A generalization of the Hopf-Cole transformation for stationary mean-field games systems

DOI10.1016/j.crma.2015.06.016zbMath1320.91029arXiv1505.06017OpenAlexW2964158376MaRDI QIDQ496072

Marco Cirant

Publication date: 16 September 2015

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.06017

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Games with infinitely many players (91A07) Optimal stochastic control (93E20) Transform methods (e.g., integral transforms) applied to PDEs (35A22) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Quasilinear elliptic equations with (p)-Laplacian (35J92)

Related Items (7)

Mean-Field Limit for a Class of Stochastic Ergodic Control Problems ⋮ One-dimensional stationary mean-field games with local coupling ⋮ Nonlinear elliptic systems and mean-field games ⋮ First-order, stationary mean-field games with congestion ⋮ Unnamed Item ⋮ Stationary focusing mean-field games ⋮ Existence of weak solutions to first-order stationary mean-field games with Dirichlet conditions

Cites Work

• A reference case for mean field games models
• Mean field games. I: The stationary case
• Mean field games. II: Finite horizon and optimal control
• Mean field games
• Long time average of mean field games
• Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
• MEAN FIELD GAMES EQUATIONS WITH QUADRATIC HAMILTONIAN: A SPECIFIC APPROACH
• C1 + α local regularity of weak solutions of degenerate elliptic equations
• Boundary regularity for solutions of degenerate elliptic equations
• A stochastic Evans-Aronsson problem

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