Related papers: Mountain-Pass Solutions for Second-Order Ergodic M…
We develop provably efficient reinforcement learning algorithms for two-player zero-sum finite-horizon Markov games with simultaneous moves. To incorporate function approximation, we consider a family of Markov games where the reward…
Traditional solvable game theory and mean-field-type game theory (risk-aware games) predominantly focus on quadratic costs due to their analytical tractability. Nevertheless, they often fail to capture critical non-linearities inherent in…
We study the existence and multiplicity of positive solutions with prescribed $L^2$-norm for the Sobolev critical Schr\"odinger equation on a bounded domain $\Omega\subset\mathbb{R}^N$, $N\ge3$: \[ -\Delta U = \lambda U + U^{2^{*}-1},\qquad…
We prove the existence of infinitely many high energy sign-changing solutions for some classes of Schrodinger-Poisson systems in bounded domains, with nonlinearities having subcritical or critical growth. Our approach is variational and…
We consider the existence of normalized solutions to nonlinear Schr\"odinger equations on noncompact metric graphs in the $L^2$ supercritical regime. For sufficiently small prescribed mass ($L^2$ norm), we prove existence of positive…
In this paper we present a numerical scheme to solve coupled mean field forward-backward stochastic differential equations driven by monotone vector fields. This is based on an adaptation of so called extragradient methods by characterizing…
We study a generalized Frenkel-Kontorova model and obtain periodic and heteroclinic mountain pass solutions. Heteroclinic mountain pass solution in the second laminations is new to the generalized Frenkel-Kontorova model. Our proof follows…
Mean field games (MFGs) model equilibria in games with a continuum of weakly interacting players as limiting systems of symmetric $n$-player games. We consider the finite-state, infinite-horizon problem with ergodic cost. Assuming Markovian…
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 +…
Mean Field Game (MFG) systems describe equilibrium configurations in games with infinitely many interacting controllers. We are interested in the behavior of this system as the horizon becomes large, or as the discount factor tends to $0$.…
This work is mainly concerned with the so-called limit theory for mean-field games. Adopting the weak formulation paradigm put forward by Carmona and Lacker, we consider a fully non-Markovian setting allowing for drift control and…
We obtain multiplicity results for a class of first-order superquadratic Hamiltonian systems and a class of indefinite superquadratic elliptic systems which lead to the study of strongly indefinite functionals. There is no assumption to the…
An overdetermination is introduced in an initial condition for the second order mean field games system (MFGS). This makes the resulting problem close to the classical ill-posed Cauchy problems for PDEs. Indeed, in such a problem and…
In this note, we develop Fourier approximation methods for the solutions of first-order nonlocal mean-field games (MFG) systems. Using Fourier expansion techniques, we approximate a given MFG system by a simpler one that is equivalent to a…
In this paper, we consider a class of linear quadratic extended mean field games (MFGs) with common noises where the state coefficients and the cost functional vary with the mean field term in a nonlinear way. Based on stochastic maximum…
This paper gives an existence result for solutions to an elliptic optimal control problem based on a general fractional kernel, where the admissible controls come from a class satisfying both a growth bound and a superlinear-subcritical…
We discuss the application of the Mountain Pass algorithm to the so-called quasi-linear Schrodinger equation, which is naturally associated with a class of nonsmooth functionals so that the classical algorithm is not directly applicable.
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 $local$…
This paper studies the existence and approximation of equilibria for general time-inconsistent mean field game (MFG) problems in continuous time. To handle the intricate nonlocal equilibrium Hamilton-Jacobi-Bellman (EHJB) system arising…
In this paper we study second order master equations arising from mean field games with common noise over arbitrary time duration. A classical solution typically requires the monotonicity condition (or small time duration) and sufficiently…