On classical solutions to the mean field game system of controls
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Publication:5067720
A priori estimates in context of PDEs (35B45) Existence problems for PDEs: global existence, local existence, non-existence (35A01) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02) PDEs in connection with control and optimization (35Q93) Classical solutions to PDEs (35A09) Computational methods for problems pertaining to game theory, economics, and finance (91-08) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16) PDEs in connection with mean field game theory (35Q89)
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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Cites work
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Cited in
(21)- Deterministic mean field games with control on the acceleration
- Multiple-population discrete-time mean field games with discounted and total payoffs: the existence of equilibria
- Non coercive unbounded first order mean field games: the Heisenberg example
- Non-coercive first order mean field games
- Mean field games of controls: propagation of monotonicities
- Mean field games with monotonous interactions through the law of states and controls of the agents
- Mean Field Games of Controls with Dirichlet boundary conditions
- Schauder estimates for a class of potential mean field games of controls
- Recent developments in machine learning methods for stochastic control and games
- Convergence of Large Population Games to Mean Field Games with Interaction Through the Controls
- Large population games with interactions through controls and common noise: convergence results and equivalence between open-loop and closed-loop controls
- On the existence of classical solutions for stationary extended mean field games
- Dimension reduction techniques in deterministic mean field games
- The mean field games system: Carleman estimates, Lipschitz stability and uniqueness
- Weakly coupled mean-field game systems
- Mean field games of controls: on the convergence of Nash equilibria
- Mean field games of controls: finite difference approximations
- Classical solutions to local first-order extended mean field games
- On quasi-stationary Mean Field Games of Controls
- Linear-quadratic mean field games of controls with non-monotone data
- Weak solutions for potential mean field games of controls
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