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相关论文: Unique continuation for a mean field game system

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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 prove the following unique continuation result: if a solution to the level set equation for mean curvature flow in a mean-convex domain agrees to infinite order at the point where it attains its maximum with the solution for a ball, then…

偏微分方程分析 · 数学 2018-06-04 Nick Strehlke

In this paper, we consider Mean Field Games in the presence of common noise relaxing the usual independence assumption of individual random noise. We assume a simple linear model with terminal cost satisfying a convexity and a weak…

概率论 · 数学 2016-07-05 Saran Ahuja

The second order Mean Field Games system (MFGS) in a bounded domain with the lateral Cauchy data is considered. This means that both Dirichlet and Neumann boundary data for the solution the MFGS are given. Two H\"older stability estimates…

偏微分方程分析 · 数学 2023-11-27 Michael V. Klibanov , Jingzhi Li , Hongyu Liu

The mean field games system is a coupled pair of nonlinear partial differential equations arising in differential game theory, as a limit as the number of agents tends to infinity. We prove existence and uniqueness of classical solutions…

偏微分方程分析 · 数学 2020-01-28 David M. Ambrose

We establish near-optimal quantitative uniqueness of continuation for solutions of evolution equations vanishing on the lateral boundary. These results were obtained simply by combining existing observability inequalities and energy…

偏微分方程分析 · 数学 2024-03-15 Mourad Choulli

We consider a system of mean field games with local coupling in the deterministic limit. Under general structure conditions on the Hamiltonian and coupling, we prove existence and uniqueness of the weak solution, characterizing this…

最优化与控制 · 数学 2014-01-09 Pierre Cardaliaguet , Philip Jameson Graber

In this paper, we study deterministic mean field games for agents who operate in a bounded domain. In this case, the existence and uniqueness of Nash equilibria cannot be deduced as for unrestricted state space because, for a large set of…

最优化与控制 · 数学 2017-11-07 Piermarco Cannarsa , Rossana Capuani

We consider N-player and mean field games in continuous time over a finite horizon, where the position of each agent belongs to {-1,1}. If there is uniqueness of mean field game solutions, e.g. under monotonicity assumptions, then the…

最优化与控制 · 数学 2019-02-06 Alekos Cecchin , Paolo Dai Pra , Markus Fischer , Guglielmo Pelino

We introduce a zero-sum game problem of mean-field type as an extension of the classical zero-sum Dynkin game problem to the case where the payoff processes might depend on the value of the game and its probability law. We establish…

最优化与控制 · 数学 2022-05-06 Boualem Djehiche , Roxana Dumitrescu

In this paper, we prove uniqueness of solutions of mean field equations with general boundary conditions for the critical and subcritical total mass regime, extending the earlier results for null Dirichlet boundary condition. The proof is…

偏微分方程分析 · 数学 2017-05-15 Changfeng Gui , Amir Moradifam

We consider a class of deterministic mean field games, where the state associated with each player evolves according to an ODE which is linear w.r.t. the control. Existence, uniqueness, and stability of solutions are studied from the point…

最优化与控制 · 数学 2022-10-27 Alberto Bressan , Khai T. Nguyen

We consider a time-dependent structured population model equation and establish a Carleman estimate. We apply the Carleman estimate to prove the unique continuation which means that Cauchy data on any lateral boundary determine the solution…

偏微分方程分析 · 数学 2014-12-24 Masaaki Uesaka , Masahiro Yamamoto

In this paper, we consider a class of infinitely degenerate partial differential systems to obtain the Nash equilibria in the mean field games. The degeneracy in the diffusion and the Hamiltonian may be different. This feature brings…

偏微分方程分析 · 数学 2023-11-20 Yiming Jiang , Jingchuang Ren , Yawei Wei , Jie Xue

We obtain sufficient conditions for the uniqueness of solutions to the Cauchy problem for the continuity equation in classes of measures that need not be absolutely continuous.

偏微分方程分析 · 数学 2018-06-18 V. I. Bogachev , G. Da Prato , M. Röckner , S. V. Shaposhnikov

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…

偏微分方程分析 · 数学 2019-01-09 Marco Cirant , Alessandro Goffi

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…

最优化与控制 · 数学 2016-12-07 Ariela Briani , Pierre Cardaliaguet

In this note we prove the uniqueness of solutions to a class of Mean Field Games systems subject to possibly degenerate individual noise. Our results hold true for arbitrary long time horizons and for general non-separable Hamiltonians that…

偏微分方程分析 · 数学 2023-08-23 Alpár R. Mészáros , Chenchen Mou

We quantify the uniqueness of continuation from Cauchy or interior data. Our approach consists in extending the existing results in the linear case. As by product we obtain a new stability estimate in the linear case. We also show the…

偏微分方程分析 · 数学 2022-08-18 Mourad Choulli

A simple proof that if the generalised BBM equation has a solution vanishing on an open sent of its domain then the solution is necessarily zero is given. In particular, the only compactly supported solution of the equation under…

偏微分方程分析 · 数学 2020-08-05 Priscila Leal da Silva , Igor Leite Freire
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