… Here, we examine singular second-order reduced mean-fieldgames (MFGs) both in the stationary and time-dependent settings. Our goal is to determine conditions that ensure the …
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 meanfieldgames (MFGs) with singular … to an MFG with singular controls of a …
H Cao, J Dianetti, G Ferrari - Mathematics of Operations …, 2023 - pubsonline.informs.org
… In this paper, we provide a rare example of a solvable meanfieldgame with singular controls, with general nonlinear Itô dynamics of the state process and not necessarily quadratic …
DA Gomes, J Saúde - Dynamic Games and Applications, 2014 - Springer
… mean-fieldgames has grown exponentially, and in this paper we present a brief survey of mean-field … , we study reduced mean-fieldgames, that is, mean-fieldgames, which are written …
G Fu, U Horst - SIAM Journal on Control and Optimization, 2017 - SIAM
… of relaxed solutions to meanfieldgames (MFGs for short) with singular controls. We also prove approximations of solutions results for a particular class of MFGs with singular controls by …
… 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 …
… In this paper, we continue our investigation of the meanfield particle systems with singular … analysis of the associated meanfieldgames. The literature on meanfieldgames is vast (see…
R Denkert, U Horst - arXiv preprint arXiv:2402.09317, 2024 - arxiv.org
… mean-fieldgames with multidimensional singular controls and state-dependent jump dynamics and costs. Two key challenges arise when analysing such games: … of admissible singular …
… Here, we prove the existence of smooth solutions for mean-fieldgames with a singular mean-field coupling; that is, a coupling in the Hamilton-Jacobi equation of the form g(m) = −m−α. …