Generic properties of first-order mean field games
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Publication:6078093
DOI10.1007/S13235-022-00487-3zbMATH Open1522.91039arXiv2210.14643OpenAlexW4313480368MaRDI QIDQ6078093FDOQ6078093
Authors: Alberto Bressan, Khai T. Nguyen 
Publication date: 27 September 2023
Published in: Dynamic Games and Applications (Search for Journal in Brave)
Abstract: We consider a class of deterministic mean field games, where the state associated with each player evolves according to an ODE which is linear w.r.t. the control. Existence, uniqueness, and stability of solutions are studied from the point of view of generic theory. Within a suitable topological space of dynamics and cost functionals, we prove that, for nearly all mean field games(in the Baire category sense) the best reply map is single valued for a.e. player. As a consequence, the mean field game admits a strong (not randomized) solution. Examples are given of open sets of games admitting a single solution, and other open sets admitting multiple solutions. Further examples show the existence of an open set of MFG having a unique solution which is asymptotically stable w.r.t. the best reply map, and another open set of MFG having a unique solution which is unstable. We conclude with an example of a MFG with terminal constraints which does not have any solution, not even in the mild sense with randomized strategies.
Full work available at URL: https://arxiv.org/abs/2210.14643
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