Weakly coupled mean-field game systems
Analysis of PDEs
2016-10-04 v1
Abstract
Here, we prove the existence of solutions to first-order mean-field games (MFGs) arising in optimal switching. First, we use the penalization method to construct approximate solutions. Then, we prove uniform estimates for the penalized problem. Finally, by a limiting procedure, we obtain solutions to the MFG problem.
Cite
@article{arxiv.1610.00204,
title = {Weakly coupled mean-field game systems},
author = {Diogo A. Gomes and Stefania Patrizi},
journal= {arXiv preprint arXiv:1610.00204},
year = {2016}
}