Convergence problem

Abstract: It is shown that the power expansion of the Gibbs potential of the SK model up to second order in the exchange couplings leads to the TAP equation. This result remains valid for the general (including a ferromagnetic exchange) SK model. Theorems of power expansions and resolvent techniques are employed to solve the convergence problem. The convergence condition is presented for the whole temperature range and for general distributions of the local magnetisations.

Abstract: This book describes the latest advances in the theory of mean field games, which are optimal control problems with a continuum of players, each of them interacting with the whole statistical distribution of a population. While it originated in economics, this theory now has applications in areas as diverse as mathematical finance, crowd phenomena, epidemiology, and cybersecurity. Because mean field games concern the interactions of infinitely many players in an optimal control framework, one expects them to appear as the limit for Nash equilibria of differential games with finitely many players as the number of players tends to infinity. The book rigorously establishes this convergence, which has been an open problem until now. The limit of the system associated with differential games with finitely many players is described by the so-called master equation, a nonlocal transport equation in the space of measures. After defining a suitable notion of differentiability in the space of measures, the authors provide a complete self-contained analysis of the master equation. Their analysis includes the case of common noise problems in which all the players are affected by a common Brownian motion. They then go on to explain how to use the master equation to prove the mean field limit. The book presents two important new results in mean field games that contribute to a unified theoretical framework for this exciting and fast-developing area of mathematics.

Abstract: Traditionally, the consensus of a discrete-time multiagent system (MAS) with a switching topology is transformed into the convergence problem of the infinite products of stochastic matrices, which can be resolved by using the Wolfowitz theorem. However, such a transformation is very difficult or even impossible for certain MASs, such as discrete-time second-order MASs (DTSO MASs), whose consensus can only be transformed into the convergence problem of the infinite products of general stochastic matrices (IPGSM). These general stochastic matrices are matrices with row sum 1 but their elements are not necessarily nonnegative. Since there does not exist a general theory or an effective technique for dealing with the convergence of IPGSM, establishing the consensus criteria for a DTSO MAS with a switching topology is rather difficult. This paper concentrates on the consensus problem of a class of DTSO MASs and develops a method to cope with the corresponding IPGSM. Moreover, it is pointed out that the method ...