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arXiv · 1709.00363

A time-fractional mean field game

Fabio Camilli·Raul De Maio
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Abstract

We consider a Mean Field Games model where the dynamics of the agents is subdiffusive. According to the optimal control interpretation of the problem, we get a system involving fractional time-derivatives for the Hamilton-Jacobi-Bellman and the Fokker-Planck equations. We discuss separately the well-posedness for each of the two equations and then we prove existence and uniqueness of the solution to the Mean Field Games system

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Fabio Camilli, Raul De Maio. 2018-01-22. A time-fractional mean field game. https://arxiv.org/abs/1709.00363

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