1. A Lagrangian Approach for Aggregative Mean Field Games of Controls with Mixed and Final Constraints
- Author
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J. Frédéric Bonnans, Justina Gianatti, Laurent Pfeiffer, Controle, Optimisation, modèles, Méthodes et Applications pour les Systèmes Dynamiques non linéaires (COMMANDS), Centre de Mathématiques Appliquées - Ecole Polytechnique (CMAP), École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS)-Inria Saclay - Ile de France, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria), Universidad Nacional de Rosario [Santa Fe], Centro Franco Argentino de Ciencias de la Información y de Sistemas [Rosario] (CIFASIS), Consejo Nacional de Investigaciones Científicas y Técnicas [Buenos Aires] (CONICET)-Universidad Nacional de Rosario [Santa Fe], Dynamical Interconnected Systems in COmplex Environments (DISCO), Inria Saclay - Ile de France, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Laboratoire des signaux et systèmes (L2S), CentraleSupélec-Université Paris-Saclay-Centre National de la Recherche Scientifique (CNRS)-CentraleSupélec-Université Paris-Saclay-Centre National de la Recherche Scientifique (CNRS), and Universidad Nacional de Rosario [Santa Fe]-Consejo Nacional de Investigaciones Científicas y Técnicas [Buenos Aires] (CONICET)
- Subjects
Computer Science::Computer Science and Game Theory ,aggregative games ,Control and Optimization ,Optimization and Control (math.OC) ,Applied