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We prove well-posedness of a class of kinetic-type Mean Field Games, which typically arise when agents control their acceleration. Such systems include independent variables representing the spatial position as well as velocity. We consider…

偏微分方程分析 · 数学 2024-03-20 David M. Ambrose , Megan Griffin-Pickering , Alpár R. Mészáros

The mean-field approximations of many-boson dynamics are known to be effective in many physical relevant situations. The mathematical justifications of such approximations rely generally on specific considerations which depend too much on…

数学物理 · 物理学 2018-10-29 Clément Rouffort

A two populations mean-field monomer-dimer model including both hard-core and attractive interactions between dimers is considered. The pressure density in the thermodynamic limit is proved to satisfy a three-dimensional variational…

数学物理 · 物理学 2018-04-04 Diego Alberici , Emanuele Mingione

We discuss metastable states in the mean-field version of the strong coupling BCS-model and study the evolution of a superconducting equilibrium state subjected to a dynamical semi-group with Lindblad generator in detailed balance w.r.t.…

数学物理 · 物理学 2009-11-07 Joris Lauwers , Andre Verbeure

The classical stochastic control problem under partial information can be formulated as a control problem for Zakai equation, whose solution is the unnormalized conditional probability distribution of the state of the system. Zakai equation…

最优化与控制 · 数学 2019-09-27 Alain Bensoussan , Sheung Chi Phillip Yam

We investigate the stability and robustness properties of a continuification-based strategy for the control of large-scale multiagent systems. Within continuation-based strategy, one transforms the microscopic, agent-level description of…

系统与控制 · 电气工程与系统科学 2023-10-04 Gian Carlo Maffettone , Maurizio Porfiri , Mario di Bernardo

We present a systematic and reliable methodology, termed hierarchical mean-field theory (HMFT), to study and predict the behavior of strongly coupled many-particle systems. HMFT is a simple approximation, based upon group theoretical…

强关联电子 · 物理学 2007-05-23 Gerardo Ortiz , Cristian D. Batista

The concept of random dynamical system is a comparatively recent development combining ideas and methods from the well developed areas of probability theory and dynamical systems. Due to our inaccurate knowledge of the particular physical…

动力系统 · 数学 2007-05-23 Vitor Araujo

The single-site dynamical mean field theory approximation to the double exchange model is found to exhibit a previously unnoticed instability, in which a well-defined ground state which is stable against small perturbations is found to be…

强关联电子 · 物理学 2009-11-11 chungwei Lin , Andrew. J. Millis

Mean field games are studied by means of the weak formulation of stochastic optimal control. This approach allows the mean field interactions to enter through both state and control processes and take a form which is general enough to…

概率论 · 数学 2015-04-09 Rene Carmona , Daniel Lacker

Time change is a powerful technique for generating noises and providing flexible models. In the framework of time changed Brownian and Poisson random measures we study the existence and uniqueness of a solution to a general mean-field…

概率论 · 数学 2016-08-23 Giulia Di Nunno , Hannes Haferkorn

We study a high-dimensional stochastic optimization problem which features both control and stopping. In particular, a central planner steers a large population of particles, and can also remove particles at any time by paying a penalty. In…

最优化与控制 · 数学 2026-03-24 Pierre Cardaliaguet , Joe Jackson , Panagiotis E. Souganidis

A mean field type differential game is a mathematical model of a large system of identical agents under mean-field interaction controlled by two players with opposite purposes. We study the case when the dynamics of each agent is given by…

最优化与控制 · 数学 2018-12-14 Yurii Averboukh

In this paper the problem of stabilizing large-scale systems by distributed controllers, where the controllers exchange information via a shared limited communication medium is addressed. Event-triggered sampling schemes are proposed, where…

最优化与控制 · 数学 2011-07-12 Claudio De Persis , Rudolf Sailer , Fabian Wirth

We study existence of probability measure valued jump-diffusions described by martingale problems. We develop a simple device that allows us to embed Wasserstein spaces and other similar spaces of probability measures into locally compact…

概率论 · 数学 2020-12-03 Martin Larsson , Sara Svaluto-Ferro

In this paper we consider a mean field optimal control problem with an aggregation-diffusion constraint, where agents interact through a potential, in the presence of a Gaussian noise term. Our analysis focuses on a PDE system coupling a…

偏微分方程分析 · 数学 2019-09-25 Jose A. Carrillo , Edgard A. Pimentel , Vardan K. Voskanyan

A quantum system subject to external fields is said to be controllable if these fields can be adjusted to guide the state vector to a desired destination in the state space of the system. Fundamental results on controllability are reviewed…

核理论 · 物理学 2008-11-26 John W. Clark , Dennis G. Lucarelli , Tzyh-Jong Tarn

We survey recent results on controlled particle systems. The control aspect introduces new challenges in the discussion of properties and suitable mean field limits. Some of the aspects are highlighted in a detailed discussion of a…

最优化与控制 · 数学 2019-11-12 M. K. Banda , M. Herty , T. Trimborn

In natural resource management, or more generally in the study of sustainability issues, often the objective is to maintain the state of a given system within a desirable configuration, typically established in terms of standards or…

最优化与控制 · 数学 2021-01-13 Pedro Gajardo , Cristopher Hermosilla , Athena Picarelli

We consider the behavior of an Ising ferromagnet obeying the Glauber dynamics under the influence of a fast switching, random external field. In Part I, we introduced a general formalism for describing such systems and presented the mean…

统计力学 · 物理学 2009-10-31 J. Hausmann , P. Rujan