7 papers · 1 filter
Mean field games with Hormander diffusions
Yiming Jiang, Jingchuang Ren, Yawei Wei +1
In this paper, we study a class of degenerate mean field games (MFG, for short) systems with Hormander diffusion, in which the typical agent can move only along admissible directio…
State-Dependent Delays in Optimal Control and Hamilton--Jacobi Equations
Yiming Jiang, Cristian Mendico, Yawei Wei +2
We develop a Hamilton--Jacobi theory for finite-horizon optimal control problems governed by state-dependent delay equations. In this setting, the delayed-time map depends on the c…
Stochastic Two-Species Chemotaxis Competition: Global Well Posedness and Continuous Dependence
Yiming Jiang, Haohang Li, Yawei Wei
In this paper, we investigate a stochastic two species competition Keller--Segel model. Chemotactic movement, interspecific competition, and environmental fluctuations may act simu…
Stochastic Keller Segel System with Porous Medium Diffusion and Nonlinear Chemotactic Sensitivity
Yiming Jiang, Haohang Li, Yawei Wei
In this paper, we investigate a stochastic Keller--Segel system with porous medium diffusion and nonlinear chemotactic sensitivity on a bounded one-dimensional domain. The model de…
Well-posedness of the mean field game master equation on Carnot tori
Yiming Jiang, Yawei Wei, Yiyun Yang
We study the master equation for a second-order mean field game on Carnot tori, which means the generic player can move periodically only along admissible trajectories given by the…
Mean field and N-agent games for optimal relative consumption-investment with jump risk and common noise
Yiming Jiang, Fuxing Li, Yawei Wei +1
This paper studies an optimal consumption--investment problem for competitive agents in an \(N\)-player game and its associated mean field game. Each agent invests in an individual…
Regularity results for linear parabolic equations on Carnot tori via mollifier kernel construction
Yiming Jiang, Yawei Wei, Yiyun Yang
This paper first proves the existence, uniqueness and regularity of the solution to a class of linear backward parabolic equations on Carnot tori, namely the periodic linear parabo…