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dc.contributor.authorGomes, Diogo A.
dc.contributor.authorPimentel, Edgard
dc.contributor.authorSánchez-Morgado, Héctor
dc.date.accessioned2017-06-01T10:20:41Z
dc.date.available2017-06-01T10:20:41Z
dc.date.issued2014-01-06
dc.identifier.urihttp://hdl.handle.net/10754/623970
dc.description.abstractWe consider time dependent mean-field games (MFG) with a local power-like dependence on the measure and Hamiltonians satisfying both sub and superquadratic growth conditions. We establish existence of smooth solutions under a certain set of conditions depending both on the growth of the Hamiltonian as well as on the dimension. In the subquadratic case this is done by combining a Gagliardo-Nirenberg type of argument with a new class of polynomial estimates for solutions of the Fokker-Planck equation in terms of LrLp- norms of DpH. These techniques do not apply to the superquadratic case. In this setting we recur to a delicate argument that combines the non-linear adjoint method with polynomial estimates for solutions of the Fokker-Planck equation in terms of L1L1-norms of DpH. Concerning the subquadratic case, we substantially improve and extend the results previously obtained. Furthermore, to the best of our knowledge, the superquadratic case has not been addressed in the literature yet. In fact, it is likely that our estimates may also add to the current understanding of Hamilton-Jacobi equations with superquadratic Hamiltonians.
dc.subjectApplications
dc.titleTime dependent mean-field games
dc.typePoster
dc.contributor.departmentApplied Mathematics and Computational Science Program
dc.contributor.departmentComputer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
dc.conference.dateJanuary 6-10, 2014
dc.conference.nameAdvances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2014)
dc.conference.locationKAUST
dc.contributor.institutionCAMGSD-IST-UTL
dc.contributor.institutionUniversidad Nacional Autónoma de México
kaust.personGomes, Diogo A.
refterms.dateFOA2018-06-13T18:07:16Z


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