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Related papers: Unique continuation for a mean field game system

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The paper provides a direct proof the uniqueness of solutions to the Camassa-Holm equation, based on characteristics. Given a conservative solution $u=u(t,x)$, an equation is introduced which singles out a unique characteristic curve…

Analysis of PDEs · Mathematics 2014-01-03 Alberto Bressan , Geng Chen , Qingtian Zhang

We develop the counterpart of weak KAM theory for potential mean field games. This allows to describe the long time behavior of time-dependent potential mean field game systems. Our main result is the existence of a limit, as time tends to…

Analysis of PDEs · Mathematics 2019-07-08 Pierre Cardaliaguet , Marco Masoero

We study the singular perturbation problem for mean field game systems with control of acceleration. For such a problem we analyze the behavior of solutions as the acceleration costs vanishes. In this setting the Hamiltonian fails to be…

Optimization and Control · Mathematics 2023-04-04 Cristian Mendico

The objective of this work is to study the existence, uniqueness, and stability of equilibria in mean field games involving a major player and a continuum of minor players over finite intervals of arbitrary length. Following earlier…

Optimization and Control · Mathematics 2025-01-07 Francois Delarue , Chenchen Mou

In this paper we prove unique continuation principles for some systems of elliptic partial differential equations satisfying a suitable superlinearity condition. As an application, we obtain nonexistence of nontrivial (not necessarily…

Analysis of PDEs · Mathematics 2021-01-06 Ederson Moreira dos Santos , Gabrielle Nornberg , Nicola Soave

We discuss the Cauchy problem for anisotropic wave equations. Precisely, we address the question to know which kind of Cauchy data on the lateral boundary are necessary to guarantee uniqueness of solutions of an anisotropic wave equation.…

Analysis of PDEs · Mathematics 2021-07-09 Mourad Bellassoued , Mourad Choulli

The Cauchy problem for the two dimensional compressible Euler equations with data in the Sobolev space $H^s(\mathbb R^2)$ is known to have a unique solution of the same Sobolev class for a short time, and the data-to-solution map is…

Analysis of PDEs · Mathematics 2016-11-21 John Holmes , Barbara Lee Keyfitz , Feride Tiglay

Mean-payoff zero-sum stochastic games can be studied by means of a nonlinear spectral problem. When the state space is finite, the latter consists in finding an eigenpair $(u,\lambda)$ solution of $T(u)=\lambda e + u$, where $T:\mathbb{R}^n…

Optimization and Control · Mathematics 2019-12-30 Marianne Akian , Stéphane Gaubert , Antoine Hochart

The mean field limit of large-population symmetric stochastic differential games is derived in a general setting, with and without common noise, on a finite time horizon. Minimal assumptions are imposed on equilibrium strategies, which may…

Probability · Mathematics 2014-08-13 Daniel Lacker

We develop a probabilistic approach to continuous-time finite state mean field games. Based on an alternative description of continuous-time Markov chain by means of semimartingale and the weak formulation of stochastic optimal control, our…

Probability · Mathematics 2018-08-24 Rene Carmona , Peiqi Wang

Global properties of maximal future Cauchy developments of stationary, m-dimensional asymptotically flat initial data with an outer trapped boundary are analyzed. We prove that, whenever the matter model is well posed and satisfies the null…

General Relativity and Quantum Cosmology · Physics 2015-06-05 Marc Mars , Martin Reiris

This paper represents the first attempt to develop a theory for linear-quadratic mean field games in possibly infinite dimensional Hilbert spaces. As a starting point, we study the case, considered in most finite dimensional contributions…

Optimization and Control · Mathematics 2025-02-04 Salvatore Federico , Fausto Gozzi , Daria Ghilli

This paper establishes the existence of equilibria result of a class of mean field games with singular controls. The interaction takes place through both states and controls. A relaxed solution approach is used. To circumvent the tightness…

Optimization and Control · Mathematics 2022-05-10 Guanxing Fu

This paper investigates the well-posedness of a type of state constraint ergodic Mean Field Game system in a bounded domain in which the Hamilton-Jacobi-Bellman equation is paired with an infinite Dirichlet boundary condition. In this…

Analysis of PDEs · Mathematics 2021-07-27 Mariya Sardarli

We analyze an $N+1$-player game and the corresponding mean field game with state space $\{0,1\}$. The transition rate of $j$-th player is the sum of his control $\alpha^j$ plus a minimum jumping rate $\eta$. Instead of working under…

Probability · Mathematics 2020-03-18 Erhan Bayraktar , Xin Zhang

We introduce and study a mean-field model for a system of spatially distributed players interacting through an evolutionary game driven by a replicator dynamics. Strategies evolve by a replicator dynamics influenced by the position and the…

Optimization and Control · Mathematics 2018-05-11 Luigi Ambrosio , Massimo Fornasier , Marco Morandotti , Giuseppe Savaré

In this note, it is shown that several results concerning mean equicontinuity proved before for minimal systems are actually held for general topological dynamical systems. Particularly, it turns out that a dynamical system is mean…

Dynamical Systems · Mathematics 2018-11-16 Jiahao Qiu , Jianjie Zhao

The classical Cauchy completion of a metric space (by means of Cauchy sequences) as well as the completion of a uniform space (by means of Cauchy filters) are well-known to rely on the symmetry of the metric space or uniform space in…

General Topology · Mathematics 2015-07-03 Alveen Chand , Ittay Weiss

It is well known that the monotonicity condition, either in Lasry-Lions sense or in displacement sense, is crucial for the global well-posedness of mean field game master equations, as well as for the uniqueness of mean field equilibria and…

Probability · Mathematics 2022-11-24 Chenchen Mou , Jianfeng Zhang

Relying on the analysis of characteristics, we prove the uniqueness of conservative solutions to the variational wave equation $u_{tt}-c(u) (c(u)u_x)_x=0$. Given a solution $u(t,x)$, even if the wave speed $c(u)$ is only H\"older continuous…

Analysis of PDEs · Mathematics 2015-06-23 Alberto Bressan , Geng Chen , Qingtian Zhang