相关论文: Control on Hilbert Space and Mean Field Control: t…

First order kinetic mean field games formally describe the Nash equilibria of deterministic differential games where agents control their acceleration, asymptotically in the limit as the number of agents tends to infinity. The known results…

We force uniqueness in finite state mean field games by adding a Wright-Fisher common noise. We achieve this by analyzing the master equation of this game, which is a degenerate parabolic second-order partial differential equation set on…

This work is mainly concerned with the so-called limit theory for mean-field games. Adopting the weak formulation paradigm put forward by Carmona and Lacker, we consider a fully non-Markovian setting allowing for drift control and…

In this article, two methods for solving mean-field type optimal control problems are proposed and investigated. The two methods are iterative methods: at each iteration, a Hamilton-Jacobi-Bellman equation is solved, for a terminal…

This paper is concerned with uniform stabilization and social optimality for general mean field linear quadratic control systems, where subsystems are coupled via individual dynamics and costs, and the state weight is not assumed with the…

This paper investigates a linear-quadratic mean field games problem with common noise, where the drift term and diffusion term of individual state equations are coupled with both the state, control, and mean field terms of the state, and we…

We consider an optimal control problem where the average welfare of weakly interacting agents is of interest. We examine the mean-field control problem as the fluid approximation of the N-agent control problem with the setup of finite-state…

In this paper, we address an instance of uniquely solvable mean-field game with a common noise whose corresponding counterpart without common noise has several equilibria. We study the selection problem for this mean-field game without…

We establish the first unconditional well-posedness result for the master equation associated with a general class of mean field games of controls. Our analysis covers games with displacement monotone or Lasry--Lions monotone data, as well…

In this article, we consider mean field games between a dominating player and a group of representative agents, each of which acts similarly and also interacts with each other through a mean field term being substantially influenced by the…

This paper continues the study of controlled interacting particle systems with common noise started in [W. Gangbo, S. Mayorga and A. \'{S}wi\k{e}ch, SIAM J. Math. Anal. 53 (2021), no. 2, 1320--1356] and [S. Mayorga and A. \'{S}wi\k{e}ch,…

Mean field games were introduced independently by J-M. Lasry and P-L. Lions, and by M. Huang, R.P. Malham\'e and P. E. Caines, in order to bring a new approach to optimization problems with a large number of interacting agents. The…

In the paper, we use the equivalent formulation of a finite state mean field game as a control problem with mixed constraints to study the dependence of solutions to finite state mean field game on an initial distribution of players. We…

We study the existence and approximate controllability of a class of fractional nonlocal delay semilinear differential systems in a Hilbert space. The results are obtained by using semigroup theory, fractional calculus, and Schauder's fixed…

This paper studies the convergence of mean field games with finite state space to mean field games with a continuous state space. We examine a space discretization of a diffusive dynamics, which is reminiscent of the Markov chain…

In this paper, we focus on the control of the mean field equilibrium of non linear networks of the Langevin type in the limit of small noise. Using iterative linear approximations, we derive a formula that prescribes a control strategy in…

This paper examines mean field linear-quadratic-Gaussian (LQG) social optimum control with volatility-uncertain common noise. The diffusion terms in the dynamics of agents contain an unknown volatility process driven by a common noise. We…

We discuss a class of linear control problems in a Hilbert space setting, which covers diverse systems such as hyperbolic and parabolic equations with boundary control and boundary observation even including memory terms. We introduce…

We study a class of deterministic mean field games and related optimal control problems, with a finite time horizon and in which the state space is a network. An agent controls her velocity, and, when she occupies a vertex, she can either…

This paper presents approaches to mean-field control, motivated by distributed control of multi-agent systems. Control solutions are based on a convex optimization problem, whose domain is a convex set of probability mass functions (pmfs).…