Top-level heading

A variational approach to second order mean field games systems with density constraints: the stationary case

Data e ora inizio evento
Data e ora fine evento
Sede

Dipartimento di Matematica Guido Castelnuovo, Università Sapienza Roma

Aula
Sala di Consiglio
Speaker ed affiliazione

F. Silva, Université de Limoges

In this work we study second order stationary Mean Field Game systems under density constraints. We show the existence of weak solutions for power-like Hamiltonians with arbitrary order of growth. The density constraint introduces a natural pressure in the system. Our strategy is a variational one, which consists in the analysis of two optimal control problems in duality. The first problem has its roots in the so-called dynamic or Benamou-Brenier formulation of the Monge-Kantorovich optimal transportation problem. In the case of sub-quadratic Hamiltonians the proof is carried out using classical tools from convex analysis. In the super-quadratic case we prove the result by means of an approximation argument. This is a joint work with A. R. Mészáros (Université d'Orsay).