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arXiv 1707.00628math.APmath.PR
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有限时间平均场对策解的非唯一性与唯一性

On non-uniqueness and uniqueness of solutions in finite-horizon mean field games

Martino Bardi, Markus Fischer

摘要:

本文给出了一类具有多个解的发展平均场对策,其中H是凸的但非光滑的,H是光滑的,T是足够大的。在PDE和概率设置的现象进行了分析。算例与现有的解的唯一性理论进行了比较。特别是,一个新的结果的唯一性的MFG偏微分方程与小数据,例如,小T,证明了。一些结果也被推广到两个种群的MFG。

英文摘要:

This paper presents a class of evolutive Mean Field Games with multiple solutions for all time horizons T and convex but non-smooth Hamiltonian H, as well as for smooth H and T large enough. The phenomenon is analyzed in both the PDE and the probabilistic setting. The examples are compared with the current theory about uniqueness of solutions. In particular, a new result on uniqueness for the MFG PDEs with small data, e.g., small T, is proved. Some results are also extended to MFGs with two populations.

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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