A Quadratic Mean Field Games Model for the Langevin Equation

We consider a Mean Field Games model where the dynamics of the agents is given by a controlled Langevin equation and the cost is quadratic. An appropriate change of variables transforms the Mean Field Games system into a system of two coupled kinetic Fokker–Planck equations. We prove an existence re...

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Hlavní autor:	Fabio Camilli
Médium:	Artigo
Jazyk:	Inglês
Vydáno:	MDPI AG 2021-04-01
Edice:	Axioms
Témata:	langevin equation Mean Field Games system kinetic Fokker–Planck equation hypoelliptic operators
On-line přístup:	https://www.mdpi.com/2075-1680/10/2/68
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