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We consider a class of systems of time dependent partial differential equations which arise in mean field type models with congestion. The systems couple a backward viscous Hamilton-Jacobi equation and a forward Kolmogorov equation both…

偏微分方程分析 · 数学 2017-06-27 Yves Achdou , Alessio Porretta

In this paper we extend, for the first time, part of the Weierstrass extremal field theory in the Calculus of Variations to a nonlocal framework. Our model case is the energy functional for the fractional Laplacian (the Gagliardo-Sobolev…

偏微分方程分析 · 数学 2022-12-02 Xavier Cabre , Iñigo U. Erneta , Juan-Carlos Felipe-Navarro

We study the singular perturbation problem for mean field game systems with control of acceleration. For such a problem we analyze the behavior of solutions as the acceleration costs vanishes. In this setting the Hamiltonian fails to be…

最优化与控制 · 数学 2023-04-04 Cristian Mendico

This paper studies multidimensional mean field games with common noise and the related system of McKean-Vlasov forward-backward stochastic differential equations deriving from the stochastic maximum principle. We first propose some…

概率论 · 数学 2022-12-26 Jodi Dianetti

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…

偏微分方程分析 · 数学 2025-11-18 Thomas Sales , Iain Smears

Existence and uniqueness are investigated for a nonlinear diffusion problem of phase-field type, consisting of a parabolic system of two partial differential equations, complemented by Neumann homogeneous boundary conditions and initial…

偏微分方程分析 · 数学 2012-09-17 Pierluigi Colli , Gianni Gilardi , Paolo Podio-Guidugli , Jürgen Sprekels

This paper addresses the crucial question of solution uniqueness in stationary first-order Mean-Field Games (MFGs). Despite well-established existence results, establishing uniqueness, particularly for weaker solutions in the sense of…

偏微分方程分析 · 数学 2025-02-28 Rita Ferreira , Diogo Gomes , Vardan Voskanyan

While the general theory for the terminal-initial value problem for mean-field games (MFGs) has achieved a substantial progress, the corresponding forward-forward problem is still poorly understood - even in the one-dimensional setting.…

偏微分方程分析 · 数学 2016-06-30 Diogo Gomes , Levon Nurbekyan , Marc Sedjro

The theory of mean field games is a tool to understand noncooperative dynamic stochastic games with a large number of players. Much of the theory has evolved under conditions ensuring uniqueness of the mean field game Nash equilibrium.…

最优化与控制 · 数学 2019-03-19 Bruce Hajek , Michael Livesay

We give a proof of existence and uniqueness of viscosity solutions to parabolic quasilinear equations for a fairly general class of nonconvex Hamiltonians with superlinear growth in the gradient variable. The approach is mainly based on…

偏微分方程分析 · 数学 2017-11-27 Andrea Davini

The initial value problem for the Vlasov-Poisson system is by now well understood in the case of an isolated system where, by definition, the distribution function of the particles as well as the gravitational potential vanish at spatial…

广义相对论与量子宇宙学 · 物理学 2009-10-22 Gerhard Rein , Alan D. Rendall

In the past years, the phenomenon of fractional regularity has been addressed for a large class of linear and/or quasilinear differential operators, mostly, in terms of certain Besov spaces. As it turned out, for equations governed by the…

偏微分方程分析 · 数学 2018-09-05 Anderson L. A. de Araújo , Luís H. de Miranda

We study mean-field games of optimal stopping (OS-MFGs) and introduce an entropy-regularized framework to enable learning-based solution methods. By utilizing randomized stopping times, we reformulate the OS-MFG as a mean-field game of…

最优化与控制 · 数学 2025-09-24 Jodi Dianetti , Roxana Dumitrescu , Giorgio Ferrari , Renyuan Xu

In this paper, we characterize the asymptotic behavior of a first-order stationary mean-field game (MFG) with a logarithm coupling, a quadratic Hamiltonian, and a periodically oscillating potential. This study falls into the realm of the…

偏微分方程分析 · 数学 2019-05-07 Rita Ferreira , Diogo Gomes , Xianjin Yang

We propose a unified meshless method to solve classical and fractional PDE problems with $(-\Delta)^{\frac{\alpha}{2}}$ for $\alpha \in (0, 2]$. The classical ($\alpha = 2$) and fractional ($\alpha < 2$) Laplacians, one local and the other…

数值分析 · 数学 2021-02-02 Yixuan Wu , Yanzhi Zhang

Here we investigate global strong solutions for a class of partially dissipative hyperbolic systems in the framework of critical homogeneous Besov spaces. Our primary goal is to extend the analysis of our previous paper [10] to a functional…

偏微分方程分析 · 数学 2022-01-19 Timothée Crin-Barat , Raphaël Danchin

We consider stochastic differential games with a large number of players, with the aim of quantifying the gap between closed-loop, open-loop and distributed equilibria. We show that, under two different semi-monotonicity conditions, the…

概率论 · 数学 2025-05-06 Marco Cirant , Joe Jackson , Davide Francesco Redaelli

We prove the uniqueness and nondegeneracy of least-energy solutions of a fractional Dirichlet semilinear problem in sufficiently large balls and in more general symmetric domains. Our proofs rely on uniform estimates on growing domains, on…

偏微分方程分析 · 数学 2024-03-18 Abdelrazek Dieb , Isabella Ianni , Alberto Saldaña

We explore a mechanism of decision-making in Mean Field Games with myopic players. At each instant, agents set a strategy which optimizes their expected future cost by assuming their environment as immutable. As the system evolves, the…

最优化与控制 · 数学 2018-02-05 Charafeddine Mouzouni

We consider second-order ergodic Mean-Field Games systems in the whole space $\mathbb{R}^N$ with coercive potential and aggregating nonlocal coupling, defined in terms of a Riesz interaction kernel. These MFG systems describe Nash…

偏微分方程分析 · 数学 2023-05-01 Chiara Bernardini , Annalisa Cesaroni