WIAS Preprint No. 2136, (2015)

Obstacle mean-field game problem



Authors

  • Gomes, Diogo A.
  • Patrizi, Stefania

2010 Mathematics Subject Classification

  • 35J87 49L99

Keywords

  • mean-field games, obstacle problem, penalization method

Abstract

In this paper, we introduce and study a first-order mean-field game obstacle problem. We examine the case of local dependence on the measure under assumptions that include both the logarithmic case and power-like nonlinearities. Since the obstacle operator is not differentiable, the equations for first-order mean field game problems have to be discussed carefully. Hence, we begin by considering a penalized problem. We prove this problem admits a unique solution satisfying uniform bounds. These bounds serve to pass to the limit in the penalized problem and to characterize the limiting equations. Finally, we prove uniqueness of solutions.

Appeared in

  • Interfaces Free Bound., 17 (2015) pp. 55--68.

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