Mean field games with congestion

DOI10.1016/j.anihpc.2017.06.001zbMath1476.35100arXiv1706.08252OpenAlexW2963918935MaRDI QIDQ1697426

Alessio Porretta, Yves Achdou

Publication date: 20 February 2018

Published in: Annales de l'Institut Henri Poincaré. Analyse Non Linéaire (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.08252

zbMATH Keywords

weak solutionsexistence and uniquenesslocal couplingmean field gamescongestion models

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15) PDEs with randomness, stochastic partial differential equations (35R60) Weak solutions to PDEs (35D30) Initial-boundary value problems for second-order parabolic systems (35K51) Initial value problems for systems of nonlinear higher-order PDEs (35G55)

Related Items (21)

Well-posedness of mean field games master equations involving non-separable local Hamiltonians ⋮ A simple multiscale method for mean field games ⋮ Second order local minimal-time mean field games ⋮ Mean field games of controls: finite difference approximations ⋮ Short-time existence for a general backward-forward parabolic system arising from mean-field games ⋮ On the weak theory for mean field games systems ⋮ Discrete approximation of stationary mean field games ⋮ Policy iteration method for time-dependent mean field games systems with non-separable Hamiltonians ⋮ Existence and computation of stationary solutions for congestion-type mean field games via bifurcation theory and forward-forward problems ⋮ A Discrete Weak KAM Method for First-Order Stationary Mean Field Games ⋮ Selected topics in mean field games ⋮ An introduction to mean field game theory ⋮ Sharp semi-concavity in a non-autonomous control problem and \(L^p\) estimates in an optimal-exit MFG ⋮ First-order, stationary mean-field games with congestion ⋮ On the existence of solutions for stationary mean-field games with congestion ⋮ Mean field type control with congestion. II: An augmented Lagrangian method ⋮ Minimal-time mean field games ⋮ The variational structure and time-periodic solutions for mean-field games systems ⋮ Displacement convexity for first-order mean-field games ⋮ Mean field games master equations with nonseparable Hamiltonians and displacement monotonicity ⋮ Classical solutions to local first-order extended mean field games

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