Existence of weak solutions to time-dependent mean-field games

DOI10.1016/J.NA.2021.112470MaRDI QIDQ1979265zbMATH OpenOpenAlexFDO

Authors Rita Ferreira, D. Gomes, Teruo Tada

Publication date 2 September 2021

Published in Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2001.03928

zbMATH Keywords

time-dependent problemsnonlocal mean-field games

Mathematics Subject Classification ID

Nonlinear elliptic equations (35J60) Existence problems for PDEs: global existence, local existence, non-existence (35A01)

Abstract: Here, we establish the existence of weak solutions to a wide class of time-dependent monotone mean-field games (MFGs). These MFGs are given as a system of degenerate parabolic equations with initial and terminal conditions. To construct these solutions, we consider a high-order elliptic regularization in space-time. Then, using Schaefer's fixed-point theorem, we obtain the existence and uniqueness for this regularized problem. Using Minty's method, we prove the existence of a weak solution to the original MFG. Finally, the paper ends with a discussion on congestion problems and density constrained MFGs.

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Cited in

(14)

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• Short-time existence of solutions for mean-field games with congestion
• Discrete approximation of stationary mean field games
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