scholarly journals On classical solutions to the mean field game system of controls

Author(s):  
Ziad Kobeissi
2021 ◽  
Vol 0 (0) ◽  
pp. 0
Author(s):  
Pierre Roux ◽  
Delphine Salort

<p style='text-indent:20px;'>The Nonlinear Noisy Leaky Integrate and Fire (NNLIF) model is widely used to describe the dynamics of neural networks after a diffusive approximation of the mean-field limit of a stochastic differential equation. In previous works, many qualitative results were obtained: global existence in the inhibitory case, finite-time blow-up in the excitatory case, convergence towards stationary states in the weak connectivity regime. In this article, we refine some of these results in order to foster the understanding of the model. We prove with deterministic tools that blow-up is systematic in highly connected excitatory networks. Then, we show that a relatively weak control on the firing rate suffices to obtain global-in-time existence of classical solutions.</p>


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

This chapter investigates the second-order master equation with common noise, which requires the well-posedness of the mean field game (MFG) system. It also defines and analyzes the solution of the master equation. The chapter explains the forward component of the MFG system that is recognized as the characteristics of the master equation. The regularity of the solution of the master equation is explored through the tangent process that solves the linearized MFG system. It also analyzes first-order differentiability and second-order differentiability in the direction of the measure on the same model as for the first-order derivatives. This chapter concludes with further description of the derivation of the master equation and well-posedness of the stochastic MFG system.


2020 ◽  
Vol 9 (4) ◽  
Author(s):  
Thibault Bonnemain ◽  
Thierry Gobron ◽  
Denis Ullmo

Mean Field Games provide a powerful framework to analyze the dynamics of a large number of controlled agents in interaction. Here we consider such systems when the interactions between agents result in a negative coordination and analyze the behavior of the associated system of coupled PDEs using the now well established correspondence with the non linear Schrödinger equation. We focus on the long optimization time limit and on configurations such that the game we consider goes through different regimes in which the relative importance of disorder, interactions between agents and external potential vary, which makes possible to get insights on the role of the forward-backward structure of the Mean Field Game equations in relation with the way these various regimes are connected.


2020 ◽  
Vol 30 (1) ◽  
pp. 259-286 ◽  
Author(s):  
Marcel Nutz ◽  
Jaime San Martin ◽  
Xiaowei Tan
Keyword(s):  

Universe ◽  
2021 ◽  
Vol 8 (1) ◽  
pp. 2
Author(s):  
Kayo Kinjo ◽  
Eriko Kaminishi ◽  
Takashi Mori ◽  
Jun Sato ◽  
Rina Kanamoto ◽  
...  

We study quantum double dark-solitons, which give pairs of notches in the density profiles, by constructing corresponding quantum states in the Lieb–Liniger model for the one-dimensional Bose gas. Here, we expect that the Gross–Pitaevskii (GP) equation should play a central role in the long distance mean-field behavior of the 1D Bose gas. We first introduce novel quantum states of a single dark soliton with a nonzero winding number. We show them by exactly evaluating not only the density profile but also the profiles of the square amplitude and phase of the matrix element of the field operator between the N-particle and (N−1)-particle states. For elliptic double dark-solitons, the density and phase profiles of the corresponding states almost perfectly agree with those of the classical solutions, respectively, in the weak coupling regime. We then show that the scheme of the mean-field product state is quite effective for the quantum states of double dark solitons. Assigning the ideal Gaussian weights to a sum of the excited states with two particle-hole excitations, we obtain double dark-solitons of distinct narrow notches with different depths. We suggest that the mean-field product state should be well approximated by the ideal Gaussian weighted sum of the low excited states with a pair of particle-hole excitations. The results of double dark-solitons should be fundamental and useful for constructing quantum multiple dark-solitons.


2017 ◽  
Vol 23 (2) ◽  
pp. 569-591 ◽  
Author(s):  
Pierre Cardaliaguet ◽  
Saeed Hadikhanloo

Mean Field Game systems describe equilibrium configurations in differential games with infinitely many infinitesimal interacting agents. We introduce a learning procedure (similar to the Fictitious Play) for these games and show its convergence when the Mean Field Game is potential.


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

This chapter collects the main results of the master equation for the convergence of the Nash system. It explains the notation used, specifies the notion of derivatives in the space of measures, and describes the assumptions on the data. One of the striking features of the master equation is that it involves derivatives of the unknown with respect to the measure. This chapter also discusses the link between the two notions of derivatives, which have been used in the mean field game (MFG) theory. The main result states that the master equation has a unique classical solution under the regularity and monotonicity assumptions on H, F, and G. Once the master equation has a solution, this solution can be used to build approximate solutions for the Nash system with N-players.


2019 ◽  
Vol 15 (2) ◽  
pp. 155014771983118
Author(s):  
Li Miao ◽  
Lina Wang ◽  
Shuai Li ◽  
Haitao Xu ◽  
Xianwei Zhou

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