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math.OC2022★ 1 cited
Viscosity Solutions for McKean-Vlasov Control on a torus
H. Mete Soner, Qinxin Yan
An optimal control problem in the space of probability measures, and the viscosity solutions of the corresponding dynamic programming equations defined using the intrinsic linear d…
math.OC2022
Synchronization in a Kuramoto Mean Field Game
Rene Carmona, Quentin Cormier, H. Mete Soner
The classical Kuramoto model is studied in the setting of an infinite horizon mean field game. The system is shown to exhibit both synchronization and phase transition. Incoherence…