Variational time-fractional mean field games
From MaRDI portal
Publication:778097
DOI10.1007/s13235-019-00330-2zbMath1444.91026arXiv1812.05431OpenAlexW2975670941WikidataQ127181690 ScholiaQ127181690MaRDI QIDQ778097
Publication date: 30 June 2020
Published in: Dynamic Games and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1812.05431
optimal controlsubordinatorfractional Fokker-Planck equationsubdiffusionfractional Hamilton-Jacobi-Bellman equationvariational mean field games
Fractional partial differential equations (35R11) Fokker-Planck equations (35Q84) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)
Related Items (3)
A Time-Fractional Mean-Field Control Modeling Subdiffusive Advective Transport ⋮ Approximation of a mean field game problem with Caputo time-fractional derivative ⋮ Abstract McKean-Vlasov and Hamilton-Jacobi-Bellman equations, their fractional versions and related forward-backward systems on Riemannian manifolds
Cites Work
- Unnamed Item
- Unnamed Item
- A parabolic problem with a fractional time derivative
- On existence and uniqueness of viscosity solutions for second order fully nonlinear PDEs with Caputo time fractional derivatives
- Stochastic representation of subdiffusion processes with time-dependent drift
- Second order mean field games with degenerate diffusion and local coupling
- Mean field games. II: Finite horizon and optimal control
- A variational approach to second order mean field games with density constraints: the stationary case
- Boundedness of weak solutions to evolutionary partial integro-differential equations with discontinuous coefficients
- Mean field games
- Stable solutions in potential mean field game systems
- On stationary fractional mean field games
- A De Giorgi-Nash type theorem for time fractional diffusion equations
- A computational fluid mechanics solution to the Monge-Kantorovich mass transfer problem
- Existence and regularity results for viscous Hamilton-Jacobi equations with Caputo time-fractional derivative
- A time-fractional mean field game
- Comment on fractional Fokker-Planck equation with space and time dependent drift and diffusion
- A Hopf-Lax formula for Hamilton-Jacobi equations with Caputo time-fractional derivative
- Existence and uniqueness for parabolic problems with Caputo time derivative
- Mean field games models -- a brief survey
- Mean Field Games and Applications
- Some Compactness Criteria for Weak Solutions of Time Fractional PDEs
- Weak Solutions for First Order Mean Field Games with Local Coupling
- Well-posedness of Hamilton–Jacobi equations with Caputo’s time fractional derivative
- Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes
- On the Existence and Uniqueness of Solutions to Time-Dependent Fractional MFG
- An entropy minimization approach to second-order variational mean-field games
- Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria
- Probabilistic Theory of Mean Field Games with Applications I
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
This page was built for publication: Variational time-fractional mean field games
