Saved in:
| Main Author: | |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2503.16220 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866912284158197760 |
|---|---|
| author | Anita, Stefana-Lucia |
| author_facet | Anita, Stefana-Lucia |
| contents | This paper concerns a Mean Field Game (MFG) system related to a Nash type equilibrium for dynamical games associated to large populations. One shows that the MFG system may be viewed as the Euler-Lagrange system for an optimal control problem related to a Fokker-Planck equation with control in the drift. One derives the existence of a weak solution to the MFG system and under more restrictive assumptions one proves a uniqueness result. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2503_16220 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | A Mean Field Game System and a Related Deterministic Optimal Control Problem Anita, Stefana-Lucia Optimization and Control 60H10 47J05 49K20 49L12 35Q89 91A07 This paper concerns a Mean Field Game (MFG) system related to a Nash type equilibrium for dynamical games associated to large populations. One shows that the MFG system may be viewed as the Euler-Lagrange system for an optimal control problem related to a Fokker-Planck equation with control in the drift. One derives the existence of a weak solution to the MFG system and under more restrictive assumptions one proves a uniqueness result. |
| title | A Mean Field Game System and a Related Deterministic Optimal Control Problem |
| topic | Optimization and Control 60H10 47J05 49K20 49L12 35Q89 91A07 |
| url | https://arxiv.org/abs/2503.16220 |