Variational time-fractional Mean Field Games
Analysis of PDEs
2019-07-03 v2
Abstract
We consider the variational structure of a time-fractional second order Mean Field Games (MFG) system with local coupling. The MFG system consists of time-fractional Fokker-Planck and Hamilton-Jacobi-Bellman equations. In such a situation the individual agent follows a non-Markovian dynamics given by a subdiffusion process. Hence, the results of this paper extend the theory of variational MFG to the subdiffusive situation, providing an Eulerian interpretation of time-fractional MFG systems.
Cite
@article{arxiv.1812.05431,
title = {Variational time-fractional Mean Field Games},
author = {Tang Qing and Fabio Camilli},
journal= {arXiv preprint arXiv:1812.05431},
year = {2019}
}