On the graphon mean field game equations: individual agent affine dynamics and mean field dependent performance functions

DOI10.1051/COCV/2022020MaRDI QIDQ5864583zbMATH OpenOpenAlexWikidataFDO

Authors Peter E. Caines, Daniel W. C. Ho, M. Y. Huang, Jiamin Jian, Qingshuo Song

Publication date 8 June 2022

Published in ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2009.12144

zbMATH Keywords

graphonHamilton-Jacobi-Bellman equationmean field games

Mathematics Subject Classification ID

Applications of graph theory (05C90) Mean field games (aspects of game theory) (91A16) PDEs in connection with mean field game theory (35Q89)

Abstract: This paper establishes unique solvability of a class of Graphon Mean Field Game equations. The special case of a constant graphon yields the result for the Mean Field Game equations.

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Cites work

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• Graphon mean field games and their equations
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Cited in

(3)

• Propagation of chaos of forward-backward stochastic differential equations with graphon interactions
• From mean field games to Navier-Stokes equations
• Graphon mean field games and their equations

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