相关论文: On Lipschitz solutions of mean field games master …
The general solution to the quantum master equation (and its $Sp(2)$ symmetric counterpart) is constructed explicitly in case of finite number of variables. It is shown that the finite-dimensional solution is physically trivial and thus can…
We consider Mean Field Games without idiosyncratic but with Brownian type common noise. We introduce a notion of solutions of the associated backward-forward system of stochastic partial differential equations. We show that the solution…
Here, we consider stationary monotone mean-field games (MFGs) and study the existence of weak solutions. First, we introduce a regularized problem that preserves the monotonicity. Next, using variational inequalities techniques, we prove…
This chapter examines monotonicity techniques in the theory of mean-field games(MFGs). Originally, monotonicity ideas were used to establish the uniqueness of solutions for MFGs. Later, monotonicity methods and monotone operators were…
Here, we study the existence and the convergence of solutions for the vanishing discount MFG problem with a quadratic Hamiltonian. We give conditions under which the discounted problem has a unique classical solution and prove convergence…
The mean field games (MFG) theory has broad application in mathematical modeling of social phenomena. The Mean Field Games System (MFGS) is the key to the MFG theory. This is a system of two nonlinear parabolic partial differential…
We establish the strong unique continuation property of fractional orders of linear elliptic equations with Lipschitz coefficients by establishing monotonicity of some Almgren-type frequency functional via an extension procedure.
We introduce the notion of stable solution in mean field game theory: they are locally isolated solutions of the mean field game system. We prove that such solutions exist in potential mean field games and are local attractors for learning…
Here, we consider a regularized mean-field game model that features a low-order regularization. We prove the existence of solutions with positive density. To do so, we combine a priori estimates with the continuation method. In contrast…
In this paper we propose two new monotonicity conditions that could serve as sufficient conditions for uniqueness of Nash equilibria in mean field games. In this study we aim for $unconditional\ uniqueness$ that is independent of the length…
In this paper, we consider the pointwise boundary Lipschitz regularity of solutions for the semilinear elliptic equations in divergence form mainly under some weaker assumptions on nonhomogeneous term and the boundary. If the domain…
This paper is concerned with the existence and regularity of mininizers as well as of corresponding multipliers to an optimal control problem governed by semilinear elliptic equations, in which mixed pointwise control-state constraints are…
We study a stationary first--order mean field game on the $d$--dimensional torus. The system couples a Hamilton--Jacobi equation for the value function with a transport equation for the density of players. Our goal is to give a detailed and…
In this paper we consider a measure-theoretical formulation of the training of NeurODEs in the form of a mean-field optimal control with $L^2$-regularization of the control. We derive first order optimality conditions for the NeurODE…
A general class of mean field games are considered where the governing dynamics are controlled diffusions in $\mathbb{R}^d$. The optimization criterion is the long time average of a running cost function. Under various sets of hypotheses,…
We establish the existence and uniqueness of a solution to the master equation for a mean field game of controls with absorption. The mean field game arises as a continuum limit of a dynamic game of exhaustible resources modeling Cournot…
Suppose that $f$ satisfies the following: $(1)$ the polyharmonic equation $\Delta^{m}f=\Delta(\Delta^{m-1} f)$$=\varphi_{m}$ $(\varphi_{m}\in \mathcal{C}(\overline{\mathbb{B}^{n}},\mathbb{R}^{n}))$, (2) the boundary conditions…
In this paper, we investigate abstract time-fractional evolution equations with nonlinear perturbations. We construct solutions of Lipschitz perturbation problems in arbitrary large time interval independent of the Lipschitz constants. We…
In this paper we study the local behavior of a solution to the Lam\'e system with \emph{Lipschitz} coefficients in dimension $n\ge 2$. Our main result is the bound on the vanishing order of a nontrivial solution, which immediately implies…
We prove the existence and uniqueness of the mild solution for a nonlinear stochastic heat equation defined on an unbounded spatial domain. The nonlinearity is not assumed to be globally, or even locally, Lipschitz continuous. Instead the…