On non-uniqueness and uniqueness of solutions in finite-horizon Mean Field Games
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Publication:5107948
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.
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Cited in
(32)- On fractional and nonlocal parabolic mean field games in the whole space
- An introduction to mean field game theory
- Corrigendum to “On non-uniqueness in mean field games”
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- A note on nonconvex mean field games
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- On monotonicity conditions for mean field games
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