Weakly coupled mean-field game systems

2016/10/01 by Gomes, Diogo A., Patrizi, Stefania
#Analysis of PDEs (math.AP) #FOS: Mathematics

paper · doi:10.48550/arxiv.1610.00204

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.

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