Weakly coupled mean-field game systems

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Publication:739437

DOI10.1016/J.NA.2016.05.017zbMATH Open1358.35200arXiv1610.00204OpenAlexW2963717727MaRDI QIDQ739437FDOQ739437


Authors: Stefania Patrizi, D. Gomes Edit this on Wikidata


Publication date: 18 August 2016

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Abstract: Here, we prove the existence of solutions to first-order mean-field games (MFGs) arising in optimal switching. First, we use the penalization method to construct approximate solutions. Then, we prove uniform estimates for the penalized problem. Finally, by a limiting procedure, we obtain solutions to the MFG problem.


Full work available at URL: https://arxiv.org/abs/1610.00204




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