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

DOI10.1137/17M1125960zbMATH Open1384.49031arXiv1704.02125OpenAlexW2606001484MaRDI QIDQ4603747FDOQ4603747

Authors: Alpár R. Mészáros, Francisco J. Silva 

Publication date: 19 February 2018

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

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.

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

Recommendations

• A variational approach to second order mean field games with density constraints: the stationary case
• Multi-population mean field games systems with Neumann boundary conditions
• Regularity for second order stationary mean-field games
• The variational structure and time-periodic solutions for mean-field games systems
• Stationary mean field games systems defined on networks

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)

Cites Work

• Variational Analysis
• Convex Analysis
• Le problème de Dirichlet pour les équations elliptiques du second ordre à coefficients discontinus
• An introduction to the regularity theory for elliptic systems, harmonic maps and minimal graphs
• Title not available (Why is that?)
• Mean field games
• Long time average of mean field games
• Title not available (Why is that?)
• Variational Analysis in Sobolev andBVSpaces
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Mean field games: numerical methods
• Title not available (Why is that?)
• Direct methods in the calculus of variations
• Mean field games. I: The stationary case
• A-priori estimates for stationary mean-field games
• On the existence of classical solutions for stationary extended mean field games
• Stationary focusing mean-field games
• Strongly coupled elliptic equations related to mean-field games systems
• Regularity for second order stationary mean-field games
• A stochastic Evans-Aronsson problem
• Existence for stationary mean-field games with congestion and quadratic Hamiltonians
• Fokker-Planck-Kolmogorov equations
• Regularity of solutions of linear second order elliptic and parabolic boundary value problems on Lipschitz domains
• A modest proposal for MFG with density constraints
• The derivation of ergodic mean field game equations for several populations of players
• Multi-population mean field games systems with Neumann boundary conditions
• Long time average of mean field games with a nonlocal coupling
• Mean field games models of segregation
• Nonlinear elliptic systems and mean-field games
• Bifurcation and segregation in quadratic two-populations mean field games systems
• One-dimensional stationary mean-field games with local coupling
• Two numerical approaches to stationary mean-field games
• First order mean field games with density constraints: pressure equals price
• A generalized Newton method for homogenization of Hamilton-Jacobi equations
• Mean field games systems of first order
• A variational approach to second order mean field games with density constraints: the stationary case
• Intégrales convexes dans les espaces de Sobolev
• Some characterizations of a uniform ball property
• Concentration of ground states in stationary mean-field games systems
• Proximal methods for stationary mean field games with local couplings

Cited In (21)

• An introduction to mean field game theory
• A variational approach to second order mean field games with density constraints: the stationary case
• 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
• On the implementation of a primal-dual algorithm for second order time-dependent mean field games with local couplings
• Multi-population mean field games systems with Neumann boundary conditions
• Concentration of ground states in stationary mean-field games systems
• First-order, stationary mean-field games with congestion
• A potential approach for planning mean-field games in one dimension
• Stationary mean-field games with logistic effects
• On the long time convergence of potential MFG
• Weak KAM theory for potential MFG
• The variational structure and time-periodic solutions for mean-field games systems
• Optimal partial transport problem with Lagrangian costs
• Discrete-time ergodic mean-field games with average reward on compact spaces
• Sobolev regularity for nonlinear Poisson equations with Neumann boundary conditions on Riemannian manifolds
• Regularity for second order stationary mean-field games
• Stationary mean field games systems defined on networks
• Optimal control of the Fokker-Planck equation under state constraints in the Wasserstein space
• Numerical methods for finite-state mean-field games satisfying a monotonicity condition
• Existence of weak solutions to first-order stationary mean-field games with Dirichlet conditions

This page was built for publication: On the variational formulation of some stationary second-order mean field games systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4603747)