A Mean Field Game System and a Related Deterministic Optimal Control Problem
Optimization and Control
2025-03-21 v1
Abstract
This paper concerns a Mean Field Game (MFG) system related to a Nash type equilibrium for dynamical games associated to large populations. One shows that the MFG system may be viewed as the Euler-Lagrange system for an optimal control problem related to a Fokker-Planck equation with control in the drift. One derives the existence of a weak solution to the MFG system and under more restrictive assumptions one proves a uniqueness result.
Keywords
Cite
@article{arxiv.2503.16220,
title = {A Mean Field Game System and a Related Deterministic Optimal Control Problem},
author = {Stefana-Lucia Anita},
journal= {arXiv preprint arXiv:2503.16220},
year = {2025}
}