Stationary mean field games systems defined on networks

DOI10.1137/15M1022082zbMATH Open1382.91015arXiv1505.04953MaRDI QIDQ2807398FDOQ2807398

Authors: Fabio Camilli, Claudio Marchi 

Publication date: 20 May 2016

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Abstract: We consider a stationary Mean Field Games system defined on a network. In this framework, the transition conditions at the vertices play a crucial role: the ones here considered are based on the optimal control interpretation of the problem. We prove separately the well-posedness for each of the two equations composing the system. Finally, we prove existence and uniqueness of the solution of the Mean Field Games system.

Full work available at URL: https://arxiv.org/abs/1505.04953

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zbMATH Keywords

networksmean field gamestransition conditions

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Dependence of solutions to PDEs on initial and/or boundary data and/or on parameters of PDEs (35B30) Games with infinitely many players (91A07) Stochastic games, stochastic differential games (91A15) PDEs on graphs and networks (ramified or polygonal spaces) (35R02)

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Cited In (19)

• An introduction to mean field game theory
• A model problem for mean field games on networks
• Linear-quadratic mean field games
• A continuous dependence estimate for viscous Hamilton-Jacobi equations on networks with applications
• A class of infinite horizon mean field games on networks
• Finite horizon mean field games on networks
• Aubry–Mather theory on graphs
• On the variational formulation of some stationary second-order mean field games systems
• First-order mean-field games on networks and Wardrop equilibrium
• Reinforcement learning for non-stationary discrete-time linear-quadratic mean-field games in multiple populations
• Selected topics in mean field games
• Homogenization of a mean field game system in the small noise limit
• Mean field systems on networks, with singular interaction through hitting times
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• A time-dependent switching mean-field game on networks motivated by optimal visiting problems
• Stable solutions in potential mean field game systems
• A note on Kazdan-Warner equation on networks
• A discrete Hughes model for pedestrian flow on graphs
• A numerical method for mean field games on networks

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