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A Potential Approach for Planning Mean-Field Games in One Dimension

A Potential Approach for Planning Mean-Field Games in One Dimension

来源:Arxiv_logoArxiv
英文摘要

This manuscript discusses planning problems for first- and second-order one-dimensional mean-field games (MFGs). These games are comprised of a Hamilton-Jacobi equation coupled with a Fokker-Planck equation. Applying Poincar\'e's Lemma to the Fokker-Planck equation, we deduce the existence of a potential. Rewriting the Hamilton-Jacobi equation in terms of the potential, we obtain a system of Euler-Lagrange equations for certain variational problems. Instead of the mean-field planning problem (MFP), we study this variational problem. By the direct method in the calculus of variations, we prove the existence and uniqueness of solutions to the variational problem. The variational approach has the advantage of eliminating the continuity equation. We also consider a first-order MFP with congestion. We prove that the congestion problem has a weak solution by introducing a potential and relying on the theory of variational inequalities. We end the paper by presenting an application to the one-dimensional Hughes' model.

Rita Ferreira、Diogo Gomes、Tigran Bakaryan

数学

Rita Ferreira,Diogo Gomes,Tigran Bakaryan.A Potential Approach for Planning Mean-Field Games in One Dimension[EB/OL].(2021-04-25)[2025-08-02].https://arxiv.org/abs/2104.12148.点此复制

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