相关论文: On a Boltzmann mean field model for knowledge grow…

The ad hoc coordination problem is to design an autonomous agent which is able to achieve optimal flexibility and efficiency in a multiagent system with no mechanisms for prior coordination. We conceptualise this problem formally using a…

The goal of the paper is to introduce a formulation of the mean field game with major and minor players as a fixed point on a space of controls. This approach emphasizes naturally the role played by McKean-Vlasov dynamics in some of the…

The dynamics of fermionic many-body systems is investigated in the framework of Boltzmann-Langevin (BL) stochastic one-body approaches. Within the recently introduced BLOB model, we examine the interplay between mean-field effects and…

Mean field games are concerned with the limit of large-population stochastic differential games where the agents interact through their empirical distribution. In the classical setting, the number of players is large but fixed throughout…

We initiate the analysis of the response of computer owners to various offers of defence systems against a cyber-hacker (for instance, a botnet attack), as a stochastic game of a large number of interacting agents. We introduce a simple…

Given the multitude of growth habits, pronounced sensitivity to ambient conditions and wide range of scales involved, snowflake crystals are one of the most challenging systems to model. The present work focuses on the development and…

Mean-field game theory relies on approximating games that are intractable to model due to a very large to infinite population of players. While these kinds of games can be solved analytically via the associated system of partial…

We study stochastic particle systems on a complete graph and derive effective mean-field rate equations in the limit of diverging system size, which are also known from cluster aggregation models. We establish the propagation of chaos under…

We study long-term growth-optimal strategies on a simple market with linear proportional transaction costs. We show that several problems of this sort can be solved in closed form, and explicit the non-analytic dependance of optimal…

A comparative analysis on the popular schemes for evaluating evolution equation in lattice Boltzmann method (LBM) is presented in this paper. It includes two classical characteristic-line schemes, Boesh-Karlin and He-Luo scheme, and a…

In this paper, we prove the existence of classical solutions for second order stationary mean-field game systems. These arise in ergodic (mean-field) optimal control, convex degenerate problems in calculus of variations, and in the study of…

The celebrated Krusel-Smith growth model is an important example of a Mean Field Game with a common noise. The Mean Field Game is encoded in the master equation, a partial differential equation satisfied by the value of the game which…

We introduce two algorithms based on a policy iteration method to numerically solve time-dependent Mean Field Game systems of partial differential equations with non-separable Hamiltonians. We prove the convergence of such algorithms in…

This paper studies the mean field game (MFG) problem arising from a large population competition in fund management, featuring a new type of relative performance via the benchmark tracking. In the $n$-player model, each agent aims to…

We study the synthesis of optimal control policies for large-scale multi-agent systems. The optimal control design induces a parsimonious control intervention by means of l-1, sparsity-promoting control penalizations. We study instantaneous…

The paper is concerned with the study of a control system consisting of one major agent and many identical minor agents in the limit case when the number of agents tends to infinity. To study the limiting system we use the mean field…

We analyze a reaction-diffusion system describing the growth of microbial species in a model of flocculation type that arises in biology. Existence of global classical positive solutions is proved under general growth assumptions, with…

In this paper, we propose a mean-field game model for the price formation of a commodity whose production is subjected to random fluctuations. The model generalizes existing deterministic price formation models. Agents seek to minimize…

A new lattice Boltzmann (LB) model is introduced, based on a regularization of the pre-collision distribution functions in terms of the local density, velocity, and momentum flux tensor. The model dramatically improves the precision and…

We study a variant of the Cucker-Smale model where information between agents propagates with a finite speed $\mathfrak{c}>0$. This leads to a system of functional differential equations with state-dependent delay. We prove that, if…