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Weakly coupled mean-field game systems
Journal article   Open access  Peer reviewed

Weakly coupled mean-field game systems

Diogo A. Gomes and Stefania Patrizi
Nonlinear analysis, Vol.144, pp.110-138
01/10/2016
DOI: https://doi.org/10.1016/j.na.2016.05.017

Abstract

Mathematics Mathematics, Applied Physical Sciences Science & Technology
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. (C) 2016 Elsevier Ltd. All rights reserved.
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https://doi.org/10.1016/j.na.2016.05.017View
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