We consider the variational structure of a time-fractional second-order mean field games (MFG) system. 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.
Variational Time-Fractional Mean Field Games / Tang, Q.; Camilli, F.. - In: DYNAMIC GAMES AND APPLICATIONS. - ISSN 2153-0785. - 10:2(2020), pp. 573-588. [10.1007/s13235-019-00330-2]
Variational Time-Fractional Mean Field Games
Tang Q.;Camilli F.
2020
Abstract
We consider the variational structure of a time-fractional second-order mean field games (MFG) system. 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.File allegati a questo prodotto
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