Mean field games under invariance conditions for the state space

DOI10.1080/03605302.2019.1666281zbMATH Open1430.35111arXiv1903.06491OpenAlexW2976384186MaRDI QIDQ5207793FDOQ5207793

Authors: Alessio Porretta, Michele Ricciardi 

Publication date: 13 January 2020

Published in: Communications in Partial Differential Equations (Search for Journal in Brave)

Abstract: We investigate mean field game systems under invariance conditions for the state space, otherwise called {it viability conditions} for the controlled dynamics. First we analyze separately the Hamilton-Jacobi and the Fokker-Planck equations, showing how the invariance condition on the underlying dynamics yields the existence and uniqueness, respectively in $L^{i}nfty$ and in $L^1$. Then we apply this analysis to mean field games. We investigate further the regularity of solutions proving, under some extra conditions, that the value function is (globally) Lipschitz and semiconcave. This latter regularity eventually leads the distribution density to be bounded, under suitable conditions. The results are not restricted to smooth domains.

Full work available at URL: https://arxiv.org/abs/1903.06491

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zbMATH Keywords

Fokker-Planck equationsmean field gamesviability conditionsdegenerate Hamilton-Jacobi-Bellman equations

Mathematics Subject Classification ID

Second-order parabolic equations (35K10) PDEs in connection with control and optimization (35Q93) Mean field games and control (49N80)

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Cited In (10)

• An introduction to mean field game theory
• A coefficient inverse problem for the mean field games system
• A class of infinite horizon mean field games on networks
• Viability analysis of the first-order mean field games
• Extremal shift rule and viability property for mean field-type control systems
• Essential stationary equilibria of mean field games with finite state and action space
• Finite state \(N\)-agent and mean field control problems
• Selection by vanishing common noise for potential finite state mean field games
• Nonsmooth mean field games with state constraints
• Inverse problems for mean field games

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