相关论文: Sobolev regularity for first order Mean Field Game…

This paper introduces first order Sobolev spaces on certain rectifiable varifolds. These complete locally convex spaces are contained in the generally nonlinear class of generalised weakly differentiable functions and share key functional…

We provide a representation of the weak solution of the continuity equation on the Heisenberg group $\mathbb H^1$ with periodic data (the periodicity is suitably adapted to the group law). This solution is the push forward of a measure…

We study mean field games with unbounded coefficients. The existence of a solution is proved. We propose a new approach based on Fokker-Planck-Kolmogorov equations, the Ambrosio-Figalli-Trevisan superposition principle, the method of…

We analyze a fractional mean field game of controls system, showing existence of solutions when the order of the fractional Laplacian is $s\in(\frac{1}{2},1)$. Here the running cost depends on the distribution $\mu$ of not only the states…

We study a Mean Field Games (MFG) system in a real, separable infinite dimensional Hilbert space. The system consists of a second order parabolic type equation, called Hamilton-Jacobi-Bellman (HJB) equation in the paper, coupled with a…

For two classes of Mean Field Game systems we study the convergence of solutions as the interest rate in the cost functional becomes very large, modeling agents caring only about a very short time-horizon, and the cost of the control…

Classical neural ordinary differential equations (ODEs) are powerful tools for approximating the log-density functions in high-dimensional spaces along trajectories, where neural networks parameterize the velocity fields. This paper…

We investigate existence and uniqueness of strong solutions of mean-field stochastic differential equations with irregular drift coefficients. Our direct construction of strong solutions is mainly based on a compactness criterion employing…

This paper concerns the simultaneous effect of homogenization and of the small noise limit for a $2^{\textrm {nd}}$ order mean field games (MFG) system with local coupling and quadratic Hamiltonian. We show under some additional assumptions…

This paper investigates the well-posedness of a type of state constraint ergodic Mean Field Game system in a bounded domain in which the Hamilton-Jacobi-Bellman equation is paired with an infinite Dirichlet boundary condition. In this…

The paper contains a review of results on linear systems of ordinary differential equations of an arbitrary order on a finite interval with the most general inhomogeneous boundary conditions in Sobolev spaces. The character of the…

The paper is concerned with the dependence of the solution of the deterministic mean field game on the initial distribution of players. The main object of study is the mapping which assigns to the initial time and the initial distribution…

We investigate the interior Sobolev regularity of weak solutions to the nonlocal $(1, p)$-Laplace equations in the superquadratic case $p\ge 2$. As a product, the explicit H\"{o}lder continuity estimates of weak solutions are derived. The…

We establish existence, uniqueness, and Sobolev and H\"older regularity results for the stochastic partial differential equation $$ du=\left(\sum_{i,j=1}^d a^{ij}u_{x^ix^j}+f^0+\sum_{i=1}^d f^i_{x^i}\right)dt+\sum_{k=1}^{\infty}g^kdw^k_t,…

In this paper we consider time-dependent mean-field games with subquadratic Hamiltonians and power-like local dependence on the measure. We establish existence of classical solutions under a certain set of conditions depending on both the…

The paper considers existence of spatially regular solutions for a class of linear Boltzmann transport equations. The related transport problem is an (initial) inflow boundary value problem. This problem is characteristic with variable…

For systems of ordinary differential equations on a compact interval, we study the character of solvability of the most general linear boundary-value problems in Sobolev spaces. We find the indices of these problems and obtain a criterion…

Mean-field games (MFGs) are models of large populations of rational agents who seek to optimize an objective function that takes into account their location and the distribution of the remaining agents. Here, we consider stationary MFGs…

We analyse fully nonlinear second-order mean field games (MFG) with nondifferentiable Hamiltonians, which take the form of a coupled system of a fully nonlinear Hamilton-Jacobi-Bellman equation and a Kolmogorov-Fokker-Planck partial…

In an extended mean field game the vector field governing the flow of the population can be different from that of the individual player at some mean field equilibrium. This new class strictly includes the standard mean field games. It is…