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In this paper, we study a nonzero-sum stochastic differential game in Markovian framework. We show the existence of the Nash equilibrium point which is discontinuous and of bang-bang type under natural conditions. The main tool is the…

Optimization and Control · Mathematics 2015-03-10 Said Hamadène , Rui Mu

We show the validity of select existence results for a vector optimization problem, and a variational inequality. More generally, we consider generalized vector quasi-variational inequalities, as well as, fixed point problems on genuine…

Optimization and Control · Mathematics 2015-10-08 G. C. Bento , J. X. Cruz Neto

We study models with three coupled vector fields characterized by $O(N_1)\oplus O(N_2) \oplus O(N_3)$ symmetry. Using the nonperturbative functional renormalization group, we derive $\beta$ functions for the couplings and anomalous…

Statistical Mechanics · Physics 2014-11-21 Astrid Eichhorn , David Mesterházy , Michael M. Scherer

This paper is interested in the problem of optimal stopping in a mean field game context. The notion of mixed solution is introduced to solve the system of partial differential equations which models this kind of problem. This notion…

Analysis of PDEs · Mathematics 2017-06-14 C. Bertucci

We study Markov perfect equilibria in continuous-time dynamic games with finitely many symmetric players. The corresponding Nash system reduces to the Nash-Lasry-Lions equation for the common value function, also known as the master…

Optimization and Control · Mathematics 2025-07-29 Felix Höfer , Mathieu Laurière , H. Mete Soner , Qinxin Yan

The Cauchy problem for a quasilinear system of hyperbolic-parabolic equations is addressed with the method of linearization and fixed point. Coupling between the hyperbolic and parabolic variables is allowed in the linearization and we do…

Analysis of PDEs · Mathematics 2022-12-13 Felipe Angeles

We study weak and strong solutions of nonlinear non-compact operator equations in abstract spaces of adapted random points. The main result of the paper is similar to Schauder's fixed-point theorem for compact operators. The illustrative…

Probability · Mathematics 2022-08-02 Arcady Ponosov

For a well-posed non-selfadjoint indefinite second-order linear elliptic PDE with general coefficients $\mathbf A, \mathbf b,\gamma$ in $L^\infty$ and symmetric and uniformly positive definite coefficient matrix $\mathbf A$, this paper…

Numerical Analysis · Mathematics 2022-03-10 C. Carstensen , Neela Nataraj , Amiya K. Pani

Fixed point algorithms play an important role to compute feasible solutions to the radio power control problems in wireless networks. Although these algorithms are shown to converge to the fixed points that give feasible problem solutions,…

Optimization and Control · Mathematics 2014-04-22 Martin Jakobsson , Carlo Fischione

Strong convergence of a new iterative process based on the Shrinking projection method to a common element of the set of common fixed points of an infinite family of relatively quasi-nonexpansive multivalued mappings and the solution set of…

Functional Analysis · Mathematics 2012-08-21 M. Eslamian

The paper deals with a class of parametrized equilibrium problems, where the objectives of the players do possess nonsmooth terms. The respective Nash equilibria can be characterized via a parameter-dependent variational inequality of the…

Optimization and Control · Mathematics 2019-11-06 Jiří V. Outrata , Jan Valdman

This paper investigates equilibrium points and stability in two synchronous machine configurations: (i) a single generator with an impedance load and (ii) two interconnected machines with co-located loads. We consider both abc and dq…

Systems and Control · Electrical Eng. & Systems 2026-05-07 Maryam Khodabakhshloo , Elizabeth L. Ratnam , Ian R. Petersen

The aim of the present paper is to study the existence, uniqueness and some other properties of solutions of a certain partial dynamic integrodifferential equations. The Banach fixed point theorem and certain fundamental inequality with…

Dynamical Systems · Mathematics 2016-05-03 Deepak B. Pachpatte

The paper investigates two inertial extragradient algorithms for seeking a common solution to a variational inequality problem involving a monotone and Lipschitz continuous mapping and a fixed point problem with a demicontractive mapping in…

Optimization and Control · Mathematics 2023-08-08 Bing Tan , Liya Liu , Xiaolong Qin

In this paper, we investigate infinite horizon jump-diffusion forward-backward stochastic differential equations under some monotonicity conditions. We establish an existence and uniqueness theorem, two stability results and a comparison…

Probability · Mathematics 2016-08-22 Zhiyong Yu

We consider a misspecified optimization problem that requires minimizing a function f(x;q*) over a closed and convex set X where q* is an unknown vector of parameters that may be learnt by a parallel learning process. In this context, We…

Optimization and Control · Mathematics 2015-04-17 Hesam Ahmadi , Uday V. Shanbhag

We model a system of n asymmetric firms selling a homogeneous good in a common market through a pay-as-bid auction. Every producer chooses as its strategy a supply function returning the quantity S(p) that it is willing to sell at a minimum…

Systems and Control · Electrical Eng. & Systems 2023-06-14 Martina Vanelli , Giacomo Como , Fabio Fagnani

We establish the stability under the formations of infimum and of convex combinations of subsolutions of convex Hamilton-Jacobi equations, some comparison and existence results for convex and coercive Hamilton-Jacobi equations with the…

Analysis of PDEs · Mathematics 2020-04-21 Hitoshi Ishii

We consider spatially extended conductance based neuronal models with noise described by a stochastic reaction diffusion equation with additive noise coupled to a control variable with multiplicative noise but no diffusion. We only assume a…

Probability · Mathematics 2020-01-16 Martin Sauer , Wilhelm Stannat

We consider an optimal control problem for the steady-state Kirchhoff equation, a prototype for nonlocal partial differential equations, different from fractional powers of closed operators. Existence and uniqueness of solutions of the…

Optimization and Control · Mathematics 2021-12-03 Masoumeh Hashemi , Roland Herzog , Thomas M. Surowiec