Master equation for Cournot mean field games of control with absorption
Master equation for Cournot mean field games of control with absorption
复制标题
吸收控制古诺平均场博弈的主方程
DOI:
10.1016/j.jde.2022.10.031
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发表时间:
2023
影响因子:
2.4
通讯作者:
Sircar, Ronnie
中科院分区:
文献类型:
--
作者:
Graber, P. Jameson;Sircar, Ronnie
We establish the existence and uniqueness of a solution to the master equation for a mean field game of controls with absorption. The mean field game arises as a continuum limit of a dynamic game of exhaustible resources modeling Cournot competition between producers. The proof relies on an analysis of a forward-backward system of nonlocal Hamilton-Jacobi/Fokker-Planck equations with Dirichlet boundary conditions. In particular, we establish new a priori estimates to prove that solutions are differentiable with respect to the initial measure.
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影响因子:
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DOI:
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发表时间:
2020
期刊:
Optimisation and Calculus of Variations
影响因子:
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DOI:
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发表时间:
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期刊:
SIAM J. Control. Optim.
影响因子:
--
作者:
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R. Sircar