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Viktorya Vardanyan

Publications and source records attributed to Viktorya Vardanyan.

5 recordsLinked to original sources
arXiv2026

Mean field games with terminal state constraints

We study a mean field game (MFG) of state and control with state dynamics described by stochastic differential equations driven by both idiosyncratic and common noise, and subject to the constraint that the terminal state variable belongs to a nonempty, convex, closed set. The mean-field interaction enters both the dynamics and the costs through state and control. We formulate an equivalent auxiliary MFG problem and derive the stochastic maximum principle for an auxiliary optimization problem under fixed flows. By means of a suitable forward-backward stochastic differential equation (FBSDE) of conditional McKean-Vlasov type, we establish a characterization of MFG solutions via such a system. Moreover, we prove the existence and uniqueness of solutions for the FBSDE system in the specific case where the running cost is zero and the state coefficients are linear. Additionally, we obtain uniqueness results in the sense of Lasry-Lions and we apply our findings to MFGs of optimal investment with a quadratic relative performance criterion.

math.OC↗
arXiv2025

Gibbs measure over the cone of vector-valued discrete measures

We consider a gas whose each particle is characterised by a pair $(x,v_x)$ with the position $x\in \mathbb R^d$ and the velocity $v_x\in \mathbb R^d_0= \mathbb R^d\setminus \{0\}$. We define Gibbs measures on the cone of vector-valued measures and aim to prove their existence. We introduce the family of probability measures $μ_λ$ on the cone $\mathbb K(\mathbb R^d)$. We define local Hamiltonian and partition functions for a positive, symmetric, bounded and measurable pair potential. Using those above, we define Gibbs's measure as a solution to the Dobrushin-Lanford-Ruelle equation. In particular, we focus on the subset of tempered Gibbs measures. To prove the existence of the Gibbs measure, we show that the subset of tempered Gibbs measures is non-empty and relatively compact.

math.PR↗
arXiv2024

Classical gases with singular densities

We study classical continuous systems with singular distributions of velocities. Radon measures with the infinite mass give these distributions. Positions of particles in such systems are no longer usual configurations in the location space, leading to the necessity of developing new analytical tools to study considered models.

math-ph↗
arXiv2022

Diffusion Approximation for Transport Equations with Dissipative Drifts

We study stochastic differential equations(SDEs) with a small perturbation parameter. Under the dissipative condition on the drift coefficient and the local Lipschitz condition on the drift and diffusion coefficients we prove the existence and uniqueness result for the perturbed SDE, also the convergence result for the solution of the perturbed system to the solution of the unperturbed system when the perturbation parameter approaches zero.We consider the application of the above-mentioned results to the Cauchy problem and the transport equations.

math.PR↗