[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.
