Weakly coupled mean-field game systems
dc.contributor.author | Gomes, Diogo A. | |
dc.contributor.author | Patrizi, Stefania | |
dc.date.accessioned | 2016-11-03T08:31:06Z | |
dc.date.available | 2016-11-03T08:31:06Z | |
dc.date.issued | 2016-07-14 | |
dc.identifier.citation | Gomes 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.issn | 0362-546X | |
dc.identifier.doi | 10.1016/j.na.2016.05.017 | |
dc.identifier.uri | http://hdl.handle.net/10754/621512 | |
dc.description.abstract | Here, 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.sponsorship | D. 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.publisher | Elsevier BV | |
dc.relation.url | http://arxiv.org/pdf/1610.00204 | |
dc.rights | NOTICE: 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.rights | This file is an open access version redistributed from: http://arxiv.org/pdf/1610.00204 | |
dc.subject | Mean field games | |
dc.subject | Optimal switching | |
dc.subject | Weakly coupled systems | |
dc.title | Weakly coupled mean-field game systems | |
dc.type | Article | |
dc.contributor.department | Applied Mathematics and Computational Science Program | |
dc.contributor.department | Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division | |
dc.identifier.journal | Nonlinear Analysis | |
dc.rights.embargodate | 2017-07-13 | |
dc.eprint.version | Post-print | |
dc.contributor.institution | University of Texas at Austin, Austin, TX, United States | |
dc.identifier.arxivid | 1610.00204 | |
kaust.person | Gomes, Diogo A. | |
dc.date.published-online | 2016-07-14 | |
dc.date.published-print | 2016-10 |
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Computer, Electrical and Mathematical Science and Engineering (CEMSE) Division
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