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1. Variational time-fractional Mean Field Games

Author

Qing, Tang and Camilli, Fabio

Subjects
Mathematics - Analysis of PDEs, 35R11, 60H05, 26A33, 40L20, 49N70
Abstract

We consider the variational structure of a time-fractional second order Mean Field Games (MFG) system with local coupling. The MFG system consists of time-fractional Fokker-Planck and Hamilton-Jacobi-Bellman equations. In such a situation the individual agent follows a non-Markovian dynamics given by a subdiffusion process. Hence, the results of this paper extend the theory of variational MFG to the subdiffusive situation, providing an Eulerian interpretation of time-fractional MFG systems.

Published
2018

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