Calculus of Variations and Geometric Measure Theory
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M. Cirant - A. Goffi

On the existence and uniqueness of solutions to time-dependent fractional MFG

created by goffi on 01 Jan 2019
modified on 09 Jan 2019

[BibTeX]

Submitted Paper

Inserted: 1 jan 2019
Last Updated: 9 jan 2019

Year: 2018

ArXiv: 1809.03034 PDF

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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