Variational time-fractional mean field games
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Publication:778097
DOI10.1007/S13235-019-00330-2zbMATH Open1444.91026arXiv1812.05431OpenAlexW2975670941WikidataQ127181690 ScholiaQ127181690MaRDI QIDQ778097FDOQ778097
Publication date: 30 June 2020
Published in: Dynamic Games and Applications (Search for Journal in Brave)
Abstract: We consider the variational structure of a time-fractional second order Mean Field Games (MFG) system with local coupling. The MFG system consists of time-fractional Fokker-Planck and Hamilton-Jacobi-Bellman equations. In such a situation the individual agent follows a non-Markovian dynamics given by a subdiffusion process. Hence, the results of this paper extend the theory of variational MFG to the subdiffusive situation, providing an Eulerian interpretation of time-fractional MFG systems.
Full work available at URL: https://arxiv.org/abs/1812.05431
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optimal controlsubordinatorsubdiffusionfractional Fokker-Planck equationfractional Hamilton-Jacobi-Bellman equationvariational mean field games
Fokker-Planck equations (35Q84) Fractional partial differential equations (35R11) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)
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Cited In (7)
- A Time-Fractional Mean-Field Control Modeling Subdiffusive Advective Transport
- Time-dependent focusing mean-field games: the sub-critical case
- Lecture notes on variational mean field games
- Approximation of a mean field game problem with Caputo time-fractional derivative
- Abstract McKean-Vlasov and Hamilton-Jacobi-Bellman equations, their fractional versions and related forward-backward systems on Riemannian manifolds
- Time-dependent mean-field games in the superquadratic case
- A time-fractional mean field game
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