Mean field games systems of first order
Cardaliaguet, Pierre1 ; Graber, P. Jameson2
1 Ceremade, Université Paris-Dauphine, Place du Maréchal de Lattre de Tassigny, 75775 Paris cedex 16, France
2 Commands team (ENSTA ParisTech, INRIA Saclay), 828, Boulevard des Maréchaux, 91762 Palaiseau cedex, France
ESAIM: Control, Optimisation and Calculus of Variations, Tome 21 (2015) no. 3, pp. 690-722.

We consider a first-order system of mean field games with local coupling in the deterministic limit. Under general structure conditions on the Hamiltonian and coupling, we prove existence and uniqueness of the weak solution, characterizing this solution as the minimizer of some optimal control of Hamilton−Jacobi and continuity equations. We also prove that this solution converges in the long time average to the solution of the associated ergodic problem.

DOI : 10.1051/cocv/2014044
Classification : 35Q91, 49K20
Mots-clés : Mean field games, Hamilton−Jacobi equations, optimal control, nonlinear PDE, transport theory, long time average
Cardaliaguet, Pierre 1 ; Graber, P. Jameson 2

1 Ceremade, Université Paris-Dauphine, Place du Maréchal de Lattre de Tassigny, 75775 Paris cedex 16, France
2 Commands team (ENSTA ParisTech, INRIA Saclay), 828, Boulevard des Maréchaux, 91762 Palaiseau cedex, France 
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     pages = {690--722},
     publisher = {EDP-Sciences},
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Cardaliaguet, Pierre; Graber, P. Jameson. Mean field games systems of first order. ESAIM: Control, Optimisation and Calculus of Variations, Tome 21 (2015) no. 3, pp. 690-722. doi : 10.1051/cocv/2014044. https://www.numdam.org/articles/10.1051/cocv/2014044/

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