Abstract
We consider forward–forward Mean-Field Game (MFG) models that arise in numerical approximations of stationary MFGs. First, we establish a link between these models and a class of hyperbolic conservation laws as well as certain nonlinear wave equations. Second, we investigate existence and long-time behavior of solutions for such models.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Y. Achdou, I. Capuzzo-Dolcetta, Mean field games: numerical methods. SIAM J. Numer. Anal. 48(3), 1136–1162 (2010)
S. Demoulini, D.M.A. Stuart, A.E. Tzavaras, Construction of entropy solutions for one-dimensional elastodynamics via time discretisation. Ann. Inst. H. Poincaré Anal. Non Linéaire 17(6), 711–731 (2000)
R.J. DiPerna, Convergence of approximate solutions to conservation laws. Arch. Ration. Mech. Anal. 82(1), 27–70 (1983)
D.A. Gomes, H. Mitake, Existence for stationary mean-field games with congestion and quadratic Hamiltonians. NoDEA Nonlinear Differ. Equ. Appl. 22(6), 1897–1910 (2015)
D.A. Gomes, L. Nurbekyan, M. Prazeres, One-dimensional stationary mean-field games with local coupling. Dyn. Games Appl. 8(2), 315–351 (2018)
D.A. Gomes, S. Patrizi, Obstacle mean-field game problem. Interfaces Free Bound. 17(1), 55–68 (2015)
D.A. Gomes, S. Patrizi, V. Voskanyan, On the existence of classical solutions for stationary extended mean field games. Nonlinear Anal. 99, 49–79 (2014)
D.A. Gomes, E. Pimentel, Time-dependent mean-field games with logarithmic nonlinearities. SIAM J. Math. Anal. 47(5), 3798–3812 (2015)
D.A. Gomes, E. Pimentel, Local regularity of mean-field games in the whole space. Minmax Theor. Appl 1(1), 65–82 (2016)
D.A. Gomes, L. Nurbekyan, M. Sedjro, One-dimensional forward-forward mean-field games. Appl. Math. Optim. 74(3), 619–642 (2016)
M. Huang, R.P. Malhamé, P.E. Caines, Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle. Commun. Inf. Syst. 6(3), 221–251 (2006)
J.-M. Lasry, P.-L. Lions, Jeux à champ moyen. II. Horizon fini et contrôle optimal. C. R. Math. Acad. Sci. Paris 343(10), 679–684 (2006)
J.-M. Lasry, P.-L. Lions, Mean field games. Jpn. J. Math. 2(1), 229–260 (2007)
A. Porretta, Weak solutions to Fokker-Planck equations and mean field games. Arch. Ration. Mech. Anal. 216(1), 1–62 (2015)
Acknowledgements
D. A. Gomes was partially supported by KAUST baseline funds and KAUST OSR-CRG2017-3452. L. Nurbekyan and M. Sedjro were supported by KAUST baseline and start-up funds.
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2018 Springer International Publishing AG, part of Springer Nature
About this paper
Cite this paper
Gomes, D., Nurbekyan, L., Sedjro, M. (2018). Conservation Laws Arising in the Study of Forward–Forward Mean-Field Games. In: Klingenberg, C., Westdickenberg, M. (eds) Theory, Numerics and Applications of Hyperbolic Problems I. HYP 2016. Springer Proceedings in Mathematics & Statistics, vol 236. Springer, Cham. https://doi.org/10.1007/978-3-319-91545-6_49
Download citation
DOI: https://doi.org/10.1007/978-3-319-91545-6_49
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-91544-9
Online ISBN: 978-3-319-91545-6
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)