Found 90 Documents (Results 1–90)
Long-time behavior of deterministic mean field games with nonmonotone interactions. (English) Zbl 07906771
Reviewer: Alain Brillard (Riedisheim)
The continuity equation in the Heisenberg-periodic case: a representation formula and an application to mean field games. (English) Zbl 07897461
Strong convergence of Euler-Maruyama schemes for doubly perturbed McKean-Vlasov stochastic differential equations. (English) Zbl 1535.65020
High order computation of optimal transport, mean field planning, and potential mean field games. (English) Zbl 1533.91044
Doubly-stochastic interpretation for nonlocal semi-linear backward stochastic partial differential equations. (English) Zbl 1540.60101
A singular perturbation problem for mean field games of acceleration: application to mean field games of control. (English) Zbl 1521.35018
A unified approach to linear-quadratic-Gaussian mean-field team: homogeneity, heterogeneity and quasi-exchangeability. (English) Zbl 1515.60187
Polarization and coherence in mean field games driven by private and social utility. (English) Zbl 1520.91048
Kolmogorov equations on spaces of measures associated to nonlinear filtering processes. (English) Zbl 1517.60092
Reviewer: Hossam A. Ghany (al-Qāhira)
A duality approach to a price formation MFG model. (English) Zbl 1515.49021
Reviewer: Savin Treanţă (Bucureşti)
Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games. II: The finite horizon case. (English) Zbl 1505.65243
Existence of solutions to contact mean-field games of first order. (English) Zbl 1505.37068
Reviewer: Alpár R. Mészáros (Durham)
On the graphon mean field game equations: individual agent affine dynamics and mean field dependent performance functions. (English) Zbl 1492.91041
Well-posedness for some non-linear SDEs and related PDE on the Wasserstein space. (English) Zbl 1494.60063
Non coercive unbounded first order mean field games: the Heisenberg example. (English) Zbl 1489.35284
Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control. (English) Zbl 1486.49045
Reviewer: Savin Treanta (Bucureşti)
Linear quadratic mean field games: decentralized \(O(1/N)\)-Nash equilibria. (English) Zbl 1480.91033
From the backward Kolmogorov PDE on the Wasserstein space to propagation of chaos for McKean-Vlasov SDEs. (English. French summary) Zbl 1481.60105
Computational methods for first-order nonlocal mean field games with applications. (English) Zbl 1477.35276
Propagation of chaos for mean field rough differential equations. (English) Zbl 1497.60073
Reviewer: Yuliya S. Mishura (Kyïv)
Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games. I: The ergodic case. (English) Zbl 1479.65013
Reviewer: Chandrasekhar Salimath (Bengaluru)
Finite state mean field games with Wright-Fisher common noise. (English. French summary) Zbl 1459.91012
Attainability property for a probabilistic target in Wasserstein spaces. (English) Zbl 1458.60011
Reviewer: Xin Yang Lu (Thunder Bay)
Ergodic behavior of control and mean field games problems depending on acceleration. (English) Zbl 1458.35051
Lecture notes on variational mean field games. (English) Zbl 1456.49031
Cardaliaguet, Pierre (ed.) et al., Mean field games. Cetraro, Italy, June 10–14, 2019. Lecture notes given at the summer school. Cham: Springer. Lect. Notes Math. 2281, 159-201 (2020).
Reviewer: Pavel Stoynov (Sofia)
An introduction to mean field game theory. (English) Zbl 1457.91058
Cardaliaguet, Pierre (ed.) et al., Mean field games. Cetraro, Italy, June 10–14, 2019. Lecture notes given at the summer school. Cham: Springer. Lect. Notes Math. 2281, 1-158 (2020).
The mean field Schrödinger problem: ergodic behavior, entropy estimates and functional inequalities. (English) Zbl 1453.91021
A level-set approach for stochastic optimal control problems under controlled-loss constraints. (English) Zbl 1448.93344
Deterministic limit of mean field games associated with nonlinear Markov processes. (English) Zbl 1443.91042
Solving mean field rough differential equations. (English) Zbl 1464.60056
Reviewer: Yuliya S. Mishura (Kyïv)
Discrete-time ergodic mean-field games with average reward on compact spaces. (English) Zbl 1437.91061
Short-time existence for a general backward-forward parabolic system arising from mean-field games. (English) Zbl 1509.35130
Sharp semi-concavity in a non-autonomous control problem and \(L^p\) estimates in an optimal-exit MFG. (English) Zbl 1437.91053
Short time solution to the master equation of a first order mean field game. (English) Zbl 1447.35331
Minimal-time mean field games. (English) Zbl 1428.91006
New estimates on the regularity of the pressure in density-constrained mean field games. (English) Zbl 1431.35031
Convergence, fluctuations and large deviations for finite state mean field games via the master equation. (English) Zbl 1450.60015
Reviewer: Wiesław Dziubdziela (Miedziana Góra)
Finite mean field games: fictitious play and convergence to a first order continuous mean field game. (English. French summary) Zbl 1427.35288
One-dimensional, non-local, first-order stationary mean-field games with congestion: a Fourier approach. (English) Zbl 1406.35420
The variational structure and time-periodic solutions for mean-field games systems. (English) Zbl 1406.35417
Existence of weak solutions to stationary mean-field games through variational inequalities. (English) Zbl 1418.91087
Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs. (English) Zbl 1405.60078
Mean-field games with a major player. (Jeux à champ moyen avec agent dominant.) (English. Abridged French version) Zbl 1410.91048
Existence and uniqueness of solutions for Bertrand and Cournot mean field games. (English) Zbl 1382.35141
Hamilton-Jacobi-Bellman equations. (English) Zbl 1391.49052
Tonon, Daniela (ed.) et al., Optimal control: novel directions and applications. Cham: Springer (ISBN 978-3-319-60770-2/pbk; 978-3-319-60771-9/ebook). Lecture Notes in Mathematics 2180, 127-261 (2017).
Reviewer: Hector O. Fattorini (Los Angeles)
Learning in mean field games: the fictitious play. (English) Zbl 1365.35183
Reviewer: Rodica Luca (Iaşi)
Linear quadratic mean field type control and mean field games with common noise, with application to production of an exhaustible resource. (English) Zbl 1359.93534
MSC:
93E20
Weakly coupled mean-field game systems. (English) Zbl 1358.35200
Reviewer: Dimitar A. Kolev (Sofia)
A general characterization of the mean field limit for stochastic differential games. (English) Zbl 1344.60065
Time-dependent mean-field games in the subquadratic case. (English) Zbl 1322.35053
Reviewer: Tamaz Tadumadze (Tbilisi)
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