Abstract
Here, we consider stationary monotone mean-field games (MFGs) and study the existence of weak solutions induced by monotonicity. First, we introduce a regularized problem that preserves the monotonicity. Next, using variational inequality techniques, we prove the existence of solutions to the regularized problem. Then, using Minty's method, we establish the existence of weak solutions for the original MFG. Finally, we examine the properties of these weak solutions in several examples. Our methods provide a general framework to construct weak solutions to stationary MFGs with local, nonlocal, or congestion terms.
Original language | English (US) |
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Pages (from-to) | 5969-6006 |
Number of pages | 38 |
Journal | SIAM Journal on Mathematical Analysis |
Volume | 50 |
Issue number | 6 |
DOIs | |
State | Published - 2018 |
Bibliographical note
Publisher Copyright:© 2018 Society for Industrial and Applied Mathematics.
Keywords
- Mean-field games
- Stationary problems
- Variational inequalities
ASJC Scopus subject areas
- Analysis
- Computational Mathematics
- Applied Mathematics