Short-time existence for a general backward-forward parabolic system arising from mean-field games

DOI10.1007/s13235-019-00311-5OpenAlexW2808966642WikidataQ128058159 ScholiaQ128058159MaRDI QIDQ2175355

Roberto Gianni, Marco Cirant, Paola Mannucci

Publication date: 29 April 2020

Published in: Dynamic Games and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.08138

zbMATH Keywords

parabolic equationsFokker-PlanckHamilton-Jacobimean-field gamesbackward-forward systemcongestion problems

Mathematics Subject Classification ID

Applications of optimal control and differential games (49N90) Second-order parabolic systems (35K40) Nonlinear initial, boundary and initial-boundary value problems for nonlinear parabolic equations (35K61) PDEs in connection with mean field game theory (35Q89)

Related Items (11)

Maximal \(L^q\)-regularity for parabolic Hamilton-Jacobi equations and applications to mean field games ⋮ Well-posedness of mean field games master equations involving non-separable local Hamiltonians ⋮ Existence and non-existence for time-dependent mean field games with strong aggregation ⋮ Existence theory for non-separable mean field games in Sobolev spaces ⋮ Existence and regularity results for viscous Hamilton-Jacobi equations with Caputo time-fractional derivative ⋮ Policy iteration method for time-dependent mean field games systems with non-separable Hamiltonians ⋮ Learning Optimal Policies in Potential Mean Field Games: Smoothed Policy Iteration Algorithms ⋮ Inverse problems for mean field games ⋮ On monotonicity conditions for mean field games ⋮ On the Existence and Uniqueness of Solutions to Time-Dependent Fractional MFG ⋮ Existence theory for a time-dependent mean field games model of household wealth

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