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arXiv 1503.06445math.AP
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二阶平稳平均场对策的正则性

Regularity for second order stationary mean-field games

Edgard A. Pimentel, Vardan Voskanyan

摘要:

本文证明了二阶平稳平均场对策系统的经典解的存在性。这些出现在遍历(平均场)最优控制,凸退化问题的变分法,并在研究的长期行为的时间依赖平均场游戏。我们的论点是基于之间的相互作用的规律性的解决方案的Hamilton-Jacobi方程的福克-普朗克方程的解决方案,反之亦然。因为我们考虑不同类别的耦合,不同的技术被用来获得先验估计的密度。在多项式耦合的情况下,我们采用迭代法。积分方法建立在对数非线性设置中的对数函数的性质上。这项工作大大扩展了以前的结果,允许更一般的类的哈密顿和平均场的假设。

英文摘要:

In this paper, we prove the existence of classical solutions for second order stationary mean-field game systems. These arise in ergodic (mean-field) optimal control, convex degenerate problems in calculus of variations, and in the study of long-time behavior of time-dependent mean-field games. Our argument is based on the interplay between the regularity of solutions of the Hamilton-Jacobi equation in terms of the solutions of the Fokker-Planck equation and vice-versa. Because we consider different classes of couplings, distinct techniques are used to obtain a priori estimates for the density. In the case of polynomial couplings, we recur to an iterative method. An integral method builds upon the properties of the logarithmic function in the setting of logarithmic nonlinearities. This work extends substantially previous results by allowing for more general classes of Hamiltonians and mean-field assumptions.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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