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.
Recommendations
- A time-fractional mean field game
- The variational structure and time-periodic solutions for mean-field games systems
- On the existence and uniqueness of solutions to time-dependent fractional MFG
- On fractional and nonlocal parabolic mean field games in the whole space
- Approximation of a mean field game problem with Caputo time-fractional derivative
Cites work
- scientific article; zbMATH DE number 438987 (Why is no real title available?)
- A De Giorgi-Nash type theorem for time fractional diffusion equations
- A Hopf-Lax formula for Hamilton-Jacobi equations with Caputo time-fractional derivative
- A computational fluid mechanics solution to the Monge-Kantorovich mass transfer problem
- A fractional Hamilton Jacobi Bellman equation for scaled limits of controlled continuous time random walks
- A parabolic problem with a fractional time derivative
- A time-fractional mean field game
- A variational approach to second order mean field games with density constraints: the stationary case
- An entropy minimization approach to second-order variational mean-field games
- Boundedness of weak solutions to evolutionary partial integro-differential equations with discontinuous coefficients
- Comment on fractional Fokker-Planck equation with space and time dependent drift and diffusion
- Existence and regularity results for viscous Hamilton-Jacobi equations with Caputo time-fractional derivative
- Existence and uniqueness for parabolic problems with Caputo time derivative
- Fluctuations and response in financial markets: the subtle nature of `random' price changes
- Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized \varepsilon-Nash Equilibria
- Mean field games
- Mean field games and applications
- Mean field games models -- a brief survey
- Mean field games. II: Finite horizon and optimal control
- On existence and uniqueness of viscosity solutions for second order fully nonlinear PDEs with Caputo time fractional derivatives
- On stationary fractional mean field games
- On the existence and uniqueness of solutions to time-dependent fractional MFG
- Probabilistic theory of mean field games with applications I. Mean field FBSDEs, control, and games
- Second order mean field games with degenerate diffusion and local coupling
- Some Compactness Criteria for Weak Solutions of Time Fractional PDEs
- Stable solutions in potential mean field game systems
- Stochastic representation of subdiffusion processes with time-dependent drift
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
- Weak solutions for first order mean field games with local coupling
- Well-posedness of Hamilton-Jacobi equations with Caputo's time fractional derivative
Cited in
(11)- A time-fractional mean field game
- On fractional and nonlocal parabolic mean field games in the whole space
- 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
- A time-fractional optimal transport: formulation and algorithm
- Approximation of a mean field game problem with Caputo time-fractional derivative
- The variational structure and time-periodic solutions for mean-field games systems
- 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
- On the existence and uniqueness of solutions to time-dependent fractional MFG
This page was built for publication: Variational time-fractional mean field games
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q778097)
