相关论文: Time dependent mean-field games in the superquadra…
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 propose a new approach to the numerical solution of ergodic problems arising in the homogenization of Hamilton-Jacobi (HJ) equations. It is based on a Newton-like method for solving inconsistent systems of nonlinear equations, coming…
We propose a MFG model with quadratic Hamiltonian involving $N$ populations. This results in a system of $N$ Hamilton-Jacobi-Bellman and $N$ Fokker-Planck equations with non-local interactions. As in the classical case we introduce an…
In this paper we solve the eigenvalue problem of stochastic Hamiltonian system with boundary conditions. Firstly, we extend the results in S. Peng \cite{peng} from time-invariant case to time-dependent case, proving the existence of a…
This paper investigates an indefinite linear-quadratic partially observed mean-field game with common noise, incorporating both state-average and control-average effects. In our model, each agent's state is observed through both individual…
The Hamilton-Jacobi formalism of constrained systems is used to study superstring. That obtained the equations of motion for a singular system as total differential equations in many variables. These equations of motion are in exact…
We study a toy model of linear-quadratic mean field game with delay. We "lift" the delayed dynamic into an infinite dimensional space, and recast the mean field game system which is made of a forward Kolmogorov equation and a backward…
In this paper we study the long time behaviour of mean field games systems with fractional diffusion, modeling the case that the individual dynamics of the players is driven by independent jump processes and controlled through the drift…
This paper is devoted to finite horizon deterministic mean field games in which the state space is a network. The agents control their velocity, and when they occupy a vertex, they can enter into any incident edge. The running and terminal…
Most of lipschitz regularity results for nonlinear strictly elliptic equations are obtained for a suitable growth power of the nonlinearity with respect to the gradient variable (subquadratic for instance). For equations with superquadratic…
The mean field games system is a coupled pair of nonlinear partial differential equations arising in differential game theory, as a limit as the number of agents tends to infinity. We prove existence and uniqueness of classical solutions…
In this paper we unveil novel monotonicity conditions applicable for Mean Field Games through the exploration of finite dimensional $canonical\ transformations$. Our findings contribute to establishing new global well-posedness results for…
We discuss the system of Fokker-Planck and Hamilton-Jacobi-Bellman equations arising from the finite horizon control of McKean-Vlasov dynamics. We give examples of existence and uniqueness results. Finally, we propose some simple models for…
When a Hamiltonian system is subject to constraints which depend explicitly on time, difficulties can arise in attempting to reduce the system to its physical phase space. Specifically, it is non-trivial to restrict the system in such a way…
In this article we inspect the dynamics of classical field theories with a local conformal behavior. Our interest in the multisymplectic setting comes from its suitable description of field theories, and the conformal character has been…
In this article, the quantum Hamilton- Jacobi theory based on the position dependent mass model is studied. Two effective mass functions having different singularity structures are used to examine the Morse and Poschl- Teller potentials.…
In this article, we provide a comprehensive study of the linear-quadratic mean field games via the adjoint equation approach; although the problem has been considered in the literature by Huang, Caines and Malhame (HCM, 2007a), their method…
In this paper, some of formulations of Hamilton-Jacobi equations for Hamiltonian system on Lie algebroids are given. Here we use the general properties of Lie algebroids to express and prove two geometric version of the Hamilton-Jacobi…
An algebraic-hyperbolic method for solving the Hamiltonian and momentum constraints has recently been shown to be well posed for general nonlinear perturbations of the initial data for a Schwarzschild black hole. This is a new approach to…
We consider the numerical solution of Hamilton-Jacobi-Bellman equations arising in stochastic control theory. We introduce a class of monotone approximation schemes relying on monotone interpolation. These schemes converge under very weak…