12 papers
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…
Fujita phenomena in nonlinear fractional Rayleigh-Stokes equations
Yiming Jiang, Jingchuang Ren, Yawei Wei
This paper concerns the Cauchy problems for the nonlinear Rayleigh-Stokes equation and the corresponding system with time-fractional derivative of order , which can be u…
Stackelberg games with the third party
Yiming Jiang, Yawei Wei, Jie Xue
In this paper, we introduce the third party to achieve the Stackelberg equilibrium with the time inconsistency in three different Stackelberg games, which are the discrete-time gam…
Wellposedness of the Master Equation for Mean Field Games with Grushin Type Diffusion
Yiming Jiang, Yawei Wei, Yiyun Yang
We study the wellposedness of the master equation for a second-order mean field games with the Grushin type diffusion. In order to do this, we obtain the properties of its solution…
Mean Field Games with infinitely degenerate diffusion and non-coercive Hamiltonian
Yiming Jiang, Jingchuang Ren, Yawei Wei +1
In this paper, we consider a class of infinitely degenerate partial differential systems to obtain the Nash equilibria in the mean field games. The degeneracy in the diffusion and…
Degenerate Mean Field Games with Hörmander diffusion
Yiming Jiang, Jingchuang Ren, Yawei Wei +1
In this paper, we study a class of degenerate mean field game systems arising from the mean field games with Hörmander diffusion, where the generic player may have a ``forbidden''…
Stochastic partial differential equations driven by space-time fractional noises
Ying Hu, Yiming Jiang, Zhongmin Qian
In this paper, we study a class of stochastic partial differential equations (SPDEs) driven by space-time fractional noises. Our method consists in studying first the nonlocal SPDE…