Existence of weak solutions to time-dependent mean-field games
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Publication:1979265
DOI10.1016/J.NA.2021.112470zbMATH Open1473.35226arXiv2001.03928OpenAlexW3174403913MaRDI QIDQ1979265FDOQ1979265
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)
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.
Full work available at URL: https://arxiv.org/abs/2001.03928
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Cited In (14)
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