KAUST DepartmentApplied Mathematics and Computational Science Program
Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
Permanent link to this recordhttp://hdl.handle.net/10754/621512
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AbstractHere, we prove the existence of solutions to first-order mean-field games (MFGs) arising in optimal switching. First, we use the penalization method to construct approximate solutions. Then, we prove uniform estimates for the penalized problem. Finally, by a limiting procedure, we obtain solutions to the MFG problem. © 2016 Elsevier Ltd
CitationGomes DA, Patrizi S (2016) Weakly coupled mean-field game systems. Nonlinear Analysis: Theory, Methods & Applications 144: 110–138. Available: http://dx.doi.org/10.1016/j.na.2016.05.017.
SponsorsD. Gomes was partially supported by KAUST baseline and start-up funds. S. Patrizi was partially supported by NSF grant DMS-1262411 "Regularity and stability results in variational problems".