Displacement Convexity for First-Order Mean-Field Games

Abstract
In this thesis, we consider the planning problem for first-order mean-field games (MFG). These games degenerate into optimal transport when there is no coupling between players. Our aim is to extend the concept of displacement convexity from optimal transport to MFGs. This extension gives new estimates for solutions of MFGs. First, we introduce the Monge-Kantorovich problem and examine related results on rearrangement maps. Next, we present the concept of displacement convexity. Then, we derive first-order MFGs, which are given by a system of a Hamilton-Jacobi equation coupled with a transport equation. Finally, we identify a large class of functions, that depend on solutions of MFGs, which are convex in time. Among these, we find several norms. This convexity gives bounds for the density of solutions of the planning problem.

Citation
Seneci, T. (2018). Displacement Convexity for First-Order Mean-Field Games. KAUST Research Repository. https://doi.org/10.25781/KAUST-1OC2F

DOI
10.25781/KAUST-1OC2F

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