71 citations · 182 across the 17 of their papers we have counts for
10 papers · 1 filter
Master equations with an individual noise on finite state graphs
Wilfrid Gangbo, Sebastian Munoz, Jeremy Wu +1
We develop a classical well-posedness and regularity theory on a finite connected weighted graph for an extended mean field game system, its associated master equation, and a Hamil…
Large -limit of matrix control problems and non-commutative controls
Wilfrid Gangbo, David Jekel, Kyeongsik Nam +1
Building on the free-probability stochastic control framework introduced in arXiv:2502.17329, we connect optimal control problems for random matrix ensembles with thei…
Viscosity Solutions in Non-commutative Variables
Wilfrid Gangbo, David Jekel, Kyeongsik Nam +1
Motivated by parallels between mean field games and random matrix theory, we develop stochastic optimal control problems and viscosity solutions to Hamilton-Jacobi equations in the…
Mean Field Games Master Equations with Non-separable Hamiltonians and Displacement Monotonicity
Wilfrid Gangbo, Alpár R. Mészáros, Chenchen Mou +1
In this manuscript, we propose a structural condition on non-separable Hamiltonians, which we term displacement monotonicity condition, to study second order mean field games maste…
Global well-posedness of Master equations for deterministic displacement convex potential mean field games
Wilfrid Gangbo, Alpár R. Mészáros
This manuscript constructs global in time solutions to the for potential Mean Field Games. The study concerns a class of Lagrangians and initial data functions,…
An Optimal Transport Approach for the Kinetic Bohmian Equation
Wilfrid Gangbo, Jan Haskovec, Peter Markowich +1
We study the existence theory of solutions of the kinetic Bohmian equation, a nonlinear Vlasov-type equation proposed for the phase-space formulation of Bohmian mechanics. Our main…
A partial Laplacian as an infinitesimal generator on the Wasserstein space
Yat Tin Chow, Wilfrid Gangbo
We study stochastic processes on the Wasserstein space, together with their infinitesimal generators. One of these processes is modeled after Brownian motion and plays a central ro…
Sticky particle dynamics with interactions
Yann Brenier, Wilfrid Gangbo, Giuseppe Savaré +1
We consider compressible pressureless fluid flows in Lagrangian coordinates in one space dimension. We assume that the fluid self-interacts through a force field generated by the f…
Hamiltonian ODE's on a Space of Deficient Measures
L. Chayes, W. Gangbo, H. K. Lei
We continue the study (initiated in [1]) of Borel measures whose time evolution is provided by an interacting Hamiltonian structure. Here, the principal focus is the development an…
Differential forms on Wasserstein space and infinite-dimensional Hamiltonian systems
Wilfrid Gangbo, Hwa Kil Kim, Tommaso Pacini
Let M denote the space of probability measures on R^D endowed with the Wasserstein metric. A differential calculus for a certain class of absolutely continuous curves in M was intr…