相关论文: On the existence of oscillating solutions in non-m…
A stochastic model for behavioral changes by imitative pair interactions of individuals is developed. `Microscopic' assumptions on the specific form of the imitative processes lead to a stochastic version of the game dynamical equations.…
Mean-field games (MFGs) are models for large populations of competing rational agents that seek to optimize a suitable functional. In the case of congestion, this functional takes into account the difficulty of moving in high-density areas.…
We study a general class of fully coupled backward-forward stochastic differential equations of mean-field type (MF-BFSDE). We derive existence and uniqueness results for such a system under weak monotonicity assumptions and without the…
Mean field Master equations for the norm game are investigated. The strategies are: to obey the norm or not and to punish those who break it or not. The punishment, the temptation, the punishment cost and the relaxation of vengeance are…
The aim of this paper is to study global bifurcations of non-constant solutions of some nonlinear elliptic systems, namely the system on a sphere and the Neumann problem on a ball. We study the bifurcation phenomenon from families of…
The eigenvalues and eigenfunctions of a linear {\alpha}^{2}-dynamo have been computed for different spatial distributions of an isotropic \alpha-effect. Oscillatory solutions are obtained when \alpha exhibits a sign change in the radial…
The policy iteration method is a classical algorithm for solving optimal control problems. In this paper, we introduce a policy iteration method for Mean Field Games systems, and we study the convergence of this procedure to a solution of…
The large-population system consists of considerable small agents whose individual behavior and mass effect are interrelated via their state-average. The mean-field game provides an efficient way to get the decentralized strategies of…
The purpose of this paper is to provide a complete probabilistic analysis of a large class of stochastic differential games for which the interaction between the players is of mean-field type. We implement the Mean-Field Games strategy…
Neural or cortical fields are continuous assemblies of mesoscopic models, also called neural masses, of neural populations that are fundamental in the modeling of macroscopic parts of the brain. Neural fields are described by nonlinear…
In this paper, we study the existence of solutions for second-order non-instantaneous impulsive differential equations with a perturbation term. By variational approach, we obtain the problem has at least one solution under assumptions that…
This paper investigates a novel class of mean field games involving a major agent and numerous minor agents, where the agents' functionals are recursive with nonlinear backward stochastic differential equation (BSDE) representations. We…
We extend the weak-strong uniqueness principle for mean-field game (MFG) systems to a broad class of second-order stationary and time-dependent problems. Under standard monotonicity, growth, and coercivity assumptions on the Hamiltonian,…
We use scaling results to identify the crossover to mean-field behavior of equilibrium statistical mechanics models on a variant of the small world network. The results are generalizable to a wide-range of equilibrium systems. Anomalous…
Differential games, in particular two-player sequential zero-sum games (a.k.a. minimax optimization), have been an important modeling tool in applied science and received renewed interest in machine learning due to many recent applications,…
Usually, in order to investigate the evolution of a theory, one may find the critical points of the system and then perform perturbations around these critical points to see whether they are stable or not. This local method is very useful…
For the study of highly nonlinear, conservative dynamic systems, finding special periodic solutions which can be seen as generalization of the well-known normal modes of linear systems is very attractive. However, the study of…
We introduce a notion of weak solution of the master equation without idiosyncratic noise in Mean Field Game theory and establish its existence, uniqueness up to a constant and consistency with classical solutions when it is smooth. We work…
Invariant manifolds provide the geometric structures for describing and understanding dynamics of nonlinear systems. The theory of invariant manifolds for both finite and infinite dimensional autonomous deterministic systems, and for…
This paper studies a linear-quadratic mean-field game of stochastic large-population system, where the large-population system satisfies a class of $N$ weakly coupled linear backward stochastic differential equation. Different from the…