Related papers: A variational approach to the mean field planning …
We derive a framework to compute optimal controls for problems with states in the space of probability measures. Since many optimal control problems constrained by a system of ordinary differential equations (ODE) modelling interacting…
In this paper we study evolutive first order Mean Field Games in the Heisenberg group; each agent can move in the whole space but it has to follow "horizontal" trajectories which are given in terms of the vector fields generating the group…
We determine the large-time behavior of unbounded solutions for the so-called viscous Hamilton Jacobi equation, $u_t - \Delta u + |Du|^m = f(x)$, in the quadratic and subquadratic cases (i.e., for $1<m\leq 2$), with a particular focus on…
Traditional solvable optimal control theory predominantly focuses on quadratic costs due to their analytical tractability, yet they often fail to capture critical non-linearities inherent in real-world systems including water, energy,…
In this paper, we study a linear-quadratic optimal control problem for mean-field stochastic differential equations driven by a Poisson random martingale measure and a multidimensional Brownian motion. Firstly, the existence and uniqueness…
We propose a family of optimization methods that achieve linear convergence using first-order gradient information and constant step sizes on a class of convex functions much larger than the smooth and strongly convex ones. This larger…
Mean-field variational inference is a method for approximate Bayesian posterior inference. It approximates a full posterior distribution with a factorized set of distributions by maximizing a lower bound on the marginal likelihood. This…
In this paper, we address the problem of modeling the traffic flow of a heritage city whose streets are represented by a network. We consider a mean field approach where the standard forward backward system of equations is also intertwined…
We show that the algorithm to extract diverse M -solutions from a Conditional Random Field (called divMbest [1]) takes exactly the form of a Herding procedure [2], i.e. a deterministic dynamical system that produces a sequence of hypotheses…
We discuss a non-equilibrium dynamical mean-field framework for simulating inhomogeneous Hubbard models with local disorders. Our approach treats electron interactions and disorders on equal footing, by considering only local dynamical…
We revisit the global existence of solutions with some large perturbations to the incompressible, viscous, and non-resistive MHD system in a three-dimensional periodic domain, where the impressed magnetic field satisfies the Diophantine…
We explore a mechanism of decision-making in Mean Field Games with myopic players. At each instant, agents set a strategy which optimizes their expected future cost by assuming their environment as immutable. As the system evolves, the…
We study a specific class of finite-horizon mean field optimal stopping problems by means of the dynamic programming approach. In particular, we consider problems where the state process is not affected by the stopping time. Such problems…
In this paper we study evolutive first order Mean Field Games in the Heisenberg group~$\He^1$; each agent can move only along "horizontal" trajectories which are given in terms of the vector fields generating~$\He^1$ and the kinetic part of…
In this work, an exact solution to a new generalized nonlinear KdV partial differential equations has been investigated using homotopy analysis techniques. The mentioned partial differential equation has been solved using homotopy…
The study of the normalized sum of random variables and its asymptotic behaviour has been and continues to be a central chapter in probability and statistical mechanics. When those variables are independent the central limit theorem ensures…
In the paper, we consider a path-dependent Hamilton-Jacobi equation with coinvariant derivatives over the space of continuous functions. Such equations arise from optimal control problems and differential games for time-delay systems. We…
In this paper, we study a class of first-order mean-field games (MFGs) that model price formation. Using Poincar{\'e} Lemma, we eliminate one of the equations and obtain a variational problem for a single function. This variational problem…
We consider a Cauchy problem for a Hamilton--Jacobi equation with coinvariant derivatives of an order $\alpha \in (0, 1)$. Such problems arise naturally in optimal control problems for dynamical systems which evolution is described by…
A new stochastic control problem of population dynamics under partial observation is formulated and analyzed both mathematically and numerically, with an emphasis on environmental and ecological problems. The decision-maker can only…