English
Related papers

Related papers: Unique continuation for a mean field game system

200 papers

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…

Analysis of PDEs · Mathematics 2023-07-06 Camille Laurent , Matthieu Léautaud

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…

Optimization and Control · Mathematics 2025-05-30 Facundo Oliú

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…

Analysis of PDEs · Mathematics 2021-07-20 Nobu Kishimoto

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…

Analysis of PDEs · Mathematics 2021-08-24 Hiroyoshi Mitake , Kengo Terai

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…

Analysis of PDEs · Mathematics 2019-08-20 Diogo A. Gomes , Hiroyoshi Mitake , Kengo Terai

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…

Classical Analysis and ODEs · Mathematics 2025-10-06 Lorena Bociu , Madhumita Roy , Khai T. Nguyen

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…

Analysis of PDEs · Mathematics 2016-10-04 Diogo A. Gomes , Stefania Patrizi

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…

Analysis of PDEs · Mathematics 2020-06-11 Daniele Bartolucci , Aleks Jevnikar , Youngae Lee , Wen Yang

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…

Analysis of PDEs · Mathematics 2013-10-07 Dongho Chae

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…

Analysis of PDEs · Mathematics 2023-07-11 Oleg Imanuvilov , Masahiro Yamamoto

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…

Optimization and Control · Mathematics 2020-03-11 Yves Achdou , Mathieu Laurière

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.…

Optimization and Control · Mathematics 2024-02-01 Eran Shmaya , Bruno Ziliotto

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…

Numerical Analysis · Mathematics 2015-11-23 Simone Cacace , Fabio Camilli , Claudio Marchi

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.

Optimization and Control · Mathematics 2022-03-14 Peter E. Caines , Daniel W. C. HO , Minyi Huang , Jiamin Jian , Qingshuo Song

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.

Analysis of PDEs · Mathematics 2011-12-20 Gianluca Crippa , Magali Lécureux-Mercier

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…

Analysis of PDEs · Mathematics 2017-06-14 Ryo Ikehata , Hiroshi Takeda

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}…

Analysis of PDEs · Mathematics 2008-09-17 Graziano Guerra , Francesca Marcellini , Veronika Schleper

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…

Analysis of PDEs · Mathematics 2016-09-07 Ross G. Pinsky

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…

Exactly Solvable and Integrable Systems · Physics 2015-11-12 Qiaoyi Hu , Zhijun Qiao

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…

Analysis of PDEs · Mathematics 2024-10-30 Jules Berry , Olivier Ley , Francisco J Silva
‹ Prev 1 4 5 6 7 8 10 Next ›