Related papers: Unique continuation for a mean field game system
It is shown that if $\,u(x,t)\,$ is a solution of the initial value problem for the Camassa-Holm equation which vanishes in an open set $\,\Omega\subset \mathbb R\times [0,T]$, then $\,u(x,t)=0,\,(x,t)\in\mathbb R\times [0,T]$. This result…
A general model for zero-sum stochastic games with asymmetric information is considered. In this model, each player's information at each time can be divided into a common information part and a private information part. Under certain…
We introduce the possibility of default in the mean field game of mutual holding of Djete and Touzi [11]. This is modeled by introducing absorption at the origin of the equity process. We provide an explicit solution of this mean field…
We propose a new approach to proving the uniqueness of solutions to a certain class of mean field games of controls. In this class, the equilibrium is determined by an aggregate quantity $Q(t)$, e.g. the market price or production, which…
We consider a zero-sum stochastic game for continuous-time Markov chain with countable state space and unbounded transition and pay-off rates. The additional feature of the game is that the controllers together with taking actions are also…
For a mean field game model with a major and infinite minor players, we characterize a notion of Nash equilibrium via a system of so-called master equations, namely a system of nonlinear transport equations in the space of measures. Then,…
We will describe a combinatorial game that models the problem of resolution of singularities of algebraic varieties over a field of characteristic zero. By giving a winning strategy for this game, we give another proof of the existence of…
The goal of this paper is to show existence of short-time classical solutions to the so called Master Equation of \emph{first order} Mean Field Games, which can be thought of as the limit of the corresponding master equation of a stochastic…
We study the interplay between additivity (as in the Cauchy functional equation), subadditivity and linearity. We obtain automatic continuity results in which additive or subadditive functions, under minimal regularity conditions, are…
We develop the fictitious play algorithm in the context of the linear programming approach for mean field games of optimal stopping and mean field games with regular control and absorption. This algorithm allows to approximate the mean…
We introduce a mean field game for a family of filtering problems related to the classic sequential testing of the drift of a Brownian motion. To the best of our knowledge this work presents the first treatment of mean field filtering games…
In this paper, we consider the social optimal problem of discrete time finite state space mean field games (referred to as finite mean field games [1]). Unlike the individual optimization of their own cost function in competitive models, in…
We study the short-time existence and uniqueness of solutions to a coupled system of partial differential equations arising in mean field game theory. It has the generic form $$ \left\{ \begin{array}{c} -\partial_t u - \Delta u +…
A basic question for zero-sum repeated games consists in determining whether the mean payoff per time unit is independent of the initial state. In the special case of "zero-player" games, i.e., of Markov chains equipped with additive…
We formulate a class of mean field games on a finite state space with variational principles resembling those in continuous-state mean field games. We construct a controlled continuity equation featuring a nonlinear activation function on…
We study some systems of interacting fields whose evolution is given by some singular stochastic partial differential equations of mean field type. We provide a robust setting for their study and prove a well-posedness result and a…
We study a class of dynamic decision problems of mean field type with time inconsistent cost functionals, and derive a stochastic maximum principle to characterize subgame perfect Nash equilibrium points. Subsequently, this approach is…
We propose a new approach to mean field games with major and minor players. Our formulation involves a two player game where the optimization of the representative minor player is standard while the major player faces an optimization over…
A standard assumption in mean-field game (MFG) theory is that the coupling between the Hamilton-Jacobi equation and the transport equation is monotonically non-decreasing in the density of the population. In many cases, this assumption…
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…