scholarly journals On mean-field (GI/GI/1) queueing model: existence and uniqueness

2019 ◽  
Vol 94 (3-4) ◽  
pp. 243-255
Author(s):  
A. Yu. Veretennikov
Games ◽  
2021 ◽  
Vol 12 (1) ◽  
pp. 7
Author(s):  
Vassili N. Kolokoltsov

Quantum games and mean-field games (MFG) represent two important new branches of game theory. In a recent paper the author developed quantum MFGs merging these two branches. These quantum MFGs were based on the theory of continuous quantum observations and filtering of diffusive type. In the present paper we develop the analogous quantum MFG theory based on continuous quantum observations and filtering of counting type. However, proving existence and uniqueness of the solutions for resulting limiting forward-backward system based on jump-type processes on manifolds seems to be more complicated than for diffusions. In this paper we only prove that if a solution exists, then it gives an ϵ-Nash equilibrium for the corresponding N-player quantum game. The existence of solutions is suggested as an interesting open problem.


2019 ◽  
Vol 29 (04) ◽  
pp. 633-679 ◽  
Author(s):  
Giacomo Albi ◽  
Mattia Bongini ◽  
Francesco Rossi ◽  
Francesco Solombrino

We provide a mean-field description for a leader–follower dynamics with mass transfer among the two populations. This model allows the transition from followers to leaders and vice versa, with scalar-valued transition rates depending nonlinearly on the global state of the system at each time. We first prove the existence and uniqueness of solutions for the leader–follower dynamics, under suitable assumptions. We then establish, for an appropriate choice of the initial datum, the equivalence of the system with a PDE–ODE system, that consists of a continuity equation over the state space and an ODE for the transition from leader to follower or vice versa. We further introduce a stochastic process approximating the PDE, together with a jump process that models the switch between the two populations. Using a propagation of chaos argument, we show that the particle system generated by these two processes converges in probability to a solution of the PDE–ODE system. Finally, several numerical simulations of social interactions dynamics modeled by our system are discussed.


2009 ◽  
Vol 2 (4) ◽  
pp. 707-725 ◽  
Author(s):  
Ghendrih Philippe ◽  
◽  
Hauray Maxime ◽  
Anne Nouri ◽  

2006 ◽  
Vol Volume 5, Special Issue TAM... ◽  
Author(s):  
Abdelaaziz Ezziani

International audience We are interested in the modeling of wave propagation in poroelastic media. We consider the biphasic Biot's model. This paper is devoted to the mathematical analysis of such model : existence and uniqueness result, energy decay result and the calculation of an analytical solution. Nous nous intéressons à la modèlisation de la propagation d'ondes dans les milieux poroélastiques. Nous considérons le modèle bi-phasique de Biot. Ce papier est consacré à l'analyse mathématique de ce modèle : résultats d'existence et d'unicité, décroissance de l'énergie et le calcul d'une solution analytique.


Author(s):  
Pierre Cardaliaguet ◽  
François Delarue ◽  
Jean-Michel Lasry ◽  
Pierre-Louis Lions

This chapter talks about the unique solvability of the mean field games (MFGs) system with common noise. In terms of a game with a finite number of players, the common noise describes some noise that affects all the players in the same way, so that the dynamics of one given particle reads a certain master equation. It explains the use of the standard convention from the theory of stochastic processes that consists in indicating the time parameter as an index in random functions. Using a continuation like argument instead of the classical strategy based on the Schauder fixed-point theorem, this chapter investigates the existence and uniqueness of a solution. It discusses the effect of the common noise in randomizing the MFG equilibria so that it becomes a random flow of measures.


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