A generalization of the Hopf-Cole transformation for stationary mean-field games systems

DOI10.1016/J.CRMA.2015.06.016zbMATH Open1320.91029arXiv1505.06017OpenAlexW2964158376MaRDI QIDQ496072FDOQ496072

Authors: Marco Cirant 

Publication date: 16 September 2015

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1505.06017

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Mathematics Subject Classification ID

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)

Cites Work

• Mean field games
• Long time average of mean field games
• Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
• Mean field games equations with quadratic Hamiltonian: a specific approach
• Mean field games. I: The stationary case
• Mean field games. II: Finite horizon and optimal control
• C1 + α local regularity of weak solutions of degenerate elliptic equations
• Boundary regularity for solutions of degenerate elliptic equations
• A stochastic Evans-Aronsson problem
• A reference case for mean field games models

Cited In (8)

• One-dimensional stationary mean-field games with local coupling
• A class of general transformation of characteristic functions in dynamic games
• First-order, stationary mean-field games with congestion
• Title not available (Why is that?)
• Mean-Field Limit for a Class of Stochastic Ergodic Control Problems
• Stationary focusing mean-field games
• Nonlinear elliptic systems and mean-field games
• Existence of weak solutions to first-order stationary mean-field games with Dirichlet conditions

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