Showing 2024Show all
2 papers · 1 filter
math.AP2024
On Mean Field Games in Infinite Dimension
Salvatore Federico, Fausto Gozzi, Andrzej Święch
We study a Mean Field Games (MFG) system in a real, separable infinite dimensional Hilbert space. The system consists of a second order parabolic type equation, called Hamilton-Jac…
math.OC2024
Finite Dimensional Projections of HJB Equations in the Wasserstein Space
Andrzej Święch, Lukas Wessels
This paper continues the study of controlled interacting particle systems with common noise started in [W. Gangbo, S. Mayorga and A. Święch, SIAM J. Math. Anal. 53 (2021), no. 2, 1…