Related papers: A variational approach to the mean field planning …
We introduce a class of robust control problems formulated in min-max form, in which the principal agent is viewed as a central planner facing Nature. The agent's cost is a nonlinear function of all its possible realizations, encompassing…
We propose a numerical method to solve general hyperbolic systems in any space dimension using forward Euler time stepping and continuous finite elements on non-uniform grids. The properties of the method are based on the introduction of an…
In this paper, we establish the higher order convergence rates in periodic homogenization of viscous Hamilton-Jacobi equations, which is convex and grows quadratically in the gradient variable. We observe that although the nonlinear…
This article reviews the use of first order convex optimization schemes to solve the discretized dynamic optimal transport problem, initially proposed by Benamou and Brenier. We develop a staggered grid discretization that is well adapted…
We address the multi-agent motion planning problem where interactions, collisions, and congestion co-exist. Conventional game-theoretic planners capture interactions among agents but often converge to conservative, congested equilibria.…
This work proposes an adaptive structure-preserving model order reduction method for finite-dimensional parametrized Hamiltonian systems modeling non-dissipative phenomena. To overcome the slowly decaying Kolmogorov width typical of…
In this paper, we introduce and study a first-order mean-field game obstacle problem. We examine the case of local dependence on the measure under assumptions that include both the logarithmic case and power-like nonlinearities. Since the…
We study a stationary first--order mean field game on the $d$--dimensional torus. The system couples a Hamilton--Jacobi equation for the value function with a transport equation for the density of players. Our goal is to give a detailed and…
Efficient path planning for autonomous mobile robots is a critical problem across numerous domains, where optimizing both time and energy consumption is paramount. This paper introduces a novel methodology that considers the dynamic…
In this paper we focus on a general type of mean-field stochastic control problem with partial observation, in which the coefficients depend in a non-linear way not only on the state process $X_t$ and its control $u_t$ but also on the…
We propose a mean-field optimal control problem for the parameter identification of a given pattern. The cost functional is based on the Wasserstein distance between the probability measures of the modeled and the desired patterns. The…
We discuss methods of Optimal Transportation Theory and its relations to problems in quantum mechanics. This essentially means that the cost function is some Hamiltonian $H(q,p)$ on a phase space (symplectic manifold), and the marginal…
We consider a mean-field control problem in which admissible controls are required to be adapted to the common noise filtration. The main objective is to show how the mean-field control problem can be approximates by time consistent…
We address the problem of optimal path planning for a simple nonholonomic vehicle in the presence of obstacles. Most current approaches are either split hierarchically into global path planning and local collision avoidance, or neglect some…
We consider a stochastic transportation problem between two prescribed probability distributions (a source and a target) over processes with general drift dependence and with free end times. First, and in order to establish a dual…
We investigate time-dependent mean-field games with superquadratic Hamiltonians and a power dependence on the measure. Such problems pose substantial mathematical challenges as the key techniques used in the subquadratic case do not extend…
We propose and investigate a general class of discrete time and finite state space mean field game (MFG) problems with potential structure. Our model incorporates interactions through a congestion term and a price variable. It also allows…
The partial Hamiltonian systems of the form $\dot q^i=\frac{\partial H}{\partial p_i}, \dot p^i=-\frac{\partial H}{\partial q_i}+\Gamma^i(t,q^i,p_i)$ arise widely in different fields of the applied mathematics. The partial Hamiltonian…
We present a geometric algorithm for obtaining consistent solutions to systems of partial differential equations, mainly arising from singular covariant first-order classical field theories. This algorithm gives an intrinsic description of…
Continuity of the value of the martingale optimal transport problem on the real line w.r.t. its marginals was recently established in Backhoff-Veraguas and Pammer [2] and Wiesel [21]. We present a new perspective of this result using the…