A note on nonconvex mean field games

MaRDI QIDQ4644822zbMATH OpenFDO

Authors H. V. Tran

Publication date 9 January 2019

Full work available at URL https://arxiv.org/abs/1612.04725, http://www.heldermann.de/MTA/MTA03/MTA032/mta03018.htm#mta032

zbMATH Keywords

mean field gameszero-sum differential gamesnonconvex setting

Mathematics Subject Classification ID

Differential games and control (49N70) Periodic solutions to PDEs (35B10) Perturbations in context of PDEs (35B20) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21) Second-order parabolic systems (35K40)

Abstract: We introduce a nonconvex Mean Field Games system by studying a model with a large number of identical pairs of players who are all rational, and each pair plays an identical zero-sum differential game. We study existence and uniqueness of solutions for a simple system in this context.

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• Mean field games
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Cites work

• scientific article; zbMATH DE number 5604590 (Why is no real title available?)
• A new method for large time behavior of degenerate viscous Hamilton-Jacobi equations with convex Hamiltonians
• Adjoint and compensated compactness methods for Hamilton-Jacobi PDE
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• Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
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• One-dimensional stationary mean-field games with local coupling
• Part II: Dynamical properties of Hamilton-Jacobi equations via the nonlinear adjoint method: large time behavior and discounted approximation
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Cited in

(7)

• Corrigendum to “On non-uniqueness in mean field games”
• A single player and a mass of agents: A pursuit evasion-like game
• On non-uniqueness in mean field games
• Lecture notes on variational mean field games
• Long time behavior and turnpike solutions in mildly non-monotone mean field games
• Some remarks on mean field games
• Nonsmooth mean field games with state constraints

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