Related papers: Master equation for the finite state space plannin…
This paper studies a one-dimensional Mean-Field Planning (MFP) system with a non-local, rank-based coupling. Using a potential formulation, we rewrite the system as an associated scalar partial differential equation. We prove an equivalence…
The aim of this paper is to determine quantum master and filter equations for systems coupled to continuous-mode single photon fields. The system and field are described using a quantum stochastic unitary model, where the continuous-mode…
We consider a system of mean field games with local coupling in the deterministic limit. Under general structure conditions on the Hamiltonian and coupling, we prove existence and uniqueness of the weak solution, characterizing this…
We present a novel framework for mean field games with finite state space and common noise, where the common noise is given through shocks that occur at random times. We first analyze the game for up to $n$ shocks, in which case we are able…
We consider solutions satisfying the zero Neumann boundary condition and a linearized mean field game equation in $\Omega \times (0,T)$ whose principal coefficients depend on the time and spatial variables with general Hamiltonian, where…
In his lectures at College de France, P.L. Lions introduced the concept of Master equation, see [5] for Mean Field Games. It is introduced in a heuristic fashion, from the system of partial differential equations, associated to a Nash…
In this article, by using several new crucial {\it a priori} estimates which are still absent in the literature, we provide a comprehensive resolution of the first order generic mean field type control problems and also establish the…
This paper considers mean field games in a multi-agent Markov decision process (MDP) framework. Each player has a continuum state and binary action, and benefits from the improvement of the condition of the overall population. Based on an…
We study a free boundary problem which arises as the continuum version of a stochastic particles system in the context of Fourier law. Local existence and uniqueness of the classical solution are well known in the literature of free…
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 derive the stochastic master equations, that is to say, quantum filters, and master equations for an arbitrary quantum system probed by a continuous-mode bosonic input field in two types of non-classical states. Specifically, we consider…
By means of variational methods, in this paper, we establish sharp existence results for solutions of the master equations governing `fractional multiple vortices.' In the doubly periodic situation, the conditions for existence are both…
We prove well-posedness results for the solution to an initial and boundary-value problem for an Allen-Cahn type equation describing the phenomenon of phase transitions for a material contained in a bounded and regular domain. The dynamic…
In this paper we consider symmetric games where a large number of players can be in any one of d states. We derive a limiting mean field model and characterize its main properties. This mean field limit is a system of coupled ordinary…
This paper study a type of fully coupled mean-field forward-backward stochastic differential equations with jumps under the monotonicity condition, including the existence and the uniqueness of the solution of our equation as well as the…
The objective of this paper is to weaken the Lipschitz condition to a monotonicity condition and to study the corresponding Pontryagin stochastic maximum principle (SMP) for a mean-field optimal control problem under monotonicity…
We present examples of equations arising in the theory of mean field games that can be reduced to a system in smaller dimensions. Such examples come up in certain applications, and they can be used as modeling tools to numerically…
This paper aims to develop the stability theory for singular stochastic Markov jump systems with state-dependent noise, including both continuous- and discrete-time cases. The sufficient conditions for the existence and uniqueness of a…
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…
In this paper we prove the nonlinear orbital stability of a large class of steady states solutions to the Hamiltonian Mean Field (HMF) system with a Poisson interaction potential. These steady states are obtained as minimizers of an energy…