Existence theory for non-separable mean field games in Sobolev spaces
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Publication:5075675
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) PDEs in connection with mean field game theory (35Q89) Mean field games (aspects of game theory) (91A16) Differential games (aspects of game theory) (91A23)
Abstract: The mean field games system is a coupled pair of nonlinear partial differential equations arising in differential game theory, as a limit as the number of agents tends to infinity. We prove existence and uniqueness of classical solutions for time-dependent mean field games with Sobolev data. Many works in the literature assume additive separability of the Hamiltonian, as well as further structure such as convexity and monotonicity of the resulting components. Problems arising in practice, however, may not have this separable structure; we therefore consider the non-separable problem. For our existence and uniqueness results, we introduce new smallness constraints which simultaneously consider the size of the time horizon, the size of the data, and the strength of the coupling in the system.
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Cited in
(20)- Sobolev regularity for first order mean field games
- On the existence of oscillating solutions in non-monotone mean-field games
- Strong solutions for time-dependent mean field games with non-separable Hamiltonians
- Existence theory for a time-dependent mean field games model of household wealth
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