Minimal-time mean field games

DOI10.1142/S0218202519500258zbMATH Open1428.91006arXiv1804.03246OpenAlexW3106361733WikidataQ128062429 ScholiaQ128062429MaRDI QIDQ4973288FDOQ4973288

Authors: Guilherme Mazanti, Filippo Santambrogio 

Publication date: 3 December 2019

Published in: M\(^3\)AS. Mathematical Models \& Methods in Applied Sciences (Search for Journal in Brave)

Abstract: This paper considers a mean field game model inspired by crowd motion where agents want to leave a given bounded domain through a part of its boundary in minimal time. Each agent is free to move in any direction, but their maximal speed is bounded in terms of the average density of agents around their position in order to take into account congestion phenomena. After a preliminary study of the corresponding minimal-time optimal control problem, we formulate the mean field game in a Lagrangian setting and prove existence of Lagrangian equilibria using a fixed point strategy. We provide a further study of equilibria under the assumption that agents may leave the domain through the whole boundary, in which case equilibria are described through a system of a continuity equation on the distribution of agents coupled with a Hamilton--Jacobi equation on the value function of the optimal control problem solved by each agent. This is possible thanks to the semiconcavity of the value function, which follows from some further regularity properties of optimal trajectories obtained through Pontryagin Maximum Principle. Simulations illustrate the behavior of equilibria in some particular situations.

Full work available at URL: https://arxiv.org/abs/1804.03246

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zbMATH Keywords

Nash equilibriumoptimal controlPontryagin maximum principlecongestion gamesMFG systemtime-dependent eikonal equation

Mathematics Subject Classification ID

PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15) Games involving graphs (91A43)

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Cited In (17)

• An introduction to mean field game theory
• Mild and weak solutions of mean field game problems for linear control systems
• Mean field games with nonlinear mobilities in pedestrian dynamics
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• Second order local minimal-time mean field games
• A Cucker-Smale inspired deterministic mean field game with velocity interactions
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• Multipopulation minimal-time mean field games
• On the asymptotic nature of first order mean field games
• Origin-to-destination network flow with path preferences and velocity controls: a mean field game-like approach
• Approximation of deterministic mean field games with control-affine dynamics
• Nonsmooth mean field games with state constraints
• A time-dependent switching mean-field game on networks motivated by optimal visiting problems
• A Lagrangian Approach for Aggregative Mean Field Games of Controls with Mixed and Final Constraints
• A time-fractional mean field game

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