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arXiv · 2103.10743

A Lagrangian approach for aggregative mean field games of controls with mixed and final constraints

Joseph Frédéric Bonnans·Justina Gianatti·Laurent Pfeiffer
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Abstract

The objective of this paper is to analyze the existence of equilibria for a class of deterministic mean field games of controls. The interaction between players is due to both a congestion term and a price function which depends on the distributions of the optimal strategies. Moreover, final state and mixed state-control constraints are considered, the dynamics being nonlinear and affine with respect to the control. The existence of equilibria is obtained by Kakutani's theorem, applied to a fixed point formulation of the problem. Finally, uniqueness results are shown under monotonicity assumptions.

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Joseph Frédéric Bonnans, Justina Gianatti, Laurent Pfeiffer. 2021-03-19. A Lagrangian approach for aggregative mean field games of controls with mixed and final constraints. https://arxiv.org/abs/2103.10743

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