Open AccessA potential approach for planning mean-field games in one dimension
Author(s) -
Tigran Bakaryan,
Rita Ferreira,
Diogo A. Gomes
Publication year - 2022
Publication title -
communications on pure and applied analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.077
H-Index - 42
eISSN - 1553-5258
pISSN - 1534-0392
DOI - 10.3934/cpaa.2022054
Subject(s) - uniqueness , calculus of variations , mathematics , lemma (botany) , hamilton–jacobi equation , dimension (graph theory) , variational inequality , fokker–planck equation , mathematical analysis , partial differential equation , pure mathematics , ecology , poaceae , biology
This manuscript discusses planning problems for first- and second-order one-dimensional mean-field games (MFGs). These games are comprised of a Hamilton–Jacobi equation coupled with a Fokker–Planck equation. Applying Poincaré's Lemma to the Fokker–Planck equation, we deduce the existence of a potential. Rewriting the Hamilton–Jacobi equation in terms of the potential, we obtain a system of Euler–Lagrange equations for certain variational problems. Instead of the mean-field planning problem (MFP), we study this variational problem. By the direct method in the calculus of variations, we prove the existence and uniqueness of solutions to the variational problem. The variational approach has the advantage of eliminating the continuity equation. We also consider a first-order MFP with congestion. We prove that the congestion problem has a weak solution by introducing a potential and relying on the theory of variational inequalities. We end the paper by presenting an application to the one-dimensional Hughes' model.