A potential approach for planning mean-field games in one dimension

DOI10.3934/CPAA.2022054MaRDI QIDQ2135228zbMATH OpenOpenAlexFDO

Authors Rita Ferreira, D. Gomes, Tigran K. Bakaryan

Publication date 4 May 2022

Published in Communications on Pure and Applied Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2104.12148

zbMATH Keywords

mean-field gameplanning problempotential approachvariational approach

Mathematics Subject Classification ID

Existence problems for PDEs: global existence, local existence, non-existence (35A01) Second-order elliptic systems (35J47) Variational methods for elliptic systems (35J50)

Abstract: This manuscript discusses planning problems for first- and second-order one-dimensional mean-field games (MFGs). These games are comprised of a Hamilton-Jacobi equation coupled with a Fokker-Planck equation. Applying Poincar'e's Lemma to the Fokker-Planck equation, we deduce the existence of a potential. Rewriting the Hamilton-Jacobi equation in terms of the potential, we obtain a system of Euler-Lagrange equations for certain variational problems. Instead of the mean-field planning problem (MFP), we study this variational problem. By the direct method in the calculus of variations, we prove the existence and uniqueness of solutions to the variational problem. The variational approach has the advantage of eliminating the continuity equation. We also consider a first-order MFP with congestion. We prove that the congestion problem has a weak solution by introducing a potential and relying on the theory of variational inequalities. We end the paper by presenting an application to the one-dimensional Hughes' model.

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Cited in

(8)

• Particle approximation of one-dimensional mean-field games with local interactions
• A variational approach to the mean field planning problem
• The planning problem in mean field games as regularized mass transport
• Discrete approximation of stationary mean field games
• A variational approach for price formation models in one dimension
• An introduction to monotonicity methods in mean-field games
• Ranking mean-field planning games
• Some estimates for the planning problem with potential

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