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Mean Field Models to Regulate Carbon Emissions in Electricity Production
The most serious threat to ecosystems is the global climate change fueled by the uncontrolled increase in carbon emissions. In this project, we use...
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Reinforcement Learning for Non-stationary Discrete-Time Linear–Quadratic Mean-Field Games in Multiple Populations
Scalability of reinforcement learning algorithms to multi-agent systems is a significant bottleneck to their practical use. In this paper, we...
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The boundary value problem for the mean field equation on a compact Riemann surface
Let (Σ, g ) be a compact Riemann surface with smooth boundary ∂E, ∆ g be the Laplace-Beltrami operator, and h be a positive smooth function. Using a...
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Central limit theorem for intrinsic Fréchet means in smooth compact Riemannian manifolds
We prove a central limit theorem (CLT) for the Fréchet mean of independent and identically distributed observations in a compact Riemannian manifold...
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Mean field games with monotonous interactions through the law of states and controls of the agents
We consider a class of Mean Field Games in which the agents may interact through the statistical distribution of their states and controls. It is...
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Limits of Limit-Order Books
Trading of financial instruments has largely moved away from floor trading and onto electronic exchanges. Orders to buy and sell are queued at these...
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The mean curvature flow on solvmanifolds
This work is a survey of the most relevant background material to motivate and understand the construction and classification of translating...
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Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equation with Lévy Process
This paper investigates a linear-quadratic mean-field stochastic optimal control problem under both positive definite case and indefinite case where...
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Lattice approximations of the first-order mean field type differential games
The theory of first-order mean field type differential games examines the systems of infinitely many identical agents interacting via some external...
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N-Player Games and Mean Field Games of Moderate Interactions
We study the asymptotic organization among many optimizing individuals interacting in a suitable “moderate" way. We justify this limiting game by...
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Mean-Field Backward Stochastic Differential Equations Driven by Fractional Brownian Motion
In this paper, we study a new class of equations called mean-field backward stochastic differential equations (BSDEs, for short) driven by fractional...
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Mean Field Games with Heterogeneous Groups: Application to Banking Systems
We study the system of heterogeneous lending and borrowing based on the relative average of log-capitalization given by the linear combination of the...
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Approximation of a Mean Field Game Problem with Caputo Time-Fractional Derivative
AbstractA mean field game model in the interpretation of optimal control is investigated theoretically and numerically. This is the problem of...
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A mean field model for the interactions between firms on the markets of their inputs
We consider an economy made of competing firms which are heterogeneous in their capital and use several inputs for producing goods. Their consumption...
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Many-Agent Convex and Non-convex Exchangeable (Mean-Field) Teams and Optimality of Symmetric Policies
In this chapter, we focus on teams with a high, and even infinite, population of DMs. We will be building on the results presented until now to...
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Uniqueness of Constant Mean Curvature Spheres
We survey on the problem of finding all constant mean curvature two-spheres inside a given ambient Riemannian three-manifold. While this task is...
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Investigation of Overexponential Growth of Mean Particle Flux with Multiplication in Random Medium
AbstractA new correlative-grid approximation for a homogeneous isotropic random field of density is introduced for effective numerical-analytical...
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Current Limit Avoidance Algorithms for DEMO Operation
Tokamaks are the most promising devices to prove the feasibility of energy production using nuclear fusion on Earth which is foreseen as a possible...
