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arxiv: 1706.08252 · v1 · pith:LY2ZA3JHnew · submitted 2017-06-26 · 🧮 math.AP

Mean field games with congestion

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keywords congestionequationdensitydifferentialfieldlattermathbbmean
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We consider a class of systems of time dependent partial differential equations which arise in mean field type models with congestion. The systems couple a backward viscous Hamilton-Jacobi equation and a forward Kolmogorov equation both posed in $(0,T)\times (\mathbb{R}^N /\mathbb{Z}^N)$. Because of congestion and by contrast with simpler cases, the latter system can never be seen as the optimality conditions of an optimal control problem driven by a partial differential equation. The Hamiltonian vanishes as the density tends to $+\infty$ and may not even be defined in the regions where the density is zero. After giving a suitable definition of weak solutions, we prove the existence and uniqueness results of the latter under rather general assumptions. No restriction is made on the horizon $T$.

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