A stochastic Evans-Aronsson problem
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Cites work
- scientific article; zbMATH DE number 3280851 (Why is no real title available?)
- A stochastic analogue of Aubry-Mather theory*
- Action minimizing invariant measures for positive definite Lagrangian systems
- Action minimizing stochastic invariant measures for a class of Lagrangian systems
- Adjoint and compensated compactness methods for Hamilton-Jacobi PDE
- Further PDE methods for weak KAM theory
- Generic properties and problems of minimizing measures of Lagrangian systems
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria
- Mather measures selected by an approximation scheme
- Mean field games
- Mean field games and applications
- Mean field games. I: The stationary case
- Mean field games. II: Finite horizon and optimal control
- On the stochastic Aubry-Mather theory
- Some new PDE methods for weak KAM theory
Cited in
(36)- Hypoelliptic mean field games -- a case study
- First-order, stationary mean-field games with congestion
- A generalization of the Hopf-Cole transformation for stationary mean-field games systems
- Time-periodic Evans approach to weak KAM theory
- An ergodic problem for Mean Field Games: qualitative properties and numerical simulations
- The selection problem for some first-order stationary mean-field games
- On a mean field optimal control problem
- Existence of weak solutions to stationary mean-field games through variational inequalities
- On the variational formulation of some stationary second-order mean field games systems
- Two numerical approaches to stationary mean-field games
- Strongly coupled elliptic equations related to mean-field games systems
- A variational approach to second order mean field games with density constraints: the stationary case
- On the stochastic Aubry-Mather theory
- On the improvement of Hölder seminorms in superquadratic Hamilton-Jacobi equations
- scientific article; zbMATH DE number 4028628 (Why is no real title available?)
- Comparing the best-reply strategy and mean-field games: The stationary case
- Stationary mean-field games with logistic effects
- Continuous time finite state mean field games
- On the convergence of finite state mean-field games through \(\Gamma\)-convergence
- Lipschitz regularity for viscous Hamilton-Jacobi equations with \(L^p\) terms
- On the existence of classical solutions for stationary extended mean field games
- Discrete approximation of stationary mean field games
- One-dimensional, non-local, first-order stationary mean-field games with congestion: a Fourier approach
- On some singular mean-field games
- Analytic dependence on parameters for Evans' approximated weak KAM solutions
- New identities for weak KAM theory
- Mean field games models -- a brief survey
- Time-dependent mean-field games in the subquadratic case
- Short-time existence of solutions for mean-field games with congestion
- Weakly coupled mean-field game systems
- Existence for stationary mean-field games with congestion and quadratic Hamiltonians
- Nonlinear elliptic systems and mean-field games
- One-dimensional stationary mean-field games with local coupling
- Exponential decay or correlation for the stochastic process associated to the entropy penalized method
- Time-dependent mean-field games with logarithmic nonlinearities
- Time-dependent mean-field games in the superquadratic case
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