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相关论文: Weak-strong uniqueness for solutions to mean-field…

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In this paper, we investigate the robustness of stationary mean-field equilibria in the presence of model uncertainties, specifically focusing on infinite-horizon discounted cost functions. To achieve this, we initially establish…

系统与控制 · 电气工程与系统科学 2026-04-10 Uğur Aydın , Naci Saldi

We study a mean-field version of Bank-El Karoui's representation theorem of stochastic processes. Under different technical conditions, we establish some existence and uniqueness results. As motivation and first applications, our mean-field…

概率论 · 数学 2025-07-16 Xihao He , Xiaolu Tan , Jun Zou

We investigate time dependent, first order Mean Field Games on the torus comparing, in a broad and general framework, the classical differential formulation , given by a Hamilton Jacobi equation coupled with a continuity equation, with a…

偏微分方程分析 · 数学 2025-12-02 Antonio Siconolfi

Existing deep learning methods for solving mean-field games (MFGs) with common noise fix the sampling common noise paths and then solve the corresponding MFGs. This leads to a nested-loop structure with millions of simulations of common…

最优化与控制 · 数学 2021-06-08 Ming Min , Ruimeng Hu

This paper concerns the simultaneous effect of homogenization and of the small noise limit for a $2^{\textrm {nd}}$ order mean field games (MFG) system with local coupling and quadratic Hamiltonian. We show under some additional assumptions…

偏微分方程分析 · 数学 2024-03-12 Annalisa Cesaroni , Nicolas Dirr , Claudio Marchi

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…

Motivated by mean-field games (MFG) with common noise on the one hand and pathwise stochastic control theory on the other, we formulate here a linear-quadratic (LQ) MFG with rough common noise, along with a satisfactory well-posedness…

We prove uniqueness of weak solutions of the three-dimensional compressible Navier-Stokes equations with potential force. We make use of the Lagrangean framework in comparing the instantaneous states of corresponding fluid particles in two…

偏微分方程分析 · 数学 2020-12-15 Anthony Suen

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 consider the time-dependent Landau-Lifshitz-Gilbert equation. We prove that each weak solution coincides with the (unique) strong solution, as long as the latter exists in time. Unlike available results in the literature, our analysis…

偏微分方程分析 · 数学 2020-09-07 Giovanni Di Fratta , Michael Innerberger , Dirk Praetorius

In recent years, mean field games (MFGs) have garnered considerable attention and emerged as a dynamic and actively researched field across various domains, including economics, social sciences, finance, and transportation. The inverse…

偏微分方程分析 · 数学 2024-10-02 Hongyu Liu , Catharine W. K. Lo , Shen Zhang

The mean field limit of large-population symmetric stochastic differential games is derived in a general setting, with and without common noise, on a finite time horizon. Minimal assumptions are imposed on equilibrium strategies, which may…

概率论 · 数学 2014-08-13 Daniel Lacker

In this paper we obtain Sobolev estimates for weak solutions of first oder variational Mean Field Game systems with coupling terms that are local function of the density variable. Under some coercivity condition on the coupling, we obtain…

偏微分方程分析 · 数学 2018-01-25 P. Jameson Graber , Alpár R. Mészáros

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…

概率论 · 数学 2021-01-12 Erhan Bayraktar , Alekos Cecchin , Asaf Cohen , Francois Delarue

In this article the question on uniqueness of weak solution of the incompressible Navier-Stokes Equations in the 3-dimensional case is studied. Here the investigation is carried out with use of another approach. The uniqueness of velocity…

偏微分方程分析 · 数学 2020-09-29 Kamal N. Soltanov

In this manuscript, we propose a structural condition on non-separable Hamiltonians, which we term displacement monotonicity condition, to study second order mean field games master equations. A rate of dissipation of a bilinear form is…

偏微分方程分析 · 数学 2022-04-04 Wilfrid Gangbo , Alpár R. Mészáros , Chenchen Mou , Jianfeng Zhang

This paper proposes a new mathematical paradigm to analyze discrete-time mean-field games. It is shown that finding Nash equilibrium solutions for a general class of discrete-time mean-field games is equivalent to solving an optimization…

最优化与控制 · 数学 2023-08-29 Xin Guo , Anran Hu , Junzi Zhang

We introduce a search game for two players played on a "scenario" consisting of a ground set together with a collection of feasible partitions. This general setting allows us to obtain new characterisations of many width parameters such as…

离散数学 · 计算机科学 2009-06-23 Isolde Adler

Mean field games (MFGs) offer a versatile framework for modeling large-scale interactive systems across multiple domains. This paper builds upon a previous work, by developing a state-of-the-art unified approach to decode or design the…

偏微分方程分析 · 数学 2025-01-22 Hongyu Liu , Catharine W. K. Lo

In this paper, we explore Bertrand and Cournot Mean Field Games models for market competition with reflection boundary conditions. We prove existence, uniqueness and regularity of solutions to the system of equations, and show that this…

偏微分方程分析 · 数学 2017-09-13 P. Jameson Graber , Charafeddine Mouzouni