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math.AP2026
Mean field control with absorption
Pierre Cardaliaguet, Joe Jackson, Panagiotis E. Souganidis
In this paper we study a mean field control problem in which particles are absorbed when they reach the boundary of a smooth domain. The value of the N-particle problem is describe…
math.AP2025
Mean field games with common noise and degenerate idiosyncratic noise
Pierre Cardaliaguet, Benjamin Seeger, Panagiotis Souganidis
We study the forward-backward system of stochastic partial differential equations describing a mean field game for a large population of small players subject to both idiosyncratic…