English

Mean field games with congestion

Analysis of PDEs 2017-06-27 v1

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 (0,T)×(RN/ZN)(0,T)\times (\mathbb{R}^N /\mathbb{Z}^N). 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 ++\infty 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 TT.

Keywords

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}
}
R2 v1 2026-06-22T20:29:19.139Z