We give a result of existence and uniqueness of weak solutions to the planning problem for a class of Mean Field Games. This is a kind of optimal transportation problem consisting in the exact controllability at time T of Fokker-Planck equations obtained using drifts arising as the optimal feedbacks from a coupled backward Hamilton-Jacobi-Bellman equation.
Porretta, A. (2013). On the planning problem for a class of mean field games. COMPTES RENDUS MATHÉMATIQUE, 351(11-12), 457-462 [10.1016/j.crma.2013.07.004].
On the planning problem for a class of mean field games
PORRETTA, ALESSIO
2013-01-01
Abstract
We give a result of existence and uniqueness of weak solutions to the planning problem for a class of Mean Field Games. This is a kind of optimal transportation problem consisting in the exact controllability at time T of Fokker-Planck equations obtained using drifts arising as the optimal feedbacks from a coupled backward Hamilton-Jacobi-Bellman equation.File in questo prodotto:
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