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arXiv · 1806.08138

Short time existence for a general backward-forward parabolic system arising from Mean-Field Games

Marco Cirant·Roberto Gianni·Paola Mannucci
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Abstract

We study the local in time existence of a regular solution of a nonlinear parabolic backward-forward system arising from the theory of Mean-Field Games (briefly MFG). The proof is based on a contraction argument in a suitable space that takes account of the peculiar structure of the system, which involves also a coupling at the final horizon. We apply the result to obtain existence to very general MFG models, including also congestion problems.

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Marco Cirant, Roberto Gianni, Paola Mannucci. 2018-06-21. Short time existence for a general backward-forward parabolic system arising from Mean-Field Games. https://arxiv.org/abs/1806.08138

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