Variational time-fractional Mean Field Games

Tang Qing; Fabio Camilli

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arXiv · 1812.05431

Variational time-fractional Mean Field Games

Tang Qing·Fabio Camilli

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Abstract

We consider the variational structure of a time-fractional second order Mean Field Games (MFG) system with local coupling. The MFG system consists of time-fractional Fokker-Planck and Hamilton-Jacobi-Bellman equations. In such a situation the individual agent follows a non-Markovian dynamics given by a subdiffusion process. Hence, the results of this paper extend the theory of variational MFG to the subdiffusive situation, providing an Eulerian interpretation of time-fractional MFG systems.

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Tang Qing, Fabio Camilli. 2018-12-13. Variational time-fractional Mean Field Games. https://arxiv.org/abs/1812.05431

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