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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2024
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2406.19739 |
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| _version_ | 1866912190101979136 |
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| author | Berry, Jules Camilli, Fabio |
| author_facet | Berry, Jules Camilli, Fabio |
| contents | We study stochastic Mean Field Games on networks with sticky transition conditions. In this setting, the diffusion process governing the agent's dynamics can spend finite time both in the interior of the edges and at the vertices. The corresponding generator is subject to limitations concerning second-order derivatives and the invariant measure breaks down into a combination of an absolutely continuous measure within the edges and a sum of Dirac measures positioned at the vertices. Additionally, the value function, solution to the Hamilton-Jacobi-Bellman equation, satisfies generalized Kirchhoff conditions at the vertices. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2406_19739 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Stationary Mean Field Games on networks with sticky transition conditions Berry, Jules Camilli, Fabio Analysis of PDEs We study stochastic Mean Field Games on networks with sticky transition conditions. In this setting, the diffusion process governing the agent's dynamics can spend finite time both in the interior of the edges and at the vertices. The corresponding generator is subject to limitations concerning second-order derivatives and the invariant measure breaks down into a combination of an absolutely continuous measure within the edges and a sum of Dirac measures positioned at the vertices. Additionally, the value function, solution to the Hamilton-Jacobi-Bellman equation, satisfies generalized Kirchhoff conditions at the vertices. |
| title | Stationary Mean Field Games on networks with sticky transition conditions |
| topic | Analysis of PDEs |
| url | https://arxiv.org/abs/2406.19739 |