Jeux à champ moyen. II – Horizon fini et contrôle optimal

We continue in this Note our study of the notion of mean field games that we introduced in a previous Note. We consider here the case of Nash equilibria for stochastic control type problems in finite horizon. We present general existence and uniqueness results for the partial differential equations systems that we introduce. We also give a possible interpretation of these systems in term of optimal control. To cite this article: J.-M. Lasry, P.-L. Lions, C. R. Acad. Sci. Paris, Ser. I 343 (2006).     

Une inégalité pour les opérateurs elliptiques du second ordre

Summary In this paper, two new inequalities concerning second-order elliptic operators are proved: essentially it is proved that the « angle» between two second-order elliptic operators is acute (this for both the L² and the H¹ scalar product).     

Sur Une Classe D’Espaces D’Interpolation

Sans résumé Les A. ont été soutenus par l’Interpol.     

Two remarks on Monge-Ampere equations

Summary We consider real Monge-Ampère equations and we present two new properties of these equations. First, we show the existence of the «first eigenvalue of Monge-Ampère equation» i.e. we show the existence of a positive constant possessing all the properties of the first eigenvalue of a 2-nd order elliptic operator (positivity, uniqueness of the eigenfunction, maximum principle, bifurcation...).The second property concerns variational characterisations of solutions. Both properties are closely related to similar properties of the general class of Hamilton-Jacobi-Bellman equations.     

Hierarchic control

Distributed control is applied to a system modelled by a parabolic evolution equation. One considers situations where there are two cost (objective) functions. One possible way is to cut the control into 2 parts, one being thought of as “the leader” and the other one as “the follower”. This situation is studied in the paper, with one of the cost functions being of the controllability type. Existence and uniqueness is proven. The optimality system is given in the paper. Dedicated to the memory of Professor K G Ramanathan