Related papers: Mean-Field Limits of Deterministic and Stochastic …
This paper is devoted the the study of the mean field limit for many-particle systems undergoing jump, drift or diffusion processes, as well as combinations of them. The main results are quantitative estimates on the decay of fluctuations…
We investigate systems of interacting stochastic differential equations with two kinds of heterogeneity: one originating from different weights of the linkages, and one concerning their asymptotic relevance when the system becomes large. To…
We consider a class of weakly interacting particle systems of mean-field type. The interactions between the particles are encoded in a graph sequence, i.e., two particles are interacting if and only if they are connected in the underlying…
The dynamics of spatially-structured networks of $N$ interacting stochastic neurons can be described by deterministic population equations in the mean-field limit. While this is known, a general question has remained unanswered: does…
We introduce a mean-field term to an evolutionary spatial game model. Namely, we consider the game of Nowak and May, based on the Prisoner's dilemma, and augment the game rules by a self-consistent mean-field term. This way, an agent…
The framework of Mean-field Games (MFGs) is used for modelling the collective dynamics of large populations of non-cooperative decision-making agents. We formulate and analyze a kinetic MFG model for an interacting system of non-cooperative…
We study finite-time flocking for an infinite set of Cucker-Smale particles with sublinear velocity coupling under fixed and switching sender networks. For this, we use a component-wise diameter framework and exploit sub-linear dissipation…
In this work, we perform modulation analysis of monokinetic limits from the kinetic Cucker- Smale model to the pressureless Euler alignment system. Two regimes are considered -- a strong Fokker- Planck force with vanishing noise and Knudsen…
Combining the results of [14] and [10], the trend to equilibrium in large time is studied for a large particle system associated to a Vlasov-Fokker-Planck equation. Under some conditions (that allow non-convex confining potentials) the…
This study addresses primal-dual dynamics for a stochastic programming problem for capacity network design. It is proven that consensus can be achieved on the \textit{here and now} variables which represent the capacity of the network. The…
We investigate a general class of models for swarming/self-collective behaviour in domains with boundaries. The model is expressed as a stochastic system of interacting particles subject to both reflecting boundary condition and common…
In many stochastic games stemming from financial models, the environment evolves with latent factors and there may be common noise across agents' states. Two classic examples are: (i) multi-agent trading on electronic exchanges, and (ii)…
In this paper, we consider a multi-agent system consisting of mobile agents with second-order dynamics. The communication network is determined by the so-called topological interaction rule: agents interact with a fixed number of their…
This paper considers a group of mobile autonomous agents moving in Euclidean space with point mass dynamics. We introduce a set of coordination control laws that enable the group to generate the desired stable flocking motion. The control…
A mean-field approach (MFA) is proposed for the analysis of orientational order in a two-dimensional system of stochastic self-propelled particles interacting by local velocity alignment mechanism. The treatment is applied to the cases of…
We consider a $N$-particle model describing an alignment mechanism due to a topological interaction among the agents. We show that the kinetic equation, expected to hold in the mean-field limit $N \to \infty$, as following from the previous…
We consider weakly interacting jump processes on time-varying random graphs with dynamically changing multi-color edges. The system consists of a large number of nodes in which the node dynamics depends on the joint empirical distribution…
We study a class of sampled stochastic optimization problems, where the underlying state process has diffusive dynamics of the mean-field type. We establish the existence of optimal relaxed controls when the sample set has finite size. The…
We present a purely probabilistic proof of propagation of molecular chaos for $N$-particle systems in dimension $3$ with interaction forces scaling like $1/\vert q\vert^{\lambda}$ with $\lambda<2$ and cut-off at $q = N^{-1/3}$. The proof…
We consider a network of randomly coupled rate-based neurons influenced by external and internal noise. We derive a second-order stochastic mean-field model for the network dynamics and use it to analyze the stability and bifurcations in…