Regularity and Long Time Behavior of One-Dimensional First-Order Mean Field Games and the Planning Problem

DOI10.1137/23M1547779zbMATH Open1530.35317arXiv2204.06474OpenAlexW4390543857MaRDI QIDQ6145641FDOQ6145641

Authors: Nikiforos Mimikos-Stamatopoulos, Sebastian Muñoz 

Publication date: 9 January 2024

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Abstract: We study the regularity and long time behavior of the one-dimensional, local, first-order mean field games system and the planning problem, assuming a Hamiltonian of superlinear growth, with a non-separated, strictly monotone dependence on the density. We improve upon the existing literature by obtaining two regularity results. The first is the existence of classical solutions without the need to assume blow-up of the cost function near small densities. The second result is the interior smoothness of weak solutions without the need to assume neither blow-up of the cost function nor that the initial density be bounded away from zero. We also characterize the long time behavior of the solutions, proving that they satisfy the turnpike property with an exponential rate of convergence, and that they converge to the solution of the infinite horizon system. Our approach relies on the elliptic structure of the system and displacement convexity estimates. In particular, we apply displacement convexity methods to obtain both global and local a priori lower bounds on the density.

Full work available at URL: https://arxiv.org/abs/2204.06474

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zbMATH Keywords

Hamilton-Jacobi equationsdisplacement convexityquasilinear elliptic equationsBernstein methodoblique derivative problemsnonlinear method of continuity

Mathematics Subject Classification ID

A priori estimates in context of PDEs (35B45) Smoothness and regularity of solutions to PDEs (35B65) Hamilton-Jacobi equations (35F21) Quasilinear elliptic equations (35J62) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16) PDEs in connection with mean field game theory (35Q89)

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Cited In (2)

• Free boundary regularity and support propagation in mean field games and optimal transport
• Time periodic solutions of first order mean field games from the perspective of Mather theory

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