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Weakly coupled mean-field game systems

dc.contributor.authorGomes, Diogo A.
dc.contributor.authorPatrizi, Stefania
dc.date.accessioned2016-11-03T08:31:06Z
dc.date.available2016-11-03T08:31:06Z
dc.date.issued2016-07-14
dc.identifier.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.
dc.identifier.issn0362-546X
dc.identifier.doi10.1016/j.na.2016.05.017
dc.identifier.urihttp://hdl.handle.net/10754/621512
dc.description.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
dc.description.sponsorshipD. 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".
dc.publisherElsevier BV
dc.relation.urlhttp://arxiv.org/pdf/1610.00204
dc.rightsNOTICE: this is the author’s version of a work that was accepted for publication in [JournalTitle]. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in [JournalTitle], [[Volume], [Issue], (2016-07-14)] DOI: 10.1016/j.na.2016.05.017 . © 2016. This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/
dc.rightsThis file is an open access version redistributed from: http://arxiv.org/pdf/1610.00204
dc.subjectMean field games
dc.subjectOptimal switching
dc.subjectWeakly coupled systems
dc.titleWeakly coupled mean-field game systems
dc.typeArticle
dc.contributor.departmentApplied Mathematics and Computational Science Program
dc.contributor.departmentComputer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
dc.identifier.journalNonlinear Analysis
dc.rights.embargodate2017-07-13
dc.eprint.versionPost-print
dc.contributor.institutionUniversity of Texas at Austin, Austin, TX, United States
dc.identifier.arxivid1610.00204
kaust.personGomes, Diogo A.
dc.date.published-online2016-07-14
dc.date.published-print2016-10


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