On some singular mean-field games

DOI10.3934/JDG.2021006MaRDI QIDQ2068798zbMATH OpenOpenAlexFDO

Authors Marco Cirant, D. Gomes, Edgard Pimentel, Héctor Sánchez-Morgado

Publication date 20 January 2022

Published in Journal of Dynamics and Games (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1611.07187

zbMATH Keywords

a priori estimatesmean-field gamessingular mean-field gamessmooth solutions

Mathematics Subject Classification ID

Existence problems for PDEs: global existence, local existence, non-existence (35A01) A priori estimates in context of PDEs (35B45) Smoothness and regularity of solutions to PDEs (35B65) Hamilton-Jacobi equations (35F21) Nonlinear initial, boundary and initial-boundary value problems for nonlinear parabolic equations (35K61) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Mean field games (aspects of game theory) (91A16)

Abstract: Here, we prove the existence of smooth solutions for mean-field games with a singular mean-field coupling; that is, a coupling in the Hamilton-Jacobi equation of the form $g(m)=-m^{-alpha}$. We consider stationary and time-dependent settings. The function $g$ is monotone, but it is not bounded from below. With the exception of the logarithmic coupling, this is the first time that MFGs whose coupling is not bounded from below is examined in the literature. This coupling arises in models where agents have a strong preference for low-density regions. Paradoxically, this causes the agents to spread and prevents the creation of solutions with a very-low density. To prove the existence of solutions, we consider an approximate problem for which the existence of smooth solutions is known. Then, we prove new a priori bounds for the solutions that show that $frac1m$ is bounded. Finally, using a limiting argument, we obtain the existence of solutions. The proof in the stationary case relies on a blow-up argument and in the time-dependent case on new bounds for $m^{-1}$.

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Cited in

(15)

• One-dimensional stationary mean-field games with local coupling
• On stationary fractional mean field games
• Stationary mean-field games with logistic effects
• On certain analytically solvable problems of mean field games theory
• Maximal \(L^q\)-regularity for parabolic Hamilton-Jacobi equations and applications to mean field games
• Existence and non-existence for time-dependent mean field games with strong aggregation
• Small strong solutions for time-dependent mean field games with local coupling
• On non-uniqueness in mean field games
• Mean field games with singular controls
• Some remarks on mean field games
• Regularity for weak solutions to first-order local mean field games
• Weak-strong uniqueness for solutions to mean-field games
• Equilibria in the large-scale competition for market share in a commodity with resource-buying
• Global dynamics, bifurcation and stationary aggregation of quadratic mean-field games
• Weakly coupled mean-field game systems

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