Related papers: Unique continuation for a mean field game system
The theory of mean field games is a tool to understand noncooperative dynamic stochastic games with a large number of players. Much of the theory has evolved under conditions ensuring uniqueness of the mean field game Nash equilibrium.…
We prove the following unique continuation result: if a solution to the level set equation for mean curvature flow in a mean-convex domain agrees to infinite order at the point where it attains its maximum with the solution for a ball, then…
In this paper, we consider Mean Field Games in the presence of common noise relaxing the usual independence assumption of individual random noise. We assume a simple linear model with terminal cost satisfying a convexity and a weak…
The second order Mean Field Games system (MFGS) in a bounded domain with the lateral Cauchy data is considered. This means that both Dirichlet and Neumann boundary data for the solution the MFGS are given. Two H\"older stability estimates…
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…
We establish near-optimal quantitative uniqueness of continuation for solutions of evolution equations vanishing on the lateral boundary. These results were obtained simply by combining existing observability inequalities and energy…
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…
In this paper, we study deterministic mean field games for agents who operate in a bounded domain. In this case, the existence and uniqueness of Nash equilibria cannot be deduced as for unrestricted state space because, for a large set of…
We consider N-player and mean field games in continuous time over a finite horizon, where the position of each agent belongs to {-1,1}. If there is uniqueness of mean field game solutions, e.g. under monotonicity assumptions, then the…
We introduce a zero-sum game problem of mean-field type as an extension of the classical zero-sum Dynkin game problem to the case where the payoff processes might depend on the value of the game and its probability law. We establish…
In this paper, we prove uniqueness of solutions of mean field equations with general boundary conditions for the critical and subcritical total mass regime, extending the earlier results for null Dirichlet boundary condition. The proof is…
We consider a class of deterministic mean field games, where the state associated with each player evolves according to an ODE which is linear w.r.t. the control. Existence, uniqueness, and stability of solutions are studied from the point…
We consider a time-dependent structured population model equation and establish a Carleman estimate. We apply the Carleman estimate to prove the unique continuation which means that Cauchy data on any lateral boundary determine the solution…
In this paper, we consider a class of infinitely degenerate partial differential systems to obtain the Nash equilibria in the mean field games. The degeneracy in the diffusion and the Hamiltonian may be different. This feature brings…
We obtain sufficient conditions for the uniqueness of solutions to the Cauchy problem for the continuity equation in classes of measures that need not be absolutely continuous.
We establish existence and uniqueness of solutions to evolutive fractional Mean Field Game systems with regularizing coupling, for any order of the fractional Laplacian $s\in(0,1)$. The existence is addressed via the vanishing viscosity…
We introduce the notion of stable solution in mean field game theory: they are locally isolated solutions of the mean field game system. We prove that such solutions exist in potential mean field games and are local attractors for learning…
In this note we prove the uniqueness of solutions to a class of Mean Field Games systems subject to possibly degenerate individual noise. Our results hold true for arbitrary long time horizons and for general non-separable Hamiltonians that…
We quantify the uniqueness of continuation from Cauchy or interior data. Our approach consists in extending the existing results in the linear case. As by product we obtain a new stability estimate in the linear case. We also show the…
A simple proof that if the generalised BBM equation has a solution vanishing on an open sent of its domain then the solution is necessarily zero is given. In particular, the only compactly supported solution of the equation under…