On non-uniqueness and uniqueness of solutions in finite-horizon mean field games

2017/07/03 by Bardi, Martino, Fischer, Markus · 3 citations
#Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1707.00628

Abstract

This paper presents a class of evolutive Mean Field Games with multiple solutions for all time horizons T and convex but non-smooth Hamiltonian H, as well as for smooth H and T large enough. The phenomenon is analyzed in both the PDE and the probabilistic setting. The examples are compared with the current theory about uniqueness of solutions. In particular, a new result on uniqueness for the MFG PDEs with small data, e.g., small T, is proved. Some results are also extended to MFGs with two populations.

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