Related papers: Unique continuation for a mean field game system
These notes are intended as an introduction to the question of unique continuation for the wave operator, and some of its applications. The general question is whether a solution to a wave equation in a domain, vanishing on a subdomain has…
In a probabilistic mean field game driven by a L\'evy process an individual player aims to minimize a long run discounted/ergodic cost by controlling the process through a pair of increasing and decreasing c\`adl\`ag processes, while he is…
When a solution to the Cauchy problem for nonlinear dispersive equations is obtained by a fixed point argument using auxiliary function spaces, it is non-trivial to ensure uniqueness of solutions in a natural space such as the class of…
In this paper, we establish the existence and uniqueness of weak solutions to first-order discount mean field games and a stability result to give the existence for the ergodic problem. We show an example to illustrate the multiplicity of…
Here, we study the existence and the convergence of solutions for the vanishing discount MFG problem with a quadratic Hamiltonian. We give conditions under which the discounted problem has a unique classical solution and prove convergence…
This paper studies the existence of minimal solutions to two-point boundary value problems for quasi-monotone dynamical systems. Specifically, the pointwise infimum of all supersolutions is shown to coincide with the minimal solution. This…
Here, we prove the existence of solutions to first-order mean-field games (MFGs) arising in optimal switching. First, we use the penalization method to construct approximate solutions. Then, we prove uniform estimates for the penalized…
We are concerned with the mean field equation with singular data on bounded domains. Under suitable non-degeneracy conditions we prove local uniqueness and non-degeneracy of bubbling solutions blowing up at singular points. The proof is…
We are concerned on the study of the unique continuation type property for the 3D incompressible Euler equations in the self-similar type form. Discretely self-similar solution is a generalized notion of the self-similar solution, which is…
For an inverse coefficient problem of determining a state-varying factor in the corresponding Hamiltonian for a mean field game system, we prove the global Lipschitz stability by spatial data of one component and interior data in an…
The theory of mean field games aims at studying deterministic or stochastic differential games (Nash equilibria) as the number of agents tends to infinity. Since very few mean field games have explicit or semi-explicit solutions, numerical…
We consider a mean-field game model where the cost functions depend on a fixed parameter, called \textit{state}, which is unknown to players. Players learn about the state from a a stream of private signals they receive throughout the game.…
We propose a numerical method for stationary Mean Field Games defined on a network. In this framework a correct approximation of the transition conditions at the vertices plays a crucial role. We prove existence, uniqueness and convergence…
This paper establishes unique solvability of a class of Graphon Mean Field Game equations. The special case of a constant graphon yields the result for the Mean Field Game equations.
In this paper, we prove existence and uniqueness of measure solutions for the Cauchy problem associated to the (vectorial) continuity equation with a non-local flow. We also give a stability result with respect to various parameters.
We consider the Cauchy problem for wave equations with unbounded damping coefficients in the whole space. For a general class of unbounded damping coefficients, we derive uniform total energy decay estimates together with a unique existence…
We consider the Cauchy problem for a $n\times n$ strictly hyperbolic system of balance laws $$ \{{array}{c} u_t+f(u)_x=g(x,u), x \in \mathbb{R}, t>0 u(0,.)=u_o \in L^1 \cap BV(\mathbb{R}; \mathbb{R}^n), | \lambda_i(u)| \geq c > 0 {for all}…
Consider classical solutions to the following Cauchy problem in a punctured space: $ &u_t=\Delta u -u^p \text{in} (R^n-\{0\})\times(0,\infty); & u(x,0)=g(x)\ge0 \text{in} R^n-\{0\}; &u\ge0 \text{in} (R^n-\{0\})\times[0,\infty). $ We prove…
In this paper, we study the Cauchy problem for an integrable multi-component (2N-component) peakon system which is involved in an arbitrary polynomial function. Based on a generalized Ovsyannikov type theorem, we first prove the existence…
This work introduces a new general approach for the numerical analysis of stable equilibria to second order mean field games systems in cases where the uniqueness of solutions may fail. For the sake of simplicity, we focus on a simple…