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hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorCardaliaguet, Pierre*
hal.structure.identifierUnité de Mathématiques Appliquées [UMA]
dc.contributor.authorGraber, Philip Jameson*
hal.structure.identifierDipartimento di Matematica [Roma II] [DIPMAT]
dc.contributor.authorPorretta, Alessio*
hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorTonon, Daniela*
dc.date.accessioned2016-09-23T17:33:17Z
dc.date.available2016-09-23T17:33:17Z
dc.date.issued2015
dc.identifier.issn1420-9004
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/15835
dc.language.isoenen
dc.subjectMFG weak solutionsen
dc.subject.ddc519en
dc.titleSecond order mean field games with degenerate diffusion and local couplingen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenWe analyze a (possibly degenerate) second order mean field games system of partial differential equations. The distinguishing features of the model considered are (1) that it is not uniformly parabolic, including the first order case as a possibility, and (2) the coupling is a local operator on the density. As a result we look for weak, not smooth, solutions. Our main result is the existence and uniqueness of suitably defined weak solutions, which are characterized as minimizers of two optimal control problems. We also show that such solutions are stable with respect to the data, so that in particular the degenerate case can be approximated by a uniformly parabolic (viscous) perturbation.en
dc.relation.isversionofjnlnameNonlinear Differential Equations and Applications NoDEA
dc.relation.isversionofjnlvol22en
dc.relation.isversionofjnlissue5en
dc.relation.isversionofjnldate2015
dc.relation.isversionofjnlpages1287-1317en
dc.relation.isversionofdoi10.1007/s00030-015-0323-4en
dc.identifier.urlsitehttps://arxiv.org/abs/1407.7024v1en
dc.relation.isversionofjnlpublisherSpringeren
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.relation.forthcomingnonen
dc.relation.forthcomingprintnonen
dc.description.ssrncandidatenonen
dc.description.halcandidatenonen
dc.description.readershiprechercheen
dc.description.audienceInternationalen
dc.relation.Isversionofjnlpeerreviewednonen
dc.relation.Isversionofjnlpeerreviewednonen
dc.date.updated2016-07-21T15:12:59Z
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