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arxiv: 1511.06999 · v2 · pith:WPL33N5Rnew · submitted 2015-11-22 · 🧮 math.AP

Existence of positive solutions for an approximation of stationary mean-field games

classification 🧮 math.AP
keywords existencelow-ordermean-fieldpositiveregularizationssolutionsapproachapproximation
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Here, we consider a regularized mean-field game model that features a low-order regularization. We prove the existence of solutions with positive density. To do so, we combine a priori estimates with the continuation method. In contrast with high-order regularizations, the low-order regularizations are easier to implement numerically. Moreover, our methods give a theoretical foundation for this approach.

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