Strong solutions for time-dependent mean field games with non-separable Hamiltonians
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Publication:1746487
DOI10.1016/J.MATPUR.2018.03.003zbMATH Open1388.35194arXiv1605.01745OpenAlexW2963946823WikidataQ114148661 ScholiaQ114148661MaRDI QIDQ1746487FDOQ1746487
Authors: David M. Ambrose 
Publication date: 25 April 2018
Published in: Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)
Abstract: We prove existence theorems for strong solutions of time-dependent mean field games with non-separable Hamiltonian. In a recent announcement, we showed existence of small, strong solutions for mean field games with local coupling. We first generalize that prior work to allow for non-separable Hamiltonians. This proof is inspired by the work of Duchon and Robert on the existence of small-data vortex sheets in incompressible fluid mechanics. Our next existence result is in the case of weak coupling of the system; that is, we allow the data to be of arbitrary size, but instead require that the (still possibly non-separable) Hamiltonian be small in a certain sense. The proof of this theorem relies upon an appeal to the implicit function theorem.
Full work available at URL: https://arxiv.org/abs/1605.01745
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PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Strong solutions to PDEs (35D35) Initial-boundary value problems for second-order parabolic systems (35K51) Vortex flows for incompressible inviscid fluids (76B47) Games with infinitely many players (91A07)
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Cited In (22)
- A note on nonconvex mean field games
- Time-dependent mean-field games with logarithmic nonlinearities
- The radius of analyticity for solutions to a problem in epitaxial growth on the torus
- Time-dependent focusing mean-field games: the sub-critical case
- Small strong solutions for time-dependent mean field games with local coupling
- Existence theory for non-separable mean field games in Sobolev spaces
- Existence and non-existence for time-dependent mean field games with strong aggregation
- An a posteriori KAM theorem for whiskered tori in Hamiltonian partial differential equations with applications to some ill-posed equations
- A variational approach to first order kinetic mean field games with local couplings
- A mean field game model of firm-level innovation
- Well-posedness of mean field games master equations involving non-separable local Hamiltonians
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- Short time solution to the master equation of a first order mean field game
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