We analyze a (possibly degenerate) second order mean field games system of partial differential equations. The distinguishing features of the model considered are (1) that it is not uniformly parabolic, including the first order case as a possibility, and (2) the coupling is a local operator on the density. As a result we look for weak, not smooth, solutions. Our main result is the existence and uniqueness of suitably defined weak solutions, which are characterized as minimizers of two optimal control problems. We also show that such solutions are stable with respect to the data, so that in particular the degenerate case can be approximated by a uniformly parabolic (viscous) perturbation.

Cardaliaguet, P., Graber, P., Porretta, A., Tonon, D. (2015). Second order mean field games with degenerate diffusion and local coupling. NODEA-NONLINEAR DIFFERENTIAL EQUATIONS AND APPLICATIONS, 22(5), 1287-1317 [10.1007/s00030-015-0323-4].

Second order mean field games with degenerate diffusion and local coupling

PORRETTA, ALESSIO;
2015-01-01

Abstract

We analyze a (possibly degenerate) second order mean field games system of partial differential equations. The distinguishing features of the model considered are (1) that it is not uniformly parabolic, including the first order case as a possibility, and (2) the coupling is a local operator on the density. As a result we look for weak, not smooth, solutions. Our main result is the existence and uniqueness of suitably defined weak solutions, which are characterized as minimizers of two optimal control problems. We also show that such solutions are stable with respect to the data, so that in particular the degenerate case can be approximated by a uniformly parabolic (viscous) perturbation.
2015
Pubblicato
Rilevanza internazionale
Articolo
Esperti anonimi
Settore MAT/05 - ANALISI MATEMATICA
English
Con Impact Factor ISI
Cardaliaguet, P., Graber, P., Porretta, A., Tonon, D. (2015). Second order mean field games with degenerate diffusion and local coupling. NODEA-NONLINEAR DIFFERENTIAL EQUATIONS AND APPLICATIONS, 22(5), 1287-1317 [10.1007/s00030-015-0323-4].
Cardaliaguet, P; Graber, P; Porretta, A; Tonon, D
Articolo su rivista
File in questo prodotto:
File Dimensione Formato  
CGPT-NODEA.pdf

solo utenti autorizzati

Tipologia: Versione Editoriale (PDF)
Licenza: Copyright dell'editore
Dimensione 962.91 kB
Formato Adobe PDF
962.91 kB Adobe PDF   Visualizza/Apri   Richiedi una copia

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2108/172887
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 104
  • ???jsp.display-item.citation.isi??? 92
social impact