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arXiv 2006.07367math.APmath.OC
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椭圆正则性下局部一阶平均场对策的经典解和弱解

Classical and weak solutions to local first-order mean field games through elliptic regularity

Sebastian Munoz

摘要:

本文研究了局部一阶正倒向平均场对策系统的正则性和适定性,假定代价函数为多项式增长的费用函数,哈密顿量为二次增长。我们认为系统和终端数据是严格单调的密度和研究两个不同的制度,根据是否存在运行费用函数的下界。这项工作依赖于由于P的转换。L. Lions的方法,得到了一个带斜边界条件的椭圆型偏微分方程,当耦合从下面无界时,该方程是严格椭圆型的。在这种情况下,我们证明解是光滑的。当问题是退化椭圆型时,我们得到了类似于P.Cardaliaguet和P.J.Graber在终端条件与密度无关的情况下所得到的弱解的存在唯一性.弱解是严格椭圆问题经典解的粘性极限。

英文摘要:

We study the regularity and well-posedness of the local, first-order forward-backward mean field games system, assuming a polynomially growing cost function and a Hamiltonian of quadratic growth. We consider systems and terminal data that are strictly monotone in the density and study two different regimes depending on whether there exists a lower bound for the running cost function. The work relies on a transformation due to P.-L. Lions, which gives rise to an elliptic partial differential equation with oblique boundary conditions, that is strictly elliptic when the coupling is unbounded from below. In this case, we prove that the solution is smooth. When the problem is degenerate elliptic, we obtain existence and uniqueness of weak solutions analogous to those obtained by P. Cardaliaguet and P.J. Graber for the case of a terminal condition that is independent of the density. The weak solutions are shown to arise as viscous limits of classical solutions to strictly elliptic problems.

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