Weakly coupled mean-field game systems

Diogo A. Gomes; Stefania Patrizi

doi:10.1016/j.na.2016.05.017

Weakly coupled mean-field game systems

Diogo A. Gomes, Stefania Patrizi

Research output: Contribution to journal › Article › peer-review

7 Scopus citations

Abstract

Here, we prove the existence of solutions to first-order mean-field games (MFGs) arising in optimal switching. First, we use the penalization method to construct approximate solutions. Then, we prove uniform estimates for the penalized problem. Finally, by a limiting procedure, we obtain solutions to the MFG problem. © 2016 Elsevier Ltd

Original language	English (US)
Pages (from-to)	110-138
Number of pages	29
Journal	Nonlinear Analysis: Theory, Methods & Applications
Volume	144
DOIs	https://doi.org/10.1016/j.na.2016.05.017
State	Published - Jul 14 2016

Bibliographical note

KAUST Repository Item: Exported on 2020-10-01
Acknowledgements: D. Gomes was partially supported by KAUST baseline and start-up funds. S. Patrizi was partially supported by NSF grant DMS-1262411 "Regularity and stability results in variational problems".

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10.1016/j.na.2016.05.017

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abstract = "Here, we prove the existence of solutions to first-order mean-field games (MFGs) arising in optimal switching. First, we use the penalization method to construct approximate solutions. Then, we prove uniform estimates for the penalized problem. Finally, by a limiting procedure, we obtain solutions to the MFG problem. {\textcopyright} 2016 Elsevier Ltd",

author = "Gomes, {Diogo A.} and Stefania Patrizi",

note = "KAUST Repository Item: Exported on 2020-10-01 Acknowledgements: D. Gomes was partially supported by KAUST baseline and start-up funds. S. Patrizi was partially supported by NSF grant DMS-1262411 {"}Regularity and stability results in variational problems{"}.",

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PY - 2016/7/14

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AB - Here, we prove the existence of solutions to first-order mean-field games (MFGs) arising in optimal switching. First, we use the penalization method to construct approximate solutions. Then, we prove uniform estimates for the penalized problem. Finally, by a limiting procedure, we obtain solutions to the MFG problem. © 2016 Elsevier Ltd

UR - http://hdl.handle.net/10754/621512

UR - http://arxiv.org/pdf/1610.00204

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JO - Nonlinear Analysis: Theory, Methods & Applications

JF - Nonlinear Analysis: Theory, Methods & Applications

ER -

Weakly coupled mean-field game systems

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