On the variational formulation of some stationary second-order mean field games systems

DOI10.1137/17M1125960MaRDI QIDQ4603747zbMATH OpenOpenAlexFDO

Authors Alpár R. Mészáros, Francisco J. Silva

Publication date 19 February 2018

Published in SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1704.02125

zbMATH Keywords

mean field gamesvariational formulationweak solutionsdensity constraintsgeneral couplings

Mathematics Subject Classification ID

Differential games and control (49N70) Variational methods for elliptic systems (35J50) Second-order elliptic systems (35J47) Optimality conditions for problems involving partial differential equations (49K20) Games with infinitely many players (91A07)

Abstract: We consider the variational approach to prove the existence of solutions of second order stationary Mean Field Games on a bounded domain $Omegasubseteqmathbb{R}^d$, with Neumann boundary conditions, and with and without density constraints. We consider Hamiltonians which growth as $|cdot{|}^{q^{\prime }}$, where $q^{\prime }=q/(q-1)$ and $q>d$. Despite this restriction, our approach allows us to prove the existence of solutions in the case of rather general coupling terms. When density constraints are taken into account, our results improve those in cite{MesSil}. Furthermore, our approach can be used to obtain solutions of systems with multiple populations.

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Cited in

(21)

• A variational approach to second order mean field games with density constraints: the stationary case
• An introduction to mean field game theory
• Forward-backward algorithm for functions with locally Lipschitz gradient: applications to mean field games
• A primal-dual partial inverse algorithm for constrained monotone inclusions: applications to stochastic programming and mean field games
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• Multi-population mean field games systems with Neumann boundary conditions
• Concentration of ground states in stationary mean-field games systems
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