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arXiv 2311.10312math.AP
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具有无穷退化扩散和非强制哈密顿量的平均场博弈

Mean Field Games with infinitely degenerate diffusion and non-coercive Hamiltonian

Yiming Jiang, Jingchuang Ren, Yawei Wei, Jie Xue

AI总结:

本文研究扩散与哈密顿量退化程度不同的无穷退化平均场博弈系统,通过值函数方法证明HJE解的Lipschitz连续性与半凹性,利用消失粘性法获得弱解存在性,并构造辅助函数得到粘性解的几乎处处正则性。

摘要:

本文考虑一类无穷退化偏微分系统,以获取平均场博弈中的纳什均衡。扩散项与哈密顿量的退化程度可能不同,这一特征给解的一致有界性带来困难,而一致有界性是存在性与正则性结果的核心。首先,从随机最优控制问题中值函数的角度,我们证明了哈密顿-雅可比方程(HJE)解的Lipschitz连续性与半凹性。然后,通过消失粘性方法,得到了退化系统弱解的存在性。此外,通过构造辅助函数,我们得出了HJE粘性解在几乎处处意义下的正则性。

英文摘要:

In this paper, we consider a class of infinitely degenerate partial differential systems to obtain the Nash equilibria in the mean field games. The degeneracy in the diffusion and the Hamiltonian may be different. This feature brings difficulties to the uniform boundness of the solutions, which is central to the existence and regularity results. First, from the perspective of the value function in the stochastic optimal control problems, we prove the Lipschitz continuity and the semiconcavity for the solutions of the Hamilton-Jacobi equations (HJE). Then the existence of the weak solutions for the degenerate systems is obtained via a vanishing viscosity method. Furthermore, by constructing an auxiliary function, we conclude the regularity of the viscosity solution for the HJE in the almost everywhere sense.

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