Weakly coupled mean-field game systems

Diogo A. Gomes, Stefania Patrizi

Research output: Contribution to journalArticlepeer-review

6 Scopus citations

Abstract

Here, we prove the existence of solutions to first-order mean-field games (MFGs) arising in optimal switching. First, we use the penalization method to construct approximate solutions. Then, we prove uniform estimates for the penalized problem. Finally, by a limiting procedure, we obtain solutions to the MFG problem. © 2016 Elsevier Ltd
Original languageEnglish (US)
Pages (from-to)110-138
Number of pages29
JournalNonlinear Analysis: Theory, Methods & Applications
Volume144
DOIs
StatePublished - Jul 14 2016

Fingerprint

Dive into the research topics of 'Weakly coupled mean-field game systems'. Together they form a unique fingerprint.

Cite this