An introduction to mean field game theory
These notes are an introduction to Mean Field Game (MFG) theory, which models differential
games involving infinitely many interacting players. We focus here on the Partial Differential …
games involving infinitely many interacting players. We focus here on the Partial Differential …
A Time-Fractional Mean-Field Control Modeling Subdiffusive Advective Transport
A time-fractional mean-field control (MFC) is developed for a prototype model of accidental
spill of a hazardous contaminant in subsurface porous media, which is a representative and …
spill of a hazardous contaminant in subsurface porous media, which is a representative and …
[HTML][HTML] On fractional and nonlocal parabolic mean field games in the whole space
O Ersland, ER Jakobsen - Journal of Differential Equations, 2021 - Elsevier
Abstract We study Mean Field Games (MFGs) driven by a large class of nonlocal, fractional
and anomalous diffusions in the whole space. These non-Gaussian diffusions are pure jump …
and anomalous diffusions in the whole space. These non-Gaussian diffusions are pure jump …
[HTML][HTML] Existence and regularity results for viscous Hamilton–Jacobi equations with Caputo time-fractional derivative
We study existence, uniqueness and regularity properties of classical solutions to viscous
Hamilton–Jacobi equations with Caputo time-fractional derivative. Our study relies on a …
Hamilton–Jacobi equations with Caputo time-fractional derivative. Our study relies on a …
[HTML][HTML] Approximation of a mean field game problem with Caputo time-fractional derivative
A mean field game model in the interpretation of optimal control is investigated theoretically
and numerically. This is the problem of minimizing a non-convex and non-coercive objective …
and numerically. This is the problem of minimizing a non-convex and non-coercive objective …
Approximation of an optimal control problem for the time-fractional Fokker-Planck equation
F Camilli, S Duisembay, Q Tang - arXiv preprint arXiv:2006.03518, 2020 - arxiv.org
In this paper, we study the numerical approximation of a system of PDEs with fractional time
derivatives. This system is derived from an optimal control problem for a time-fractional …
derivatives. This system is derived from an optimal control problem for a time-fractional …
On an optimal control problem of time-fractional advection-diffusion equation.
Q Tang - Discrete & Continuous Dynamical Systems-Series …, 2020 - search.ebscohost.com
We consider an optimal control problem of an advection-diffusion equation with Caputo time-
fractional derivative. By convex duality method we obtain as optimality condition a forward …
fractional derivative. By convex duality method we obtain as optimality condition a forward …
On fully nonlinear parabolic mean field games with nonlocal and local diffusions
We introduce a class of fully nonlinear mean field games posed in. We justify that they are
related to controlled local or nonlocal diffusions, and more generally in our setting, to a new …
related to controlled local or nonlocal diffusions, and more generally in our setting, to a new …
Wasserstein gradient flow formulation of the time-fractional Fokker-Planck equation
In this work, we investigate a variational formulation for a time-fractional Fokker-Planck
equation which arises in the study of complex physical systems involving anomalously slow …
equation which arises in the study of complex physical systems involving anomalously slow …
[HTML][HTML] Variational time-fractional mean field games
Q Tang, F Camilli - Dynamic Games and Applications, 2020 - Springer
We consider the variational structure of a time-fractional second-order mean field games
(MFG) system. The MFG system consists of time-fractional Fokker–Planck and Hamilton …
(MFG) system. The MFG system consists of time-fractional Fokker–Planck and Hamilton …