Time-dependent mean-field games in the superquadratic case
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Publication:2808059
DOI10.1051/COCV/2015029zbMATH Open1339.35090arXiv1311.6684OpenAlexW2560681080MaRDI QIDQ2808059FDOQ2808059
D. Gomes, Edgard Pimentel, Héctor Sánchez-Morgado
Publication date: 26 May 2016
Published in: European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations (Search for Journal in Brave)
Abstract: We investigate time-dependent mean-field games with superquadratic Hamiltonians and a power dependence on the measure. Such problems pose substantial mathematical challenges as the key techniques used in the subquadratic case do not extend to the superquadratic setting. Because of the superquadratic structure of the Hamiltonian, Lipschitz estimates for the solutions of the Hamilton-Jacobi equation are obtained through a novel set of techniques. These explore the parabolic nature of the problem through the non-linear adjoint method. Well-posedness is proved by combining Lipschitz regularity for the Hamilton-Jacobi equation with polynomial estimates for solutions of the Fokker-Planck equation. Existence of classical solutions can then be proved under conditions depending only on the growth of the Hamiltonian and the dimension. Our results also add to the current understanding of superquadratic Hamilton-Jacobi equations.
Full work available at URL: https://arxiv.org/abs/1311.6684
Differential games (aspects of game theory) (91A23) Existence problems for PDEs: global existence, local existence, non-existence (35A01) Hamilton-Jacobi equations (35F21) Fokker-Planck equations (35Q84) Classical solutions to PDEs (35A09)
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