Related papers: Infinite Dimensional Mean-Field Belavkin Equation:…
We prove the global-in-time well-posedness for a broad class of mean field game problems, which is beyond the special linear-quadratic setting, as long as the mean field sensitivity is not too large. Through the stochastic maximum…
This paper is concerned with a class of linear-quadratic stochastic large-population problems with partial information, where the individual agent only has access to a noisy observation process related to the state. The dynamics of each…
We study the well-posedness and stability of an impedance passive infinite-dimensional linear system under nonlinear feedback of the form $u(t)=\phi(v(t)-y(t))$, where $\phi$ is a monotone function. Our first main result introduces…
The mean field approximation is numerically validated in the bosonic case by considering the time evolution of quantum states and their associated reduced density matrices by many-body Schr\"odinger dynamics. The model phase-space is…
This paper is mainly concerned with the solutions to both forward and backward mean-field stochastic partial differential equation and the corresponding optimal control problem for mean-field stochastic partial differential equation. We…
An operational description of the controlled Markov dynamics of quantum-mechanical system is introduced. The feedback control strategies with regard to the dynamical reduction of quantum states in the course of quantum real-time…
Exact solutions are obtained for the mean-field spherical model, with or without an external magnetic field, for any finite or infinite number N of degrees of freedom, both in the microcanonical and in the canonical ensemble. The canonical…
Rich out of equilibrium collective dynamics of strongly interacting large assemblies emerge in many areas of science. Some intriguing and not fully understood examples are the glassy arrest in atomic, molecular or colloidal systems,…
Photons mediate long-range optomechanical forces between atoms in high finesse resonators, which can induce the formation of ordered spatial patterns. When a transverse laser drives the atoms, the system undergoes a second order phase…
Conventional Mean-field games/control study the behavior of a large number of rational agents moving in the Euclidean spaces. In this work, we explore the mean-field games on Riemannian manifolds. We formulate the mean-field game Nash…
We consider nonlinear transport equations with non-local velocity, describing the time-evolution of a measure, which in practice may represent the density of a crowd. Such equations often appear by taking the mean-field limit of…
We study mean field games with unbounded coefficients. The existence of a solution is proved. We propose a new approach based on Fokker-Planck-Kolmogorov equations, the Ambrosio-Figalli-Trevisan superposition principle, the method of…
We introduce a simple class of mean field games with absorbing boundary over a finite time horizon. In the corresponding $N$-player games, the evolution of players' states is described by a system of weakly interacting It\^o equations with…
We consider particle systems with mean-field interactions whose distribution is invariant by translations. Under the assumption that the system seen from its centre of mass be reversible with respect to a Gibbs measure, we establish large…
A system of $N$ spin-1/2 particles interacting with a thermal reservoir is used as a pedagogical example for advanced undergraduate and graduate students. We introduce and illustrate some methods, approximations, and phenomena related to…
We investigate a model for collective behaviour with intrinsic interactions on smooth Riemannian manifolds. For regular interaction potentials, we establish the local well-posedness of measure-valued solutions defined via optimal mass…
This paper is concerned with an indefinite linear-quadratic mean field games of stochastic large-population system, where the individual diffusion coefficients can depend on both the state and the control of the agents. Moreover, the…
Interacting particle systems are in frequent use to model collective behaviour in various situations and applications. For many systems, the interaction between the agents is restricted to an underlying network structure and often, the…
We prove global well-posedness for low regularity data for the one dimensional quintic defocusing nonlinear Schr\"odinger equation. Precisely we show that a unique and global solution exists for initial data in the Sobolev space…
Discrete Markov random fields form a natural class of models to represent images and spatial data sets. The use of such models is, however, hampered by a computationally intractable normalising constant. This makes parameter estimation and…