Related papers: Harder-Narasimhan games
We define canonical refinements of Harder-Narasimhan filtrations and stratifications in moduli theory, generalising and relating work of Haiden-Katzarkov-Kontsevich-Pandit and Kirwan. More precisely, we define a canonical stratification on…
We show that the ``classical'' Harder-Narasimhan filtration associated to a non semistable vector bundle $E$ can be viewed as a limit object for the action of the gauge group in the direction of an optimal destabilizing vector. This vector…
We consider a robust state space filtering problem in the case that the transition probability density is unknown and possibly degenerate. The resulting robust filter has a Kalman-like structure and solves a minimax game: the nature selects…
H\"older stability estimate and uniqueness are proven for a retrospective problem of Mean Field Games with a non-quadratic Hamiltonian. The previous result was only for the quadratic Hamiltonian. The main tool is the apparatus of Carleman…
We study mean field games with scalar It{\^o}-type dynamics and costs that are submodular with respect to a suitable order relation on the state and measure space. The submodularity assumption has a number of interesting consequences.…
This article develops a comprehensive framework for stability analysis of a broad class of commonly used continuous and discrete time-filters for stochastic dynamic systems with non-linear state dynamics and linear measurements under…
We consider a stationary Mean Field Games system defined on a network. In this framework, the transition conditions at the vertices play a crucial role: the ones here considered are based on the optimal control interpretation of the…
In this paper we construct short time classical solutions to a class of master equations in the presence of non-degenerate individual noise arising in the theory of mean field games. The considered Hamiltonians are non-separable and $local$…
We build on the recent techniques of Codogni and Patakfalvi, from \cite{Codogni:Patakfalvi:2021}, which were used to establish theorems about semi-positivity of the Chow Mumford line bundles for families of $\K$-semistable Fano varieties.…
The formulation of Mean Field Games (MFG) typically requires continuous differentiability of the Hamiltonian in order to determine the advective term in the Kolmogorov--Fokker--Planck equation for the density of players. However, in many…
We force uniqueness in finite state mean field games by adding a Wright-Fisher common noise. We achieve this by analyzing the master equation of this game, which is a degenerate parabolic second-order partial differential equation set on…
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 +…
Hedonic games provide a natural model of coalition formation among self-interested agents. The associated problem of finding stable outcomes in such games has been extensively studied. In this paper, we identify simple conditions on…
First, we study the existence of solutions for a class of first order mean field games systems \begin{equation*} \left\{\begin{aligned} &H(x,u,Du)=F(x,m(t)),\quad &&x\in M,\ \forall\ t\in[0,T],\\ &\partial_t…
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…
The aim of this paper is to study first order Mean field games subject to a linear controlled dynamics on $\mathbb R^{d}$. For this kind of problems, we define Nash equilibria (called Mean Field Games equilibria), as Borel probability…
The Gaussian-filtered Navier-Stokes equations are examined theoretically and a generalized theory of their numerical stability is proposed. Using the exact expansion series of subfilter-scale stresses or integration by parts, the terms…
An unstable torsion free sheaf on a smooth projective variety gives a GIT unstable point in certain Quot scheme. To a GIT unstable point, Kempf associates a "maximally destabilizing" 1-parameter subgroup, and this induces a filtration of…
We introduce a strengthening of K-stability, based on filtrations of the homogeneous coordinate ring. This allows for considering certain limits of families of test-configurations, which arise naturally in several settings. We prove that if…
We obtain game-theoretic characterizations for meagerness and rareness of filters on a countable set.