A Survey On Mean-Field Game for Dynamic Management and Control in Space-Air-Ground Network

Y Wang, C Yang, T Li, X Mi, L Li… - … Surveys & Tutorials, 2024 - ieeexplore.ieee.org
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 …

Strong convergence of Euler–Maruyama schemes for McKean–Vlasov stochastic differential equations under local Lipschitz conditions of state variables

Y Li, X Mao, Q Song, F Wu, G Yin - IMA Journal of Numerical …, 2023 - academic.oup.com
This paper develops strong convergence of the Euler–Maruyama (EM) schemes for
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 …

Error analysis of time-discrete random batch method for interacting particle systems and associated mean-field limits

X Ye, Z Zhou - IMA Journal of Numerical Analysis, 2024 - academic.oup.com
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 …

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 …

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 …

[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 …

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 …

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 …

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 …