Related papers: A strongly degenerate fully nonlinear mean field g…
This paper develops a unified framework for proving the existence of solutions to stationary first-order mean-field games (MFGs) based on the theory of monotone operators in Banach spaces. We cast the coupled MFG system as a variational…
This paper is devoted to Fokker-Planck and linear kinetic equations with very weak confinement corresponding to a potential with an at most logarithmic growth and no integrable stationary state. Our goal is to understand how to measure the…
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…
We propose a single-level numerical approach to solve Stackelberg mean field game (MFG) problems. In Stackelberg MFG, an infinite population of agents play a non-cooperative game and choose their controls to optimize their individual…
In this article we prove the existence of classical solutions to a system of mean field games arising in the study of exhaustible resource production under market competition. Individual trajectories are modeled by a controlled diffusion…
This paper studies mean field game (MFG) of controls by featuring the joint distribution of the state and the control with the reflected state process along an exogenous stochastic reflection boundary. We contribute to the literature with a…
We consider a system of $N$ particles interacting through their empirical distribution on a finite state space in continuous time. In the formal limit as $N\to\infty$, the system takes the form of a nonlinear (McKean--Vlasov) Markov chain.…
In this paper we study the global approximate multiplicative controllability for nonlinear degenerate parabolic Cauchy problems. In particular, we consider a one-dimensional semilinear degenerate reaction-diffusion equation in divergence…
We consider the degenerate parabolic equation $$ \partial_t u +\mathrm{div} {\mathfrak f}_{\bf x}(u)=\mathrm{div}(\mathrm{div} ( A_{\bf x}(u) ) ), \ \ {\bf x} \in M, \ \ t\geq 0 $$ on a smooth, compact, $d$-dimensional Riemannian manifold…
We consider deterministic Mean Field Games (MFG) in all Euclidean space with a cost functional continuous with respect to the distribution of the agents and attaining its minima in a compact set. We first show that the static MFG with such…
In this manuscript, we propose a structural condition on non-separable Hamiltonians, which we term displacement monotonicity condition, to study second order mean field games master equations. A rate of dissipation of a bilinear form is…
Finite-state mean-field games (MFGs) arise as limits of large interacting particle systems and are governed by an MFG system, a coupled forward-backward differential equation consisting of a forward Kolmogorov-Fokker-Planck (KFP) equation…
McKean-Vlasov SDEs describe systems where the dynamics depend on the law of the process. The corresponding Fokker-Planck equation is a nonlinear, nonlocal PDE for the corresponding measure flow. In the presence of common noise and…
We introduce a new theory of generalised solutions which applies to fully nonlinear PDE systems of any order and allows for merely measurable maps as solutions. This approach bypasses the standard problems arising by the application of…
In this paper we consider an abstract Cauchy problem for a Maxwell system modelling electromagnetic fields in the presence of an interface between optical media. The electric polarization is in general time-delayed and nonlinear, turning…
Mean field games (MFGs) model the limit of large populations of strategically interacting agents, yet both forward and inverse problems remain challenging. For the forward problem, a difficulty is to design numerical methods with global…
In this article, using DiPerna-Lions theory \cite{Di-Li}, we investigate linear second order stochastic partial differential equations with unbounded and degenerate non-smooth coefficients, and obtain several conditions for existence and…
Recently, there has been a wide interest in the study of aggregation equations and Patlak-Keller-Segel (PKS) models for chemotaxis with degenerate diffusion. The focus of this paper is the unification and generalization of the…
In this paper, we mainly introduce a general method to study the existence and uniqueness of solution of free boundary problems with partially degenerate diffusion.
We consider deterministic mean field games where the dynamics of a typical agent is non-linear with respect to the state variable and affine with respect to the control variable. Particular instances of the problem considered here are mean…