A Survey On Mean-Field Game for Dynamic Management and Control in Space-Air-Ground Network
The data traffic volume of the 6th generation (6G) mobile communication networks is huge,
and there are novel challenges in various communications services and scenarios. This …
and there are novel challenges in various communications services and scenarios. This …
Strong convergence of Euler–Maruyama schemes for McKean–Vlasov stochastic differential equations under local Lipschitz conditions of state variables
This paper develops strong convergence of the Euler–Maruyama (EM) schemes for
approximating McKean–Vlasov stochastic differential equations (SDEs). In contrast to the …
approximating McKean–Vlasov stochastic differential equations (SDEs). In contrast to the …
McKean–Vlasov optimal control: limit theory and equivalence between different formulations
MF Djete, D Possamaï, X Tan - Mathematics of Operations …, 2022 - pubsonline.informs.org
We study a McKean–Vlasov optimal control problem with common noise in order to
establish the corresponding limit theory as well as the equivalence between different …
establish the corresponding limit theory as well as the equivalence between different …
Error analysis of time-discrete random batch method for interacting particle systems and associated mean-field limits
The random batch method provides an efficient algorithm for computing statistical properties
of a canonical ensemble of interacting particles. In this work, we study the error estimates of …
of a canonical ensemble of interacting particles. In this work, we study the error estimates of …
Strong approximation of non-autonomous time-changed McKean–Vlasov stochastic differential equations
X Wen, Z Li, L Xu - Communications in Nonlinear Science and Numerical …, 2023 - Elsevier
In this paper, we investigate the time-changed McKean–Vlasov stochastic differential
equations (MV-SDEs) via interacting particle systems, where the MV-SDEs contain two drift …
equations (MV-SDEs) via interacting particle systems, where the MV-SDEs contain two drift …
The locally homeomorphic property of McKean-Vlasov SDEs under the global Lipschitz condition
X Cheng, Z Liu - Journal de Mathématiques Pures et Appliquées, 2023 - Elsevier
In this paper, we establish the locally diffeomorphic property of the solution to McKean-
Vlasov stochastic differential equations defined in the Euclidean space. Our approach is …
Vlasov stochastic differential equations defined in the Euclidean space. Our approach is …
[PDF][PDF] Stabilities of delay stochastic McKean-Vlasov equations in the G-framework
HY Yuan, QX Zhu - Sci China Inf, 2024 - scis.scichina.com
This article focuses on a type of stochastic McKean-Vlasov equation in the G-framework (G-
SMVE) and addresses the stability issue for delay stochastic McKean-Vlasov equations in …
SMVE) and addresses the stability issue for delay stochastic McKean-Vlasov equations in …
On the convergence of carathéodory numerical scheme for Mckean-Vlasov equations
MA Mezerdi - Stochastic Analysis and Applications, 2021 - Taylor & Francis
We study the strong convergence of the Carathéodory numerical scheme for a class of
nonlinear McKean-Vlasov stochastic differential equations (MVSDE). We prove, under …
nonlinear McKean-Vlasov stochastic differential equations (MVSDE). We prove, under …
Mean-field stochastic Volterra equations
DJ Prömel, D Scheffels - arXiv preprint arXiv:2307.13775, 2023 - arxiv.org
The well-posedness is established for multi-dimensional mean-field stochastic Volterra
equations with Lipschitz continuous coefficients and allowing for singular kernels as well as …
equations with Lipschitz continuous coefficients and allowing for singular kernels as well as …
Stability, uniqueness and existence of solutions to McKean-Vlasov SDEs: a multidimensional Yamada-Watanabe approach
A Kalinin, T Meyer-Brandis, F Proske - arXiv preprint arXiv:2107.07838, 2021 - arxiv.org
We establish stability and pathwise uniqueness of solutions to Wiener noise driven McKean-
Vlasov equations with random coefficients, which are allowed to be non-Lipschitz …
Vlasov equations with random coefficients, which are allowed to be non-Lipschitz …