Regularity Theory for Mean-Field Game Systems

Regularity Theory for Mean-Field Game Systems
Author :
Publisher : Springer
Total Pages : 165
Release :
ISBN-10 : 9783319389349
ISBN-13 : 3319389343
Rating : 4/5 (49 Downloads)

Book Synopsis Regularity Theory for Mean-Field Game Systems by : Diogo A. Gomes

Download or read book Regularity Theory for Mean-Field Game Systems written by Diogo A. Gomes and published by Springer. This book was released on 2016-09-14 with total page 165 pages. Available in PDF, EPUB and Kindle. Book excerpt: Beginning with a concise introduction to the theory of mean-field games (MFGs), this book presents the key elements of the regularity theory for MFGs. It then introduces a series of techniques for well-posedness in the context of mean-field problems, including stationary and time-dependent MFGs, subquadratic and superquadratic MFG formulations, and distinct classes of mean-field couplings. It also explores stationary and time-dependent MFGs through a series of a-priori estimates for solutions of the Hamilton-Jacobi and Fokker-Planck equation. It shows sophisticated a-priori systems derived using a range of analytical techniques, and builds on previous results to explain classical solutions. The final chapter discusses the potential applications, models and natural extensions of MFGs. As MFGs connect common problems in pure mathematics, engineering, economics and data management, this book is a valuable resource for researchers and graduate students in these fields.


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