Show simple item record

hal.structure.identifierDipartimento di Matematica [Roma II] [DIPMAT]
dc.contributor.authorCannarsa, Piermarco
hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
hal.structure.identifierGran Sasso Science Institute [GSSI]
dc.contributor.authorMendico, Cristian
dc.date.accessioned2020-10-08T09:33:49Z
dc.date.available2020-10-08T09:33:49Z
dc.date.issued2020
dc.identifier.issn2199-1413
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/21086
dc.language.isoenen
dc.subjectMean field gamesen
dc.subjectmean field games equilibriumen
dc.subjectsemiconcave estimatesen
dc.subjectcontrol systemsen
dc.subject.ddc515en
dc.titleMild and weak solutions of Mean Field Games problem for linear control systemsen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenThe aim of this paper is to study first order Mean field games subject to a linear controlled dynamics on Rd. For this kind of problems, we define Nash equilibria (called Mean Field Games equilibria), as Borel probability measures on the space of admissible trajectories, and mild solutions as solutions associated with such equilibria. Moreover, we prove the existence and uniqueness of mild solutions and we study their regularity: we prove Hölder regularity of Mean Field Games equilibria and fractional semiconcavity for the value function of the underlying optimal control problem. Finally, we address the PDEs system associated with the Mean Field Games problem and we prove that the class of mild solutions coincides with a suitable class of weak solutions.en
dc.relation.isversionofjnlnameMinimax Theory and its Applications
dc.relation.isversionofjnlvol5en
dc.relation.isversionofjnlissue2en
dc.relation.isversionofjnldate2020
dc.relation.isversionofjnlpages221-250en
dc.relation.isversionofjnlpublisherHeldermann Verlagen
dc.subject.ddclabelAnalyseen
dc.relation.forthcomingnonen
dc.relation.forthcomingprintnonen
dc.description.ssrncandidatenonen
dc.description.halcandidatenonen
dc.description.readershiprechercheen
dc.description.audienceInternationalen
dc.relation.Isversionofjnlpeerreviewedouien
dc.relation.Isversionofjnlpeerreviewedouien
dc.date.updated2020-10-08T09:28:38Z
hal.author.functionaut
hal.author.functionaut


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record