Back to Search
Start Over
Deterministic mean field games with control on the acceleration
- Publication Year :
- 2019
-
Abstract
- In the present work, we study deterministic mean field games (MFGs) with finite time horizon in which the dynamics of a generic agent is controlled by the acceleration. They are described by a system of PDEs coupling a continuity equation for the density of the distribution of states (forward in time) and a Hamilton-Jacobi (HJ) equation for the optimal value of a representative agent (backward in time). The state variable is the pair $(x, v)\in R^N\times R^N$ where x stands for the position and v stands for the velocity. The dynamics is often referred to as the double integrator. In this case, the Hamiltonian of the system is neither strictly convex nor coercive, hence the available results on MFGs cannot be applied. Moreover, we will assume that the Hamiltonian is unbounded w.r.t. the velocity variable v. We prove the existence of a weak solution of the MFG system via a vanishing viscosity method and we characterize the distribution of states as the image of the initial distribution by the flow associated with the optimal control.
- Subjects :
- Mathematics - Analysis of PDEs
Mathematics - Optimization and Control
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.1908.03330
- Document Type :
- Working Paper