Mean field games based on the stable-like processes

In this paper, we investigate the mean field games with K classes of agents who are weakly coupled via the empirical measure. The underlying dynamics of the representative agents is assumed to be a controlled nonlinear Markov process associated with rather general integro-differential generators of L´evy-Khintchine type (with variable coefficients), with the major stress on applications to stable and stable- like processes, as well as their various modifications like tempered stable-like processes or their mixtures with diffusions. We show that nonlinear measure-valued kinetic equations describing the dynamic law of large numbers limit for system with large number N of agents are solvable and that their solutions represent 1/N-Nash equilibria for approximating systems of N agents

Symbolic Computation of Variational Symmetries in Optimal Control

We use a computer algebra system to compute, in an efficient way, optimal control variational symmetries up to a gauge term. The symmetries are then used to obtain families of Noether's first integrals, possibly in the presence of nonconservative external forces. As an application, we obtain eight independent first integrals for the sub-Riemannian nilpotent problem (2,3,5,8).Comment: Presented at the 4th Junior European Meeting on "Control and Optimization", Bialystok Technical University, Bialystok, Poland, 11-14 September 2005. Accepted (24-Feb-2006) to Control & Cybernetic

[SADE] A Maple package for the Symmetry Analysis of Differential Equations

We present the package SADE (Symmetry Analysis of Differential Equations) for the determination of symmetries and related properties of systems of differential equations. The main methods implemented are: Lie, nonclassical, Lie-B\"acklund and potential symmetries, invariant solutions, first-integrals, N\"other theorem for both discrete and continuous systems, solution of ordinary differential equations, reduction of order or dimension using Lie symmetries, classification of differential equations, Casimir invariants, and the quasi-polynomial formalism for ODE's (previously implemented in the package QPSI by the authors) for the determination of quasi-polynomial first-integrals, Lie symmetries and invariant surfaces. Examples of use of the package are given