Related papers: Variational time-fractional Mean Field Games
The mean field games system is a coupled pair of nonlinear partial differential equations arising in differential game theory, as a limit as the number of agents tends to infinity. We prove existence and uniqueness of classical solutions…
The search for more realistic modeling of financial time series reveals several stylized facts of real markets. In this work we focus on the multifractal properties found in price and index signals. Although the usual Minority Game (MG)…
This paper considers mean field games with optimal stopping time (OSMFGs) where agents make optimal exit decisions, the coupled obstacle and Fokker-Planck equations in such models pose challenges versus classic MFGs. This paper proposes a…
We investigate mean-field games (MFG) in which agents can actively control their speed of access to information. Specifically, the agents can dynamically decide to obtain observations with reduced delay by accepting higher observation…
We prove a rate of convergence for finite element approximations of stationary, second-order mean field games with nondifferentiable Hamiltonians posed in general bounded polytopal Lipschitz domains with strongly monotone running costs. In…
In this paper, we focus on stationary (ergodic) mean-field games (MFGs). These games arise in the study of the long-time behavior of finite-horizon MFGs. Motivated by a prior scheme for Hamilton-Jacobi equations introduced in Aubry-Mather's…
We study a numerical approximation of a time-dependent Mean Field Game (MFG) system with local couplings. The discretization we consider stems from a variational approach described in [Briceno-Arias, Kalise, and Silva, SIAM J. Control…
Mean field games (MFG) and mean field control (MFC) are critical classes of multi-agent models for efficient analysis of massive populations of interacting agents. Their areas of application span topics in economics, finance, game theory,…
In this paper we present multivariate space-time fractional Poisson processes by considering common random time-changes of a (finite-dimensional) vector of independent classical (non-fractional) Poisson processes. In some cases we also…
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 propose a novel mean field games (MFGs) based GAN(generative adversarial network) framework. To be specific, we utilize the Hopf formula in density space to rewrite MFGs as a primal-dual problem so that we are able to train the model via…
The nonequilibrium variational-cluster approach is applied to study the real-time dynamics of the double occupancy in the one-dimensional Fermi-Hubbard model after different fast changes of hopping parameters. A simple reference system,…
The time-fractional optimal transport (OT) and mean-field planning (MFP) models are developed to describe the anomalous transport of the agents in a heterogeneous environment such that their densities are transported from the initial…
In this paper, we derive the time-fractional Cahn-Hilliard equation from continuum mixture theory with a modification of Fick's law of diffusion. This model describes the process of phase separation with nonlocal memory effects. We analyze…
This paper discusses the control of coherent structures in turbulent flows, which has broad applications among complex systems in science and technology. Mean field games have been proved a powerful tool and are proposed here to control the…
We investigate an infinite-horizon time-inconsistent mean-field game (MFG) in a discrete time setting. We first present a classic equilibrium for the MFG and its associated existence result. This classic equilibrium aligns with the…
In this work, we investigate a variational formulation for a time-fractional Fokker-Planck equation which arises in the study of complex physical systems involving anomalously slow diffusion. The model involves a fractional-order Caputo…
We study continuous-time heterogeneous agent models cast as Mean Field Games, in the Aiyagari-Bewley-Huggett framework. The model couples a Hamilton-Jacobi-Bellman equation for individual optimization with a Fokker-Planck-Kolmogorov…
In this paper, we study a class of multi-order fractional nonlinear delay systems. Our main contribution is to show the (local or global) Mittag-Leffler stability of systems when some structural assumptions are imposed on the "vector…
This paper investigates a mean-field game (MFG) problem for mean-variance (MV) portfolio management, highlighting a new type of relative performance encoded by the peer-based risk aversion. Specifically, the risk aversion is formulated as a…