Related papers: Short-time existence and uniqueness for some infin…

We consider time-dependent mean-field games with congestion that are given by a system of a Hamilton-Jacobi equation coupled with a Fokker-Planck equation. The congestion effects make the Hamilton-Jacobi equation singular. These models are…

We introduce a framework for stochastic games on large sparse graphs, covering continuous-time and discrete-time dynamic games as well as static games. Players are indexed by the vertices of simple, locally finite graphs, allowing both…

In this paper, we consider a class of infinitely degenerate partial differential systems to obtain the Nash equilibria in the mean field games. The degeneracy in the diffusion and the Hamiltonian may be different. This feature brings…

We identify structural assumptions which provide solvability of the Nash system arising from a linear-quadratic closed-loop game, with stable properties with respect to the number of players. In a setting of interactions governed by a…

We study global existence and uniqueness of solutions to instationary inhomogeneous Navier-Stokes equations on bounded domains of $\R^n, n\geq 3$, with initial velocity in $B^0_{q,\infty}(\Om)$, $q\geq n$, and piecewise constant initial…

We analyze infinite-dimensional Hamiltonian systems corresponding to partial differential equations on one-dimensional spatial domains formulated with formally skew-adjoint Hamiltonian operators and nonlinear Hamiltonian density. In various…

We study the well-posedness of an infinite-dimensional Hamilton-Jacobi equation posed on the set of non-negative measures and with a monotonic non-linearity. Our results will be used in a companion work to propose a conjecture and prove…

We present a unified framework for characterizing local Nash equilibria in continuous games on either infinite-dimensional or finite-dimensional non-convex strategy spaces. We provide intrinsic necessary and sufficient first- and…

The paper studies the convergence, as $N$ tends to infinity, of a system of $N$ coupled Hamilton-Jacobi equations, the Nash system. This system arises in differential game theory. We describe the limit problem in terms of the so-called…

We here aim at proving the global existence and uniqueness of solutions to the inhomogeneous incompressible Navier-Stokes system in the case where the initial density is discontinuous and the initial velocity has critical regularity.…

In this paper we propose a numerical method to obtain an approximation of Nash equilibria for multi-player non-cooperative games with a special structure. We consider the infinite horizon problem in a case which leads to a system of…

We establish the long time existence of solutions for the "Boussinesq-Full Dispersion" systems modeling the propagation of internal waves in a two-layer system. For the two-dimensional Hamiltonian case we prove the global existence of small…

In this paper we deal with the problem of existence of a smooth solution of the Hamilton-Jacobi-Bellman-Isaacs (HJBI for short) system of equations associated with nonzero-sum stochastic differential games. We consider the problem in…

We consider the simplest example of a time-dependent first order Hamilton-Jacobi equation, in one space dimension and with a bounded and Lipschitz continuous Hamiltonian which only depends on the spatial derivative. We show that if the…

We consider a finite-time stochastic drift control problem with the assumption that the control is bounded and the system is controlled until the state process leaves the half-line. Assuming general conditions, it is proved that the…

We establish new results for path-dependent Hamilton-Jacobi equations with nonlinear monotone, and coercive operators on Hilbert space, which were initially studied in Bayraktar and Keller [J. Funct. Anal., 275 (8) (2018), pp. 2096-2161].…

We consider a diffuse interface model which describes the motion of an incompressible isothermal mixture of two immiscible fluids. This model consists of the Navier-Stokes equations coupled with a convective nonlocal Cahn-Hilliard equation.…

This paper studies discrete-time two-person nonzero-sum linear quadratic stochastic games with random coefficients. Using convex variational analysis, we derive necessary and sufficient conditions for the existence of open-loop Nash…

We consider the compressible Navier-Stokes system on time-dependent domains with prescribed motion of the boundary. For both the no-slip boundary conditions as well as slip boundary conditions we prove local-in-time existence of strong…

The paper deals with a zero-sum differential game for a dynamical system which motion is described by a nonlinear delay differential equation under an initial condition defined by a piecewise continuous function. The corresponding Cauchy…