相关论文: On Lipschitz solutions of mean field games master …

In this paper we construct short time classical solutions to a class of master equations in the presence of non-degenerate individual noise arising in the theory of mean field games. The considered Hamiltonians are non-separable and $local$…

In this manuscript we derive a new nonlinear transport equation written on the space of probability measures that allows to study a class of deterministic mean field games and master equations, where the interaction of the agents happens…

In this paper, we study the long-time behavior of mean field game (MFG) systems influenced by a common noise. While classical results establish the convergence of deterministic MFG towards stationary solutions under suitable monotonicity…

We analyze the Master Equation within Mean Field Games (MFG) theory considering a bounded domain with homogeneous Dirichlet conditions. Concerning the N-players differential game, the player's dynamic ends when touching the boundary. We…

In this manuscript, we establish the global well-posedness for master equations of mean field games of controls, where the interaction is through the joint law of the state and control. Our results are proved under two different conditions:…

The multiplicative non-linearity term is usually assumed to be globally Lipschitz in most results on SPDEs. This work proves that the solutions fail to exist if the non-linearity term grows faster than linear growth. The global…

The work considers a system of fractional order partial differential equations. The existence and uniqueness theorems for the classical solution of initial-boundary value problems are proved in two cases: 1) the right-hand side of the…

We develop the theory of linear-quadratic (LQ) mean field games (MFGs) in Hilbert spaces with common noise modeled by an infinite-dimensional Wiener process that affects the dynamics of all agents. In the presence of common noise, the…

For an inverse coefficient problem of determining a state-varying factor in the corresponding Hamiltonian for a mean field game system, we prove the global Lipschitz stability by spatial data of one component and interior data in an…

We consider an n-player symmetric stochastic game with weak interaction between the players. Time is continuous and the horizon and the number of states are finite. We show that the value function of each of the players can be approximated…

We establish existence and uniqueness of solutions to evolutive fractional Mean Field Game systems with regularizing coupling, for any order of the fractional Laplacian $s\in(0,1)$. The existence is addressed via the vanishing viscosity…

We consider a unique continuation problem for the wave equation given data in a volumetric subset of the space time domain. In the absence of data on the lateral boundary of the space-time cylinder we prove that the solution can be…

Consider a bounded open set $U$ in $R^n$ and a Lipschitz function g from the boundary of $U$ to $R^m$. Does this function always have a canonical optimal Lipschitz extension to all of $U$? We propose a notion of optimal Lipschitz extension…

An overdetermination is introduced in an initial condition for the second order mean field games system (MFGS). This makes the resulting problem close to the classical ill-posed Cauchy problems for PDEs. Indeed, in such a problem and…

In this paper, we consider the social optimal problem of discrete time finite state space mean field games (referred to as finite mean field games [1]). Unlike the individual optimization of their own cost function in competitive models, in…

In this paper, we examine the solvability of a functional equation in a Lipschitz space. As an application, we use our result to determine the existence and uniqueness of solutions to an equation describing a specific type of choice…

In this paper, we study first-order stationary monotone mean-field games (MFGs) with Dirichlet boundary conditions. While for Hamilton--Jacobi equations Dirichlet conditions may not be satisfied, here, we establish the existence of…

This paper is concerned with the study of mean field games master equations involving an additional variable modelling common noise. We address cases in which the dynamics of this variable can depend on the state of the game, which requires…

In this note, we show a classical result on the local existence and uniqueness of a solution to an initial value problem subject to a Lipschitz condition. We use only elementary tools from mathematical analysis, without involving any…

We prove existence and uniqueness of solutions to a class of stochastic semilinear evolution equations with a monotone nonlinear drift term and multiplicative noise, considerably extending corresponding results obtained in previous work of…