Published Paper

Inserted: 1 jan 2019
Last Updated: 17 jan 2020

Journal: SIAM Journal on Mathematical Analysis
Volume: 51
Number: 2
Pages: 913-954
Year: 2018
Doi: 10.1137/18M1216420

Abstract:

We establish existence and uniqueness of solutions to evolutive fractional Mean Field Game systems with regularizing coupling, for any order of the fractional Laplacian $s\in(0,1)$. The existence is addressed via the vanishing viscosity method. In particular, we prove that in the subcritical regime $s>1/2$ the solution of the system is classical, while if $s\leq 1/2$ we find a distributional energy solution. To this aim, we develop an appropriate functional setting based on parabolic Bessel potential spaces. We show uniqueness of solutions both under monotonicity conditions and for short time horizons.

Keywords: Mean-Field Games, Fractional Fokker-Planck equation, Fractional Hamilton-Jacobi equation, Bessel potential spaces on the torus

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