显示的是以下查询字词的结果: Singular mean-field games

Singular mean-field control games

Y Hu, B Øksendal, A Sulem - Stochastic Analysis and Applications, 2017 - Taylor & Francis
… article is to study singular control problems for mean-field SDEs, and to … singular mean-field
non-zero stochastic differential games. Let us point out that the terminology “mean field game

On some singular mean-field games

M Cirant, DA Gomes, EA Pimentel… - 2021 - repository.kaust.edu.sa
… Here, we examine singular second-order reduced mean-field games (MFGs) both in the
stationary and time-dependent settings. Our goal is to determine conditions that ensure the …

Approximation of N-player stochastic games with singular controls by mean field games

H Cao, X Guo, JS Lee - arXiv preprint arXiv:2202.06835, 2022 - arxiv.org
games with singular controls, either of bounded velocity or of finite variation, can both be
approximated by mean field games (MFGs) with singular … to an MFG with singular controls of a …

Stationary discounted and ergodic mean field games with singular controls

H Cao, J Dianetti, G Ferrari - Mathematics of Operations …, 2023 - pubsonline.informs.org
… In this paper, we provide a rare example of a solvable mean field game with singular
controls, with general nonlinear Itô dynamics of the state process and not necessarily quadratic …

Mean field games models—a brief survey

DA Gomes, J Saúde - Dynamic Games and Applications, 2014 - Springer
mean-field games has grown exponentially, and in this paper we present a brief survey of
mean-field … , we study reduced mean-field games, that is, mean-field games, which are written …

Mean field games with singular controls

G Fu, U Horst - SIAM Journal on Control and Optimization, 2017 - SIAM
… of relaxed solutions to mean field games (MFGs for short) with singular controls. We also
prove approximations of solutions results for a particular class of MFGs with singular controls by …

Mean-field games of finite-fuel capacity expansion with singular controls

L Campi, T De Angelis, M Ghio… - The Annals of Applied …, 2022 - projecteuclid.org
… MFGs and N-player games with singular controls. Their analysis … singular control problems
with mean-field dynamics for the state variables. A class of controls closely related to singular

Mean field systems on networks, with singular interaction through hitting times

S Nadtochiy, M Shkolnikov - The Annals of Probability, 2020 - JSTOR
… In this paper, we continue our investigation of the mean field particle systems with singular
… analysis of the associated mean field games. The literature on mean field games is vast (see…

Extended mean-field games with multi-dimensional singular controls and non-linear jump impact

R Denkert, U Horst - arXiv preprint arXiv:2402.09317, 2024 - arxiv.org
mean-field games with multidimensional singular controls and state-dependent jump dynamics
and costs. Two key challenges arise when analysing such games: … of admissible singular

Singular mean-filed games

M Cirant, DA Gomes, EA Pimentel… - arXiv preprint arXiv …, 2016 - arxiv.org
… Here, we prove the existence of smooth solutions for mean-field games with a singular
mean-field coupling; that is, a coupling in the Hamilton-Jacobi equation of the form g(m) = −m−α. …