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Forcing finite state mean field games by a relevant form of common noise is a subtle issue, which has been addressed only recently. Among others, one possible way is to subject the simplex valued dynamics of an equilibrium by a so-called…

Randomized smoothing is a widely adopted technique for optimizing nonsmooth objective functions. However, its efficiency analysis typically relies on global Lipschitz continuity, a condition rarely met in practical applications. To address…

Continuous games are multiplayer games in which strategy sets are compact and utility functions are continuous. These games typically have a highly complicated structure of Nash equilibria, and numerical methods for the equilibrium…

Establishing the existence of Nash equilibria for partially observed stochastic dynamic games is known to be quite challenging, with the difficulties stemming from the noisy nature of the measurements available to individual players…

In this paper, we show that the value functions of mean field control problems with common noise are the unique viscosity solutions to fully second-order Hamilton-Jacobi-Bellman equations, in a Crandall-Lions-like framework. We allow the…

This paper solves the global well-posedness and stability problem on a special $2\frac12$-D compressible viscous non-resistive MHD system near a steady-state solution. The steady-state here consists of a positive constant density and a…

We introduce a simple class of mean field games with absorbing boundary over a finite time horizon. In the corresponding $N$-player games, the evolution of players' states is described by a system of weakly interacting It\^o equations with…

We consider the Cauchy problem for strictly hyperbolic $m$-th order partial differential equations with coefficients low-regular in time and smooth in space. It is well-known that the problem is $L^2$ well-posed in the case of Lipschitz…

Several recent works in online optimization and game dynamics have established strong negative complexity results including the formal emergence of instability and chaos even in small such settings, e.g., $2\times 2$ games. These results…

This paper is devoted to studying the well-posedness, (conditional) conservation of magnetic helicity, inviscid limit and asymptotic stability of the generalized Navier-Stokes-Maxwell equations (NSM) under the Hall effect in two and three…

We study a particular class of mean field games whose solutions can be formally connected to a scalar transport equation on the Wasserstein space of measures. For this class, we construct some interesting explicit examples of non-uniqueness…

Traditional mean-field game (MFG) solvers operate on an instance-by-instance basis, which becomes infeasible when many related problems must be solved (e.g., for seeking a robust description of the solution under perturbations of the…

We here address the question of restoration of uniqueness in mean-field games deriving from deterministic differential games with a large number of players. The general strategy for restoring uniqueness is inspired from earlier similar…

We study the optimization of non-convex functions that are not necessarily smooth (gradient and/or Hessian are Lipschitz) using first order methods. Smoothness is a restrictive assumption in machine learning in both theory and practice,…

The theory of Monotone Comparative Statics (MCS) has traditionally required a lattice structure, excluding certain multidimensional environments such as mixed-strategy games where this property fails. We show that this structure is not…

This paper resolves the global regularity problem for the three-dimensional compressible magnetohydrodynamics (MHD) equations in the three-dimensional whole space, in the presence of a background magnetic field. Motivated by geophysical…

The subject of this article is the introduction of a new concept of well-posedness of Bayesian inverse problems. The conventional concept of (Lipschitz, Hellinger) well-posedness in [Stuart 2010, Acta Numerica 19, pp. 451-559] is difficult…

Smoothness is crucial for attaining fast rates in first-order optimization. However, many optimization problems in modern machine learning involve non-smooth objectives. Recent studies relax the smoothness assumption by allowing 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 designs of many large-scale systems today, from traffic routing environments to smart grids, rely on game-theoretic equilibrium concepts. However, as the size of an $N$-player game typically grows exponentially with $N$, standard game…