Abstract
Existence and uniqueness of a weak solution for first order mean field game systems with local coupling are obtained by variational methods. This solution can be used to devise ε−Nash equilibria for deterministic differential games with a finite (but large) number of players. For smooth data, the first component of the weak solution of the MFG system is proved to satisfy (in a viscosity sense) a time-space degenerate elliptic differential equation.
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Acknowledgements
The author wishes to thank the anonymous referee for his useful comments and remarks. This work has been partially supported by the Commission of the European Communities under the 7-th Framework Programme Marie Curie Initial Training Networks Project SADCO, FP7-PEOPLE-2010-ITN, No 264735, and by the French National Research Agency ANR-10-BLAN 0112 and ANR-12-BS01-0008-01.
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Cardaliaguet, P. (2015). Weak Solutions for First Order Mean Field Games with Local Coupling. In: Bettiol, P., Cannarsa, P., Colombo, G., Motta, M., Rampazzo, F. (eds) Analysis and Geometry in Control Theory and its Applications. Springer INdAM Series, vol 11. Springer, Cham. https://doi.org/10.1007/978-3-319-06917-3_5
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