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[01749] Mean Field Game Partial Differential Inclusions: Analysis and Numerical Approximation

  • Session Time & Room : 5C (Aug.25, 13:20-15:00) @A201
  • Type : Contributed Talk
  • Abstract : We generalize second-order Mean Field Game PDE systems with nondifferentiable Hamiltonians to Mean Field Game Partial Differential Inclusions $($MFG PDIs$)$ by interpreting the $p$-partial derivative of the Hamiltonian in terms of subdifferentials of convex functions. We present conditions for the existence of unique weak solutions to stationary second-order MFG PDIs where the Hamiltonian is convex, Lipschitz, but possibly nondifferentiable. Moreover, we propose a strongly convergent monotone finite element scheme for the approximation of weak solutions.
  • Classification : 65N15, 65N30, PDIs in connection with mean field game theory
  • Format : Talk at Waseda University
  • Author(s) :
    • Yohance Osborne (University College London)
    • Iain Smears (University College London)