Ergodic Mean Field Games of Controls with State Constraints

Fuente: arXiv
Enregistré dans:
Détails bibliographiques
Auteurs principaux: Graber, Jameson, Rosengartner, Kyle
Format: Preprint
Publié: 2026
Sujets:
Accès en ligne:
Tags: Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
_version_ 1866917392439836672
author Graber, Jameson
Rosengartner, Kyle
author_facet Graber, Jameson
Rosengartner, Kyle
contents In a mean field game of controls, players seek to minimize a cost that depends on the joint distribution of players' states and controls. We consider an ergodic problem for second-order mean field games of controls with state constraints, in which equilibria are characterized by solutions to a second-order MFGC system where the value function blows up at the boundary, the density of players vanishes at a commensurate rate, and the joint distribution of states and controls satisfies the appropriate fixed-point relation. We prove that such systems are well-posed in the case of monotone coupling and Hamiltonians with at most quadratic growth.
format Preprint
id arxiv_https___arxiv_org_abs_2604_07550
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Ergodic Mean Field Games of Controls with State Constraints
Graber, Jameson
Rosengartner, Kyle
Analysis of PDEs
Optimization and Control
In a mean field game of controls, players seek to minimize a cost that depends on the joint distribution of players' states and controls. We consider an ergodic problem for second-order mean field games of controls with state constraints, in which equilibria are characterized by solutions to a second-order MFGC system where the value function blows up at the boundary, the density of players vanishes at a commensurate rate, and the joint distribution of states and controls satisfies the appropriate fixed-point relation. We prove that such systems are well-posed in the case of monotone coupling and Hamiltonians with at most quadratic growth.
title Ergodic Mean Field Games of Controls with State Constraints
topic Analysis of PDEs
Optimization and Control
url https://arxiv.org/abs/2604.07550