Please use this identifier to cite or link to this item: http://hdl.handle.net/10995/101531
Title: Viability analysis of the first-order mean field games
Authors: Averboukh, Y.
Issue Date: 2020
Publisher: EDP Sciences
Citation: Averboukh Y. Viability analysis of the first-order mean field games / Y. Averboukh. — DOI 10.1051/cocv/2019013 // ESAIM - Control, Optimisation and Calculus of Variations. — 2020. — Vol. 26. — 2019013.
Abstract: In the paper, we examine the dependence of the solution of the deterministic mean field game on the initial distribution of players. The main object of study is the mapping which assigns to the initial time and the initial distribution of players the set of expected rewards of the representative player corresponding to solutions of mean field game. This mapping can be regarded as a value multifunction. We obtain the sufficient condition for a multifunction to be a value multifunction. It states that if a multifunction is viable with respect to the dynamics generated by the original mean field game, then it is a value multifunction. Furthermore, the infinitesimal variant of this condition is derived. © EDP Sciences, SMAI 2020.
Keywords: MEAN FIELD GAMES
SET-VALUED DERIVATIVE
VALUE MULTIFUCNTION
VIABILITY PROPERTY
CONTROL ENGINEERING
OPTIMIZATION
FIRST ORDER
INITIAL TIME
MAIN OBJECTS
MEAN FIELD GAMES
MAPPING
URI: http://hdl.handle.net/10995/101531
Access: info:eu-repo/semantics/openAccess
SCOPUS ID: 85084109037
PURE ID: 12908888
263636e0-5fde-4b45-9a5b-3bce150f8e24
ISSN: 12928119
DOI: 10.1051/cocv/2019013
metadata.dc.description.sponsorship: The research is supported by RFBR (grant N 17-01-00069).
Appears in Collections:Научные публикации, проиндексированные в SCOPUS и WoS CC

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