- A semi-Lagrangian scheme for First-Order Mean Field Games based on monotone operators
2025/06/12 by Carlini, Elisabetta, Coscetti, Valentina · 2 citations
#35Q89 #49N80 #65M12 #65M25 #91A16 #FOS: Mathematics #Numerical Analysis (math.NA)
- Stationary Mean-Field Games of Singular Control under Knightian Uncertainty
2025/05/13 by Ferrari, Giorgio, Tzouanas, Ioannis · 1 citation
#35R35 #49L20 #60J70 #91A07 #91A15 #91A16 #91A26 #9J15 #FOS: Mathematics #Optimization and Control (math.OC)
- How much should we care about what others know? Jump signals in optimal investment under relative performance concerns
2025/03/20 by Bank, Peter, Sedrakjan, Gemma · 2 citations
#91A06 #91A16 #91B06 #91G10 #FOS: Mathematics #Optimization and Control (math.OC)
- Second-order monotonicity conditions and mean field games with volatility control
2025/03/13 by Chenchen Mou, Mou, Chenchen, Jianfeng Zhang +3 · 1 citation
Economics, Econometrics and Finance · Engineering · Mathematics · #35Q89 #35R15 #49N80 #60H30 #91A16 #Advanced Mathematical Physics Problems #Analysis of PDEs (math.AP) #FOS: Mathematics #Stability and Controllability of Differential Equations #Stochastic processes and financial applications
- Major-minor mean field games: common noise helps
2025/01/05 by Delarue, Francois, Mou, Chenchen · 1 citation
#60H10 #60H15 #91A16 #FOS: Mathematics #Optimization and Control (math.OC) #Primary: 49N80 #Probability (math.PR) #Secondary: 35R60
- Remarks on potential mean field games
2024/05/24 by Graber, P. Jameson · 1 citation
#35Q89 #49N80 #91A16 #Analysis of PDEs (math.AP) #FOS: Mathematics #Optimization and Control (math.OC)
- Cooperation, Correlation and Competition in Ergodic N-player Games and Mean-field Games of Singular Controls: A Case Study
2024/04/23 by Cannerozzi, Federico, Ferrari, Giorgio · 2 citations
#49N80 #91A11 #91A15 #91A16 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Probability (math.PR)
- Synchronization Games
2024/02/13 by Höfer, Felix, Soner, H. Mete · 2 citations
#34C25 #34H05 #37G35 #49L20 #91A16 #92B25 #FOS: Mathematics #Optimization and Control (math.OC)
- Bayesian Learning in Mean Field Games
2024/01/31 by Shmaya, Eran, Ziliotto, Bruno · 1 citation
#91A16 #91A26 #91A27 #Analysis of PDEs (math.AP) #FOS: Mathematics #Optimization and Control (math.OC)
- Intrinsic regularization by noise for 1d mean field games
2024/01/24 by Delarue, François, Ouknine, Youssef · 1 citation
#49N80 #60G5 #60H15 #91A16 #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
- From Nash Equilibrium to Social Optimum and vice versa: a Mean Field Perspective
2023/12/16 by Carmona, Rene, Dayanikli, Gokce, Delarue, Francois +1 · 2 citations
#49N80 #49N90 #91A07 #91A10 #91A12 #91A15 #91A16 #Computer Science and Game Theory (cs.GT) #FOS: Computer and information sciences #FOS: Mathematics #Optimization and Control (math.OC)
- Ergodic Mean-Field Games of Singular Control with Regime-Switching (Extended Version)
2023/07/22 by Dianetti, Jodi, Ferrari, Giorgio, Tzouanas, Ioannis · 2 citations
#35R35 #49L20 #60G40 #91A15 #91A16 #93C30 #FOS: Mathematics #Optimization and Control (math.OC)
- Two sided ergodic singular control and mean field game for diffusions
2023/06/15 by Christensen, Sören, Mordecki, Ernesto, Eguren, Facundo Oliú · 1 citation
#91A16 #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
- Approximation of deterministic mean field games under polynomial growth conditions on the data
2023/05/02 by Gianatti, Justina, Silva, Francisco J., Zorkot, Ahmad · 2 citations
#35Q89 #49N80 #65M99 #91A16 #91A26 #FOS: Mathematics #Optimization and Control (math.OC)
- Long-time behaviour of deterministic Mean Field Games with non-monotone interactions
2023/04/19 by Bardi, Martino, Kouhkouh, Hicham · 1 citation
#35B40 #35F21 #35Q89 #91A16 #Analysis of PDEs (math.AP) #FOS: Mathematics #Optimization and Control (math.OC)
- The Time-Interlaced Self-Consistent Master System of Heterogeneous-Agent Models
2023/03/22 by Lyasoff, Andrew · 1 citation
#49Q22 #91A16 #91B70 #FOS: Economics and business #FOS: Mathematics #General Economics (econ.GN) #Optimization and Control (math.OC)
- A continuous dependence estimate for viscous Hamilton-Jacobi equations on networks with applications
