Existence theory for non-separable mean field games in Sobolev spaces

DOI10.1512/iumj.2022.71.8900zbMath1496.35390arXiv1807.02223OpenAlexW2865012990MaRDI QIDQ5075675

David M. Ambrose

Publication date: 11 May 2022

Published in: Indiana University Mathematics Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.02223

zbMATH Keywords

mean field gamesdifferential game theory

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Existence problems for PDEs: global existence, local existence, non-existence (35A01) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02) Classical solutions to PDEs (35A09) Mean field games (aspects of game theory) (91A16) PDEs in connection with mean field game theory (35Q89)

Related Items

Well-posedness of mean field games master equations involving non-separable local Hamiltonians ⋮ A variational approach to first order kinetic mean field games with local couplings ⋮ Policy iteration method for time-dependent mean field games systems with non-separable Hamiltonians

Cites Work

• Small strong solutions for time-dependent mean field games with local coupling
• On the planning problem for a class of mean field games
• Mean field games. I: The stationary case
• Mean field games. II: Finite horizon and optimal control
• Mean field games
• Global vortex sheet solutions of Euler equations in the plane
• Time-dependent focusing mean-field games: the sub-critical case
• Strong solutions for time-dependent mean field games with non-separable Hamiltonians
• Existence theory for a time-dependent mean field games model of household wealth
• Short-time existence for a general backward-forward parabolic system arising from mean-field games
• Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
• Time-dependent mean-field games in the superquadratic case
• Temporal boundary value problems in interfacial fluid dynamics
• Partial differential equation models in macroeconomics
• Time-Dependent Mean-Field Games with Logarithmic Nonlinearities
• Well-Posedness of Vortex Sheets with Surface Tension
• On non-uniqueness and uniqueness of solutions in finite-horizon Mean Field Games
• Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria

This page was built for publication: Existence theory for non-separable mean field games in Sobolev spaces