Sobolev regularity for first order mean field games
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Publication:1669640
DOI10.1016/J.ANIHPC.2018.01.002zbMATH Open1397.49054arXiv1708.06190OpenAlexW2963248839MaRDI QIDQ1669640FDOQ1669640
Authors: Peng Zhang 
Publication date: 3 September 2018
Published in: Annales de l'Institut Henri Poincaré. Analyse Non Linéaire (Search for Journal in Brave)
Abstract: In this paper we obtain Sobolev estimates for weak solutions of first oder variational Mean Field Game systems with coupling terms that are local function of the density variable. Under some coercivity condition on the coupling, we obtain first order Sobolev estimates for the density variable, while under similar coercivity condition on the Hamiltonian we obtain second order Sobolev estimates for the value function. These results are valid both for stationary and time-dependent problems. In the latter case the estimates are fully global in time, thus we resolve a question which was left open in [PS17]. Our methods apply to a large class of Hamiltonians and coupling functions.
Full work available at URL: https://arxiv.org/abs/1708.06190
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PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Differential games and control (49N70) Regularity of solutions in optimal control (49N60) Optimality conditions for problems involving partial differential equations (49K20) Duality theory (optimization) (49N15)
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Cited In (16)
- An introduction to mean field game theory
- A fast proximal gradient method and convergence analysis for dynamic mean field planning
- Existence of weak solutions to time-dependent mean-field games
- Sobolev regularity for the first order Hamilton-Jacobi equation
- Title not available (Why is that?)
- A variational approach to first order kinetic mean field games with local couplings
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- An optimal control problem for the continuity equation arising in smart charging
- Short time solution to the master equation of a first order mean field game
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