Universität Augsburg
|
Professor Dr. Piermarco Cannarsa
University of Rome “Tor Vergata”
spricht am
Donnerstag, 26. April 2018
um
17:15 Uhr
im
TUM, Boltzmann-3, Garching, Raum 03.08.011, Etage 3
über das Thema:
Abstract: |
This talk will address deterministic mean field games for which agents are restricted in a closed domain of Euclidean space. In this case, the existence, uniqueness, and regularity of Nash equilibria cannot be deduced as for unrestricted state space because, for a large set of initial conditions, the uniqueness of solutions to the minimization problem which is solved by each agent is no longer guaranteed. We will therefore attack the problem by considering a relaxed version of it, for which the existence of equilibria can be proved by set-valued fixed point arguments. We will then give a uniqueness result for such equilibria under a classical monotonicity assumption. Finally, we will analyze the regularity of the relaxed solution and show that it satisfies the typical first order PDE system of mean field games. |
Hierzu ergeht herzliche Einladung. |