This talk will address deterministic mean field games for which agents are restricted in a closed domain of R^n with smooth boundary. In this case, the existence and uniqueness of Nash equilibria cannot be deduced as for unrestricted state space because, for a large set of initial conditions, the uniqueness of solutions to the minimization…

In recent years, the study of evolution equations featuring a fractional Laplacian has received much attention due to the fact that they have been successfully applied into the modelling of a wide variety of phenomena, ranging from biology, physics to finance. The stochastic process behind fractional operators is linked, in the whole space, to an…

In the first part of this work, we consider the strategy of realizing the solution of the three-dimensional linear wave equation with radial Cauchy data as a limit of radial exterior solutions satisfying vanishing Neumann and Dirichlet conditions, on the exterior of vanishing balls centered at the origin. We insist on robust arguments based on energy methods and strong convergence. Our findings show that while one…

We consider nonparametric estimation of probability measures for parameters in problems where only aggregate (population level) data are available. We summarize an existing computational method for the estimation problem which has been developed over the past several decades. Theoretical results are presented which establish the existence and consistency of very general (ordinary, generalized and other)…