2023/03/08 by Fabio Camilli, Camilli, Fabio, Claudio Marchi +1 · 1 citation
Biochemistry, Genetics and Molecular Biology · Computer Science · Mathematics · #35B27 #35R02 #49N70 #91A16 #Advanced Mathematical Modeling in Engineering #Analysis of PDEs (math.AP) #FOS: Mathematics #Gene Regulatory Network Analysis #Mathematical Biology Tumor Growth #Optimization and Control (math.OC)
- Approximation of deterministic mean field games with control-affine dynamics
2022/12/19 by Justina Gianatti, Gianatti, Justina, Francisco J. Silva +1 · 3 citations
Economics, Econometrics and Finance · #35Q89 #49N80 #65M99 #91A16 #91A26 #FOS: Mathematics #Optimization and Control (math.OC) #Stochastic processes and financial applications
- Error estimates of a theta-scheme for second-order mean field games
2022/12/15 by Bonnans, J. Frédéric, Liu, Kang, Pfeiffer, Laurent · 2 citations
#49N80 #65M012 #65M06 #9108 #91A16 #FOS: Mathematics #Numerical Analysis (math.NA)
- Optimal Bubble Riding: A Mean Field Game with Varying Entry Times
2022/09/08 by Tangpi, Ludovic, Wang, Shichun · 1 citation
#49J55 #91A16 #93E20 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Trading and Market Microstructure (q-fin.TR)
- Mean field games master equations: from discrete to continuous state space
2022/07/07 by Bertucci, Charles, Cecchin, Alekos · 1 citation
#35Q89 #49M25 #49N80 #60J28 #65M06 #65M75 #91A16 #Analysis of PDEs (math.AP) #FOS: Mathematics #Numerical Analysis (math.NA) #Optimization and Control (math.OC) #Probability (math.PR)
- Reinforcement Learning Algorithm for Mixed Mean Field Control Games
2022/05/04 by Andrea Angiuli, Nils Detering, Angiuli, Andrea +7 · 2 citations
Decision Sciences · Economics, Econometrics and Finance · #68Q32 #91A16 #Auction Theory and Applications #Economic theories and models #FOS: Mathematics #Game Theory and Applications #Optimization and Control (math.OC)
- Mean Field Game Master Equations with Anti-monotonicity Conditions
2022/01/26 by Chenchen Mou, Jianfeng Zhang, Mou, Chenchen +1 · 3 citations
Mathematics · #35R15 #49N80 #49Q22 #60H30 #91A16 #93E20 #Analysis of PDEs (math.AP) #FOS: Mathematics #Numerical methods for differential equations #Optimization and Control (math.OC) #Probability (math.PR)
- Rates of convergence for the policy iteration method for Mean Field Games systems
2021/08/02 by Camilli, Fabio, Tang, Qing · 1 citation
#35Q89 #49N80 #65N12 #91A16 #Analysis of PDEs (math.AP) #FOS: Mathematics #Optimization and Control (math.OC)
- Set Values for Mean Field Games
2021/07/04 by Iseri, Melih, Zhang, Jianfeng · 2 citations
#60H30 #91A06 #91A16 #91A25 #93E20 #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
- On Numerical approximations of fractional and nonlocal Mean Field Games
2021/04/30 by Chowdhury, Indranil, Ersland, Olav, Jakobsen, Espen R. · 2 citations
#35K61 #35Q84 #35Q89 #35R06 #35R11 #45K05 #47G20 #49L12 #65M12 #65M22 #91A16 #Analysis of PDEs (math.AP) #FOS: Mathematics #Numerical Analysis (math.NA)
- A Class of Dimension-free Metrics for the Convergence of Empirical Measures
2021/04/24 by Jiequn Han, Han, Jiequn, Ruimeng Hu +3 · 1 citation
Mathematics · Physics and Astronomy · #60B10 #60E15 #60H10 #60K35 #91A16 #FOS: Computer and information sciences #FOS: Mathematics #Geometric Analysis and Curvature Flows #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Statistical Mechanics and Entropy
- Equilibrium Price Formation with a Major Player and its Mean Field Limit
2021/02/22 by Fujii, Masaaki, Takahashi, Akihiko · 3 citations
#91A15 #91A16 #FOS: Economics and business #General Economics (econ.GN) #Mathematical Finance (q-fin.MF) #Trading and Market Microstructure (q-fin.TR)
- Solvability of Infinite horizon McKean-Vlasov FBSDEs in Mean Field Control Problems and Games
2021/02/18 by Bayraktar, Erhan, Zhang, Xin · 3 citations
#49N80 #91A16 #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
- Mean Field Models to Regulate Carbon Emissions in Electricity Production
2021/02/18 by Carmona, Rene, Dayanikli, Gokce, Lauriere, Mathieu · 5 citations
#49N80 #49N90 #91A07 #91A16 #91B76 #FOS: Mathematics #Optimization and Control (math.OC)
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