On classical solutions to the mean field game system of controls
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Existence problems for PDEs: global existence, local existence, non-existence (35A01) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02) Classical solutions to PDEs (35A09) A priori estimates in context of PDEs (35B45) PDEs in connection with mean field game theory (35Q89) PDEs in connection with control and optimization (35Q93) Mean field games and control (49N80) Computational methods for problems pertaining to game theory, economics, and finance (91-08) Mean field games (aspects of game theory) (91A16)
Abstract: In this paper, we consider a class of mean field games in which the optimal strategy of a representative agent depends on the statistical distribution of the states and controls. We prove some existence results for the forward-backward system of PDEs under rather natural assumptions. The main step of the proof consists of obtaining a priori estimates on the gradient of the cost function by Bernstein's method. Uniqueness is also proved under more restrictive assumptions. The last section contains some examples to which the previously mentioned existence (and possibly uniqueness) results apply.
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Cited in
(25)- Schauder estimates for a class of potential mean field games of controls
- Weak solutions for potential mean field games of controls
- Non coercive unbounded first order mean field games: the Heisenberg example
- Mean field games of controls: propagation of monotonicities
- Mean field games with monotonous interactions through the law of states and controls of the agents
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- On the existence of classical solutions for stationary extended mean field games
- On quasi-stationary Mean Field Games of Controls
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- Equilibria in the large-scale competition for market share in a commodity with resource-buying
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