1.

Record Nr.

UNINA9910254083503321

Autore

Gomes Diogo A

Titolo

Regularity Theory for Mean-Field Game Systems / / by Diogo A. Gomes, Edgard A. Pimentel, Vardan Voskanyan

Pubbl/distr/stampa

Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016

ISBN

3-319-38934-3

Edizione

[1st ed. 2016.]

Descrizione fisica

1 online resource (XIV, 156 p. 4 illus. in color.)

Collana

SpringerBriefs in Mathematics, , 2191-8198

Disciplina

530.1595

Soggetti

Game theory

Economic theory

System theory

Game Theory, Economics, Social and Behav. Sciences

Economic Theory/Quantitative Economics/Mathematical Methods

Systems Theory, Control

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

Preface -- Introduction -- Explicit solutions, special transformations, and further examples -- Estimates for the Hamilton-Jacobi equation -- Estimates for the Transport and Fokker-Planck equations -- The nonlinear adjoint method -- Estimates for MFGs -- A priori bounds for stationary models -- A priori bounds for time-dependent models -- A priori bounds for models with singularities -- Non-local mean-field games - existence -- Local mean-field games - existence -- References -- Index.

Sommario/riassunto

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.