Categoria:
Seminari P(n) Problemi Differenziali Non Lineari
Data e ora inizio evento:
Data e ora fine evento:
Aula:
Sala di Consiglio
Sede:
Dipartimento di Matematica, Sapienza Università di Roma
Speaker:
Claudio Marchi (Università degli Studi di Padova)
We study some deterministic Mean Field Games problems with finite
horizon where the players are constrained to remain in a network. Here,
a network is given by a finite collection of vertices connected by
continuous edges which cannot self-intersect. The generic player
controls instantaneously its velocity, and when it occupies a vertex, it
can enter into any incident edge. The running and terminal costs depends
on the global distribution of the players and are assumed to be
continuous inside each edge but not necessarily globally continuous on
the network. Moreover, the running cost has a not-separated structure,
namely it does not depends separately from the control and from
space-time.
We first study the optimal control problem associated to such Mean Field
Games and we prove the existence of optimal trajectories and their
Lipschitz continuity, some regularity properties of the value function
inside the edges and a closed graph property for the map which
associates to each point of the network the set of optimal trajectories
starting from that point.
Afterwards, we tackle the Mean Field Games following a Lagrangian
approach. We obtain the existence of relaxed equilibria consisting of
probability measures on admissible trajectories. To any relaxed
equilibrium corresponds a mild solution, i.e. a pair $(u, m)$ made of
the value function $u$ of a related optimal control problem and a family
$m = (m(t))_t$ of probability measures on the
network. Given $m$, the value function $u$ is a viscosity solution of a
Hamilton-Jacobi
problem on the network. We then investigate a weak form of a
Fokker-Planck equation satisfied by $m$.
This is a joint work with Y. Achdou, P. Mannucci and N. Tchou.
Contatti/Organizzatori:
galise@mat.uniroma1.it

