Time-dependent mean-field games in the superquadratic case

DA Gomes, E Pimentel… - … : Control, Optimisation and …, 2016 - numdam.org
ESAIM: Control, Optimisation and Calculus of Variations, 2016numdam.org
We investigate time-dependent mean-field games with superquadratic Hamiltonians and a
power dependence on the measure. Such problems pose substantial mathematical
challenges as key techniques used in the subquadratic case, which was studied in a
previous publication of the authors, do not extend to the superquadratic setting. The main
objective of the present paper is to address these difficulties. Because of the superquadratic
structure of the Hamiltonian, Lipschitz estimates for the solutions of the Hamilton− Jacobi …
The theory of mean-field games comprises a set of tools and methods, that aims at investigating differential games involving a (very) large number of rational, indistinguishable players. These were introduced in the independent works of Lasry and Lions [37–40] and Huang et al.[34, 35]. Since then, there has been intense research activity in this field, with several authors considering a variety of related problems. These include numerical methods [2, 3, 36], applications in economics [32, 41] and environmental policy [36], finite state problems [17, 27, 28], explicit models [33, 45], obstacle-type problems [19], congestion [18, 25], extended mean-field games [24, 29], probabilistic methods [13, 14], long-time behavior [8, 11] and weak solutions [9, 47, 48], to name only a few. For additional results, see also recent surveys in [1, 7, 42], or [23] and the references therein, and the College de France lectures by Lions [43, 44].
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