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math.AP2019★ 1 cited
Finite Horizon Mean Field Games on Networks
Yves Achdou, Manh-Khang Dao, Olivier Ley +1
We consider finite horizon stochastic mean field games in which the state space is a network. They are described by a system coupling a backward in time Hamilton-Jacobi-Bellman equ…
math.AP2019
Hamilton-Jacobi equations for optimal control on multidimensional junctions with entry costs
Manh-Khang Dao, Boualem Djehiche
We consider an infinite horizon control problem for dynamics constrained to remain on a multidimensional junction with entry costs. We derive the associated system of Hamilton-Jaco…