form $$ \left\{ \begin{array}{c} -\partial_t u - \Delta u +…

Analysis of PDEs · Mathematics 2015-03-27 Philip Jameson Graber

Stochastic modeling has become a popular approach to quantify uncertainty in flows through heterogeneous porous media. The uncertainty in heterogeneous structure properties is often parameterized by a high-dimensional random variable. This…

Numerical Analysis · Mathematics 2013-10-22 Lijian Jiang , J. David Moulton , Jia Wei

In this paper, we study the dual representation for generalized multiple stopping problems, hence the pricing problem of general multiple exercise options. We derive a dual representation which allows for cashflows which are subject to…

Computational Finance · Quantitative Finance 2011-12-13 Christian Bender , John Schoenmakers , Jianing Zhang

This paper examines the integration of computational complexity into game theoretic models. The example focused on is the Prisoner's Dilemma, repeated for a finite length of time. We show that a minimal bound on the players' computational…

Computer Science and Game Theory · Computer Science 2007-05-23 Yishay Mor , Jeffrey S. Rosenschein

In this paper, we address the inverse problem for linear-quadratic differential non-cooperative games with output-feedback. Given players' stabilizing feedback laws, the goal is to find cost function parameters that lead to a game for which…

Optimization and Control · Mathematics 2024-10-27 Emin Martirosyan , Ming Cao

In this letter, we study a class of linear-quadratic mean-field-type difference games with coupled affine inequality constraints. We show that the mean-field-type equilibrium can be characterized by the existence of a multiplier process…

Optimization and Control · Mathematics 2025-10-06 Partha Sarathi Mohapatra , Puduru Viswanadha Reddy

This work considers designing an unmanned target hunting system for a swarm of unmanned underwater vehicles (UUVs) to hunt a target with high maneuverability. Differential game theory is used to analyze combat policies of UUVs and the…

Systems and Control · Electrical Eng. & Systems 2022-02-02 Wei Wei , JingJing Wang , Jun Du , Zhengru Fang , Chunxiao Jiang , Yong Ren

In this paper, we study systems of nonlinear second-order variational inequalities with interconnected bilateral obstacles with non-local terms. They are of min-max and max-min types and related to a multiple modes zero-sum switching game…

Probability · Mathematics 2017-04-06 Said Hamadene , Xuzhe Zhao

In the present paper, we consider a class of two players infinite horizon differential games, with piecewise smooth costs exponentially discounted in time. Through the analysis of the value functions, we study in which cases it is possible…

Analysis of PDEs · Mathematics 2014-08-07 Fabio S. Priuli

We study the uniqueness of solutions to systems of PDEs arising in Mean Field Games with several populations of agents and Neumann boundary conditions. The main assumption requires the smallness of some data, e.g., the length of the time…

Analysis of PDEs · Mathematics 2017-09-08 Martino Bardi , Marco Cirant

Recent techniques based on Mean Field Games (MFGs) allow the scalable analysis of multi-player games with many similar, rational agents. However, standard MFGs remain limited to homogeneous players that weakly influence each other, and…

Computer Science and Game Theory · Computer Science 2023-12-19 Kai Cui , Gökçe Dayanıklı , Mathieu Laurière , Matthieu Geist , Olivier Pietquin , Heinz Koeppl

Correlated many-fermion systems emerge in a broad range of phenomena in warm dense matter, plasmonics, and ultracold atoms. Quantum hydrodynamics (QHD) complements common first-principles methods for many-fermion systems and enables…

Plasma Physics · Physics 2022-02-17 Zh. A. Moldabekov , T. Dornheim , G. Gregori , F. Graziani , M. Bonitz , A. Cangi

We consider optimal control of fractional in time (subdiffusive, i.e., for $% 0<\gamma <1$) semilinear parabolic PDEs associated with various notions of diffusion operators in an unifying fashion. Under general assumptions on the…

Optimization and Control · Mathematics 2021-10-08 Harbir Antil , Ciprian G. Gal , Mahamadi Warma

Conventional Mean-field games/control study the behavior of a large number of rational agents moving in the Euclidean spaces. In this work, we explore the mean-field games on Riemannian manifolds. We formulate the mean-field game Nash…

Optimization and Control · Mathematics 2023-04-26 Jiajia Yu , Rongjie Lai , Wuchen Li , Stanley Osher

This letter employs differential game theory to address the defense problem of a circular target area with perception constraints, involving a single defender and a single attacker. The defender is restricted to moving along the perimeter,…

Optimization and Control · Mathematics 2025-09-16 Xinyi Zhu , Jiali Wang , Yang Tang , Fangfei Li , Yan Zhu

We study a class of quadratic, infinite-dimensional dynamical systems, inspired by models for viscoelastic fluids. We prove that these equations define a semi-flow on the cone of positive, essentially bounded functions. As time tends to…

Dynamical Systems · Mathematics 2007-10-15 Guy Katriel , Raz Kupferman , Edriss S. Titi