Fokker-Planck equations of jumping particles and mean field games of impulse control
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Publication:2214927
DOI10.1016/j.anihpc.2020.04.006zbMath1456.49030arXiv1803.06126OpenAlexW3024978002MaRDI QIDQ2214927
Publication date: 10 December 2020
Published in: Annales de l'Institut Henri Poincaré. Analyse Non Linéaire (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1803.06126
Variational inequalities (49J40) Impulsive optimal control problems (49N25) Mean field games and control (49N80)
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A time-dependent switching mean-field game on networks motivated by optimal visiting problems ⋮ Impulse control of conditional McKean-Vlasov jump diffusions ⋮ An introduction to mean field game theory ⋮ Competition versus Cooperation: A Class of Solvable Mean Field Impulse Control Problems ⋮ Monotone solutions for mean field games master equations: finite state space and optimal stopping ⋮ HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation ⋮ Hybrid control for optimal visiting problems for a single player and for a crowd ⋮ Mean-field games of finite-fuel capacity expansion with singular controls
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