A time-fractional mean field game
Analysis of PDEs
2018-01-23 v2
Abstract
We consider a Mean Field Games model where the dynamics of the agents is subdiffusive. According to the optimal control interpretation of the problem, we get a system involving fractional time-derivatives for the Hamilton-Jacobi-Bellman and the Fokker-Planck equations. We discuss separately the well-posedness for each of the two equations and then we prove existence and uniqueness of the solution to the Mean Field Games system
Cite
@article{arxiv.1709.00363,
title = {A time-fractional mean field game},
author = {Fabio Camilli and Raul De Maio},
journal= {arXiv preprint arXiv:1709.00363},
year = {2018}
}