On non-uniqueness and uniqueness of solutions in finite-horizon Mean Field Games
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Publication:5107948
DOI10.1051/COCV/2018026zbMATH Open1437.91049arXiv1707.00628OpenAlexW2964226889WikidataQ129983022 ScholiaQ129983022MaRDI QIDQ5107948FDOQ5107948
Authors:
Publication date: 29 April 2020
Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)
Abstract: This paper presents a class of evolutive Mean Field Games with multiple solutions for all time horizons T and convex but non-smooth Hamiltonian H, as well as for smooth H and T large enough. The phenomenon is analyzed in both the PDE and the probabilistic setting. The examples are compared with the current theory about uniqueness of solutions. In particular, a new result on uniqueness for the MFG PDEs with small data, e.g., small T, is proved. Some results are also extended to MFGs with two populations.
Full work available at URL: https://arxiv.org/abs/1707.00628
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Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Mean field games (aspects of game theory) (91A16)
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Cited In (32)
- An introduction to mean field game theory
- Corrigendum to “On non-uniqueness in mean field games”
- A coefficient inverse problem for the mean field games system
- On fractional and nonlocal parabolic mean field games in the whole space
- A note on nonconvex mean field games
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- On the Convergence Problem in Mean Field Games: A Two State Model without Uniqueness
- On the existence of oscillating solutions in non-monotone mean-field games
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- On monotonicity conditions for mean field games
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