Short-time existence for a general backward-forward parabolic system arising from mean-field games
DOI10.1007/S13235-019-00311-5OpenAlexW2808966642WikidataQ128058159 ScholiaQ128058159MaRDI QIDQ2175355FDOQ2175355
Roberto Gianni, Marco Cirant, Paola Mannucci
Publication date: 29 April 2020
Published in: Dynamic Games and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1806.08138
Fokker-Planckparabolic equationsHamilton-Jacobimean-field gamesbackward-forward systemcongestion problems
Second-order parabolic systems (35K40) Nonlinear initial, boundary and initial-boundary value problems for nonlinear parabolic equations (35K61) Applications of optimal control and differential games (49N90) PDEs in connection with mean field game theory (35Q89)
Cites Work
- Mean field games
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Title not available (Why is that?)
- Mean field games. I: The stationary case
- Mean field games. II: Finite horizon and optimal control
- Long time average of first order mean field games and weak KAM theory
- Time-Dependent Mean-Field Games in the Subquadratic Case
- Short-time existence of solutions for mean-field games with congestion
- Existence for stationary mean-field games with congestion and quadratic Hamiltonians
- Regularity Theory for Mean-Field Game Systems
- Mean field games with congestion
- Existence and uniqueness of solutions for Bertrand and Cournot mean field games
- Time-dependent mean-field games in the superquadratic case
- Time-dependent focusing mean-field games: the sub-critical case
- Uniqueness of solutions in mean field games with several populations and Neumann conditions
- On non-uniqueness and uniqueness of solutions in finite-horizon Mean Field Games
- Strong solutions for time-dependent mean field games with non-separable Hamiltonians
- On the existence of solutions for stationary mean-field games with congestion
- On the existence of oscillating solutions in non-monotone mean-field games
- Global existence of a classical solution for a large class of free boundary problems in one space dimension
Cited In (12)
- Learning Optimal Policies in Potential Mean Field Games: Smoothed Policy Iteration Algorithms
- Existence theory for non-separable mean field games in Sobolev spaces
- Existence and non-existence for time-dependent mean field games with strong aggregation
- Well-posedness of mean field games master equations involving non-separable local Hamiltonians
- On the Existence and Uniqueness of Solutions to Time-Dependent Fractional MFG
- Existence theory for a time-dependent mean field games model of household wealth
- Policy iteration method for time-dependent mean field games systems with non-separable Hamiltonians
- Inverse problems for mean field games
- Maximal \(L^q\)-regularity for parabolic Hamilton-Jacobi equations and applications to mean field games
- On monotonicity conditions for mean field games
- Short time existence for a general backward-forward parabolic system arising from Mean-Field Games
- Existence and regularity results for viscous Hamilton-Jacobi equations with Caputo time-fractional derivative
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