惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

博客园 - 三生石上(FineUI控件)
J
Java Code Geeks
Apple Machine Learning Research
Apple Machine Learning Research
Jina AI
Jina AI
博客园_首页
C
Check Point Blog
小众软件
小众软件
博客园 - 叶小钗
Blog — PlanetScale
Blog — PlanetScale
Engineering at Meta
Engineering at Meta
美团技术团队
Martin Fowler
Martin Fowler
Vercel News
Vercel News
D
Docker
罗磊的独立博客
B
Blog RSS Feed
The Cloudflare Blog
Cyber Security Advisories - MS-ISAC
Cyber Security Advisories - MS-ISAC
酷 壳 – CoolShell
酷 壳 – CoolShell
博客园 - 聂微东
Last Week in AI
Last Week in AI
T
Tailwind CSS Blog
雷峰网
雷峰网
博客园 - Franky

math.PR updates on arXiv.org

Visibility in the Boolean Model on Harmonic Manifolds Global estimates on the Brenier map Geodesics and Wandering Exponents in Brochette First-Passage Percolation State-dependent inverse-subordinator time changes of regenerative processes: Excursion structure and multiscale occupation-time limits Randomly twisted transfer operators and singular values statistics Generalized Bessel-Dunkl diffusions An almost sure invariance principle for the Takagi-van der Waerden class functions Central limit theorems for high dimensional lattice polytopes: cosmological polytopes Convergence rate estimates for semigroups and heat kernels associated with resistance forms Second-order Poincaré inequalities and localization on the Poisson space Maximum Probability of Independence in Transitive Matroids On global solutions to the semidiscrete stochastic heat equation The Poisson Tail Conjecture for primes in short intervals A Complete Spectral Analysis of the CEV Operator with Applications to Arbitrage Holographic functions and neural networks From Betting to Empirical Bernstein LIL Concentration of General Stochastic Approximation Under Heavy-Tailed Markovian Noise Pointwise Generalization in Deep Neural Networks Bayesian Latent Space Models for Graphs Are Misspecified: Toward Robust Inference via Generalized Posteriors Wasserstein bounds for denoising diffusion probabilistic models via the Föllmer process A note on connections between the Föllmer process and the denoising diffusion probabilistic model Simple Approximation and Derivative Free Inference-Time Scaling for Diffusion Models via Sequential Monte Carlo on Path Measures Diffusion-Based Stochastic Operator Networks for Uncertainty Quantification in Stochastic Partial Differential Equations A Fourier perspective on the learning dynamics of neural networks: from sample complexities to mechanistic insights Propagation of Chaos in Contextual Flow Maps Dimension-Uniform Discretization Analysis of Preconditioned Annealed Langevin Dynamics for Multimodal Gaussian Mixtures $α$-TCAV: A Unified Framework for Testing with Concept Activation Vectors Scaling Laws from Sequential Feature Recovery: A Solvable Hierarchical Model On the Limits of Latent Reuse in Diffusion Models State-of-art minibatches via novel DPP kernels: discretization, wavelets, and rough objectives
Minimal solutions of master equations for extended mean f...
Chenchen Mou, Jianfeng Zhang · 2023-03-01 · via math.PR updates on arXiv.org

In an extended mean field game the vector field governing the flow of the population can be different from that of the individual player at some mean field equilibrium. This new class strictly includes the standard mean field games. It is well known that, without any monotonicity conditions, mean field games typically contain multiple mean field equilibria and the wellposedness of their corresponding master equations fails. In this paper, a partial order for the set of probability measure flows is proposed to compare different mean field equilibria. The minimal and maximal mean field equilibria under this partial order are constructed and satisfy the flow property. The corresponding value functions, however, are in general discontinuous. We thus introduce a notion of weak-viscosity solutions for the master equation and verify that the value functions are indeed weak-viscosity solutions. Moreover, a comparison principle for weak-viscosity semi-solutions is established and thus these two value functions serve as the minimal and maximal weak-viscosity solutions in appropriate sense. In particular, when these two value functions coincide, the value function becomes the unique weak-viscosity solution to the master equation. The novelties of the work persist even when restricted to the standard mean field games.