Solving Mean-Field Games with Monotonicity Methods in Banach Spaces

Fuente: arXiv
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Autores principales: Ferreira, Rita, Gomes, Diogo, Ucer, Melih
Formato: Preprint
Publicado: 2025
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author Ferreira, Rita
Gomes, Diogo
Ucer, Melih
author_facet Ferreira, Rita
Gomes, Diogo
Ucer, Melih
contents This paper develops a unified framework for proving the existence of solutions to stationary first-order mean-field games (MFGs) based on the theory of monotone operators in Banach spaces. We cast the coupled MFG system as a variational inequality, overcoming the limitations of prior Hilbert-space approaches that relied on high-order regularization and typically yielded only weak solutions in the monotone operator sense. In contrast, with our low-order regularization, we obtain strong solutions. Our approach addresses the non-coercivity of the underlying MFG operator through two key regularization strategies. First, by adding a low-order $p$-Laplacian term, we restore coercivity, derive uniform a priori estimates, and pass to the limit via Minty's method. This establishes, for the first time via monotonicity methods, the existence of strong solutions for models with both standard power-growth and singular congestion, with the latter requiring a careful restriction of the operator's domain. Second, for Hamiltonians with only minimal growth hypotheses, we regularize the Hamiltonian itself via infimal convolution to prove the existence of weak solutions. Our Banach-space framework unifies and extends earlier existence results. By avoiding high-order smoothing, it not only provides a more direct theoretical path but is also ideally suited for modern numerical algorithms.
format Preprint
id arxiv_https___arxiv_org_abs_2506_21212
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Solving Mean-Field Games with Monotonicity Methods in Banach Spaces
Ferreira, Rita
Gomes, Diogo
Ucer, Melih
Analysis of PDEs
35J47, 35A01
This paper develops a unified framework for proving the existence of solutions to stationary first-order mean-field games (MFGs) based on the theory of monotone operators in Banach spaces. We cast the coupled MFG system as a variational inequality, overcoming the limitations of prior Hilbert-space approaches that relied on high-order regularization and typically yielded only weak solutions in the monotone operator sense. In contrast, with our low-order regularization, we obtain strong solutions. Our approach addresses the non-coercivity of the underlying MFG operator through two key regularization strategies. First, by adding a low-order $p$-Laplacian term, we restore coercivity, derive uniform a priori estimates, and pass to the limit via Minty's method. This establishes, for the first time via monotonicity methods, the existence of strong solutions for models with both standard power-growth and singular congestion, with the latter requiring a careful restriction of the operator's domain. Second, for Hamiltonians with only minimal growth hypotheses, we regularize the Hamiltonian itself via infimal convolution to prove the existence of weak solutions. Our Banach-space framework unifies and extends earlier existence results. By avoiding high-order smoothing, it not only provides a more direct theoretical path but is also ideally suited for modern numerical algorithms.
title Solving Mean-Field Games with Monotonicity Methods in Banach Spaces
topic Analysis of PDEs
35J47, 35A01
url https://arxiv.org/abs/2506.21212