Global-in-time regularity via duality for congestion-penalized Mean Field Games

DOI10.1080/17442508.2017.1282958zbMATH Open1395.91035arXiv1603.09581OpenAlexW2329198374MaRDI QIDQ4584678FDOQ4584678

Authors: Adam Prosinski, Filippo Santambrogio 

Publication date: 4 September 2018

Published in: Stochastics (Search for Journal in Brave)

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 .

Full work available at URL: https://arxiv.org/abs/1603.09581

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zbMATH Keywords

convex dualitymean field gamesHamilton-Jacobi

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15)

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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
• Title not available (Why is that?)
• A variational approach to first order kinetic mean field games with local couplings
• The planning problem in mean field games as regularized mass transport
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• Optimal density evolution with congestion: L^∞ bounds via flow interchange techniques and applications to variational Mean Field Games
• A sharp estimate à la Calderón-Zygmund for the \(p\)-Laplacian

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