Global-in-time regularity via duality for congestion-penalized Mean Field Games
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Abstract: After a brief introduction to one of the most typical problems in Mean Field Games, the congestion case (where agents pay a cost depending on the density of the regions they visit), and to its variational structure, we consider the question of the regularity of the optimal solutions. A duality argument, used for the first time in a paper by Y. Brenier on incompressible fluid mechanics, and recently applied to MFG with density constraints, allows to easily get some Sobolev regularity, locally in space and time. In the paper we prove that a careful analysis of the behaviour close to the final time allows to extend the same result including t = T .
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Cited in
(13)- Sharp semi-concavity in a non-autonomous control problem and \(L^p\) estimates in an optimal-exit MFG
- Discrete potential mean field games: duality and numerical resolution
- Existence of weak solutions to time-dependent mean-field games
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