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

DOI10.1051/COCV/2022020zbMATH Open1492.91041arXiv2009.12144OpenAlexW3088206153WikidataQ114011476 ScholiaQ114011476MaRDI QIDQ5864583FDOQ5864583

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)

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.

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

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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)

Cites Work

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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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