Abstract
Here, we consider one-dimensional forward-forward mean-field games (MFGs) with congestion, which were introduced to approximate stationary MFGs. We use methods from the theory of conservation laws to examine the qualitative properties of these games. First, by computing Riemann invariants and corresponding invariant regions, we develop a method to prove lower bounds for the density. Next, by combining the lower bound with an entropy function, we prove the existence of global solutions for parabolic forwardforward MFGs. Finally, we construct traveling-wave solutions, which settles in a negative way the convergence problem for forward-forward MFGs. A similar technique gives the existence of time-periodic solutions for non-monotonic MFGs.
Original language | English (US) |
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Pages (from-to) | 901-914 |
Number of pages | 14 |
Journal | Discrete and Continuous Dynamical Systems - Series S |
Volume | 11 |
Issue number | 5 |
DOIs | |
State | Published - Oct 2018 |
Bibliographical note
Publisher Copyright:© 2018 American Institute of Mathematical Sciences. All rights reserved.
Keywords
- Convergence to equilibrium
- Fokker-Planck equations
- Hamilton-Jacobi equations
- Mean-field games
- Systems of conservation laws
- Transport equations
ASJC Scopus subject areas
- Analysis
- Discrete Mathematics and Combinatorics
- Applied Mathematics