中文
相关论文

相关论文: Second-order monotonicity conditions and mean fiel…

200 篇论文

We study a sequence of symmetric $n$-player stochastic differential games driven by both idiosyncratic and common sources of noise, in which players interact with each other through their empirical distribution. The unique Nash equilibrium…

概率论 · 数学 2018-04-24 Francois Delarue , Daniel Lacker , Kavita Ramanan

We analyze the canonical treatment of classical constrained mechanical systems formulated with a discrete time. We prove that under very general conditions, it is possible to introduce nonsingular canonical transformations that preserve the…

广义相对论与量子宇宙学 · 物理学 2007-05-23 Cayetano Di Bartolo , Rodolfo Gambini , Rafael Porto , Jorge Pullin

This paper studies two fundamental problems in regularized Graphon Mean-Field Games (GMFGs). First, we establish the existence of a Nash Equilibrium (NE) of any $\lambda$-regularized GMFG (for $\lambda\geq 0$). This result relies on weaker…

计算机科学与博弈论 · 计算机科学 2023-10-13 Fengzhuo Zhang , Vincent Y. F. Tan , Zhaoran Wang , Zhuoran Yang

The aim of this paper is to study first order Mean field games subject to a linear controlled dynamics on $\mathbb R^{d}$. For this kind of problems, we define Nash equilibria (called Mean Field Games equilibria), as Borel probability…

最优化与控制 · 数学 2019-12-11 Piermarco Cannarsa , Cristian Mendico

Quasi-stationary Mean Field Games models consider agents who base their strategies on current information without forecasting future states. In this paper we address the first-order quasi-stationary Mean Field Games system, which involves…

最优化与控制 · 数学 2024-09-30 Fabio Camilli , Claudio Marchi , Cristian Mendico

The aim of this paper is to study the long time behavior of solutions to deterministic mean field games systems on Euclidean space. This problem was addressed on the torus ${\mathbb T}^n$ in [P. Cardaliaguet, {\it Long time average of first…

最优化与控制 · 数学 2019-12-11 Piermarco Cannarsa , Wei Cheng , Cristian Mendico , Kaizhi Wang

The master equation is a type of PDE whose state variable involves the distribution of certain underlying state process. It is a powerful tool for studying the limit behavior of large interacting systems, including mean field games and…

概率论 · 数学 2019-04-26 Cong Wu , Jianfeng Zhang

We study the singular perturbation problem for mean field game systems with control of acceleration. For such a problem we analyze the behavior of solutions as the acceleration costs vanishes. In this setting the Hamiltonian fails to be…

最优化与控制 · 数学 2023-04-04 Cristian Mendico

We consider minimization problems for curves of measure, with kinetic and potential energy and a congestion penalization, as in the functionals that appear in Mean Field Games with a variational structure. We prove L infinity regularity…

偏微分方程分析 · 数学 2017-05-17 Hugo Lavenant , Filippo Santambrogio

We consider a mean field game with common noise in which the diffusion coefficients may be controlled. We prove existence of a weak relaxed solution under some continuity conditions on the coefficients. We then show that, when there is no…

概率论 · 数学 2020-05-18 Adrien Barrasso , Nizar Touzi

An optimal control problem for a semilinear elliptic equation of divergence form is considered. Both the leading term and the semilinear term of the state equation contain the control. The well-known Pontryagin type maximum principle for…

最优化与控制 · 数学 2017-03-28 Hongwei Lou , Jiongmin Yong

We consider a stationary Mean Field Games system defined on a network. In this framework, the transition conditions at the vertices play a crucial role: the ones here considered are based on the optimal control interpretation of the…

偏微分方程分析 · 数学 2015-05-20 Fabio Camilli , Claudio Marchi

We analyze a class of nonlinear partial differential equations (PDEs) defined on $\mathbb{R}^d \times \mathcal{P}_2(\mathbb{R}^d),$ where $\mathcal{P}_2(\mathbb{R}^d)$ is the Wasserstein space of probability measures on $\mathbb{R}^d$ with…

概率论 · 数学 2015-04-23 Jean-François Chassagneux , Dan Crisan , François Delarue

Mean-field games with absorption is a class of games, that have been introduced in Campi and Fischer (2018) and that can be viewed as natural limits of symmetric stochastic differential games with a large number of players who, interacting…

概率论 · 数学 2021-11-05 Luciano Campi , Maddalena Ghio , Giulia Livieri

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…

偏微分方程分析 · 数学 2023-03-09 Michael V. Klibanov

This paper studies optimal control and stabilization problems for continuous-time mean-field systems with input delay, which are the fundamental development of control and stabilization problems for mean-field systems. There are two main…

最优化与控制 · 数学 2020-10-19 Xiao Ma , Qingyuan Qi , Xun Li , Huanshui Zhang

We propose a new mean-field game model with two states to study synchronization phenomena, and we provide a comprehensive characterization of stationary and dynamic equilibria along with their stability properties. The game undergoes a…

最优化与控制 · 数学 2024-08-21 Felix Höfer , H. Mete Soner

In this article, we focus on the global stabilizability problem for a class of second order uncertain stochastic control systems, where both the drift term and the diffusion term are nonlinear functions of the state variables and the…

系统与控制 · 电气工程与系统科学 2022-05-11 Cheng Zhao , Yanbin Zhang

Mean Field Games (MFG) theory describes strategic interactions in differential games with a large number of small and indistinguishable players. Traditionally, the players' control impacts only the drift term in the system's dynamics,…

偏微分方程分析 · 数学 2024-07-31 Vincenzo Ignazio , Michele Ricciardi

It is well-known that the classical PID controller is by far the most widely used ones in industrial processes, despite of the remarkable progresses of the modern control theory over the past half a century. It is also true that the…

最优化与控制 · 数学 2016-12-21 Cheng Zhao , Lei Guo
‹ 上一页 1 8 9 10 下一页 ›