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arXiv · 2508.15029

Analysis of mean field games via Fokker-Planck-Kolmogorov equations: existence of equilibria

Stanislav V. Shaposhnikov·Dmitry V. Shatilovich
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Abstract

We study mean field games with unbounded coefficients. The existence of a solution is proved. We propose a new approach based on Fokker-Planck-Kolmogorov equations, the Ambrosio-Figalli-Trevisan superposition principle, the method of doubling variables and a~priory estimates with Lyapunov functions.

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Stanislav V. Shaposhnikov, Dmitry V. Shatilovich. 2025-08-20. Analysis of mean field games via Fokker-Planck-Kolmogorov equations: existence of equilibria. https://arxiv.org/abs/2508.15029

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