Mean field games with congestion
Abstract
We consider a class of systems of time dependent partial differential equations which arise in mean field type models with congestion. The systems couple a backward viscous Hamilton-Jacobi equation and a forward Kolmogorov equation both posed in . Because of congestion and by contrast with simpler cases, the latter system can never be seen as the optimality conditions of an optimal control problem driven by a partial differential equation. The Hamiltonian vanishes as the density tends to and may not even be defined in the regions where the density is zero. After giving a suitable definition of weak solutions, we prove the existence and uniqueness results of the latter under rather general assumptions. No restriction is made on the horizon .
Cite
@article{arxiv.1706.08252,
title = {Mean field games with congestion},
author = {Yves Achdou and Alessio Porretta},
journal= {arXiv preprint arXiv:1706.08252},
year = {2017}
}