Mean field games systems of first order
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Publication:5262293
DOI10.1051/COCV/2014044zbMATH Open1319.35273arXiv1401.1789OpenAlexW2962755712MaRDI QIDQ5262293FDOQ5262293
Authors:
Publication date: 13 July 2015
Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)
Abstract: We consider a system of mean field games with local coupling in the deterministic limit. Under general structure conditions on the Hamiltonian and coupling, we prove existence and uniqueness of the weak solution, characterizing this solution as the minimizer of some optimal control of Hamilton-Jacobi and continuity equations. We also prove that this solution converges in the long time average to the solution of the associated ergodic problem.
Full work available at URL: https://arxiv.org/abs/1401.1789
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Hamilton-Jacobi equationsmean field gamesoptimal controltransport theorynonlinear PDElong time average
Hamilton-Jacobi equations (35F21) Optimality conditions for problems involving partial differential equations (49K20) Stochastic games, stochastic differential games (91A15) PDEs in connection with mean field game theory (35Q89)
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