The variational structure and time-periodic solutions for mean-field games systems
Type
PreprintAuthors
Cirant, MarcoNurbekyan, Levon

Date
2018-04-24Permanent link to this record
http://hdl.handle.net/10754/632516
Metadata
Show full item recordAbstract
Here, we observe that mean-field game (MFG) systems admit a two-player infinite-dimensional general-sum differential game formulation. We show that particular regimes of this game reduce to previously known variational principles. Furthermore, based on the game-perspective we derive new variational formulations for first-order MFG systems with congestion. Finally, we use these findings to prove the existence of time-periodic solutions for viscous MFG systems with a coupling that is not a non-decreasing function of density.Publisher
arXivarXiv
1804.08943Additional Links
http://arxiv.org/abs/1804.08943v1http://arxiv.org/pdf/1804.08943v1