Linear-Quadratic Mean Field Games in Hilbert spaces
Fuente:
arXiv
Salvato in:
| Autori principali: | , , |
|---|---|
| Natura: | Preprint |
| Pubblicazione: |
2024
|
| Soggetti: | |
| Accesso online: | |
| Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
| _version_ | 1866913673488891904 |
|---|---|
| author | Federico, Salvatore Gozzi, Fausto Ghilli, Daria |
| author_facet | Federico, Salvatore Gozzi, Fausto Ghilli, Daria |
| contents | This paper represents the first attempt to develop a theory for linear-quadratic mean field games in possibly infinite dimensional Hilbert spaces. As a starting point, we study the case, considered in most finite dimensional contributions on the topic, where the dependence on the distribution enters just in the objective functional through the mean. This feature allows, similarly to the finite dimensional case, to reduce the usual mean field game system to a Riccati equation and a forward-backward coupled system of abstract evolution equations. Such system is completely new in infinite dimension and no results have been proved on it so far. We show existence and uniqueness of solutions for such system, applying a delicate approximation procedure. We apply the results to a production output planning problem with delay in the control variable. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2402_14935 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Linear-Quadratic Mean Field Games in Hilbert spaces Federico, Salvatore Gozzi, Fausto Ghilli, Daria Optimization and Control Analysis of PDEs Dynamical Systems 49L20, 70H20, 93E20, 47D03 This paper represents the first attempt to develop a theory for linear-quadratic mean field games in possibly infinite dimensional Hilbert spaces. As a starting point, we study the case, considered in most finite dimensional contributions on the topic, where the dependence on the distribution enters just in the objective functional through the mean. This feature allows, similarly to the finite dimensional case, to reduce the usual mean field game system to a Riccati equation and a forward-backward coupled system of abstract evolution equations. Such system is completely new in infinite dimension and no results have been proved on it so far. We show existence and uniqueness of solutions for such system, applying a delicate approximation procedure. We apply the results to a production output planning problem with delay in the control variable. |
| title | Linear-Quadratic Mean Field Games in Hilbert spaces |
| topic | Optimization and Control Analysis of PDEs Dynamical Systems 49L20, 70H20, 93E20, 47D03 |
| url | https://arxiv.org/abs/2402.14935 |