A generalization of the Hopf-Cole transformation for stationary mean-field games systems
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PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Differential games (aspects of game theory) (91A23) Quasilinear elliptic equations with (p)-Laplacian (35J92) Games with infinitely many players (91A07) Optimal stochastic control (93E20) Transform methods (e.g., integral transforms) applied to PDEs (35A22)
Abstract: In this note we propose a transformation which decouples stationary Mean Field Games systems with superlinear Hamiltonians of the form |p|^r, and turns the Hamilton-Jacobi-Bellman equation into a quasi-linear equation involving the r-Laplace operator. Such a transformation requires an assumption on solutions of the system, which is satisfied for example in space dimension one or if solutions are radial.
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Cites work
- A reference case for mean field games models
- A stochastic Evans-Aronsson problem
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- C1 + α local regularity of weak solutions of degenerate elliptic equations
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
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- Mean field games
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Cited in
(9)- Mean-field limit for a class of stochastic ergodic control problems
- Hypoelliptic mean field games -- a case study
- First-order, stationary mean-field games with congestion
- Stationary focusing mean-field games
- Hopf-Cole transformation via generalized Schrödinger bridge problem
- Existence of weak solutions to first-order stationary mean-field games with Dirichlet conditions
- A class of general transformation of characteristic functions in dynamic games
- Nonlinear elliptic systems and mean-field games
- One-dimensional stationary mean-field games with local coupling
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