Obstacle mean-field game problem
Author(s) -
Diogo A. Gomes,
Stefania Patrizi
Publication year - 2015
Publication title -
interfaces and free boundaries mathematical analysis computation and applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.964
H-Index - 39
eISSN - 1463-9971
pISSN - 1463-9963
DOI - 10.4171/ifb/333
Subject(s) - obstacle , uniqueness , mathematics , differentiable function , limit (mathematics) , logarithm , operator (biology) , obstacle problem , measure (data warehouse) , field (mathematics) , mathematical optimization , mathematical analysis , computer science , pure mathematics , variational inequality , biochemistry , chemistry , repressor , database , political science , transcription factor , law , gene
In this paper, we introduce and study a first-order mean-field game obstacle problem. We examine the case of local dependence on the measure under assumptions that include both the logarithmic case and power-like nonlinearities. Since the obstacle operator is not differentiable, the equations for first-order mean field game problems have to be discussed carefully. Hence, we begin by considering a penalized problem. We prove this problem admits a unique solution satisfying uniform bounds. These bounds serve to pass to the limit in the penalized problem and to characterize the limiting equations. Finally, we prove uniqueness of solutions. © European Mathematical Society 2015
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