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Mathematics > Analysis of PDEs

arXiv:1803.06126 (math)
[Submitted on 16 Mar 2018 (v1), last revised 2 Jul 2018 (this version, v2)]

Title:Fokker-Planck equations of jumping particles and mean field games of impulse control

Authors:Charles Bertucci (CEREMADE)
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Abstract:This paper is interested in the description of the density of particles evolving according to some optimal policy of an impulse control problem. We first fix sets on which the particles jump and explain how we can characterize such a density. We then investigate the coupled case in which the underlying impulse control problem depends on the density we are looking for : the mean field games of impulse control. In both cases, we give a variational characterization of the densities of jumping particles.
Subjects: Analysis of PDEs (math.AP)
Cite as: arXiv:1803.06126 [math.AP]
  (or arXiv:1803.06126v2 [math.AP] for this version)
  https://doi.org/10.48550/arXiv.1803.06126

Submission history

From: Charles Bertucci [view email] [via CCSD proxy]
[v1] Fri, 16 Mar 2018 09:42:32 UTC (24 KB)
[v2] Mon, 2 Jul 2018 09:43:50 UTC (33 KB)
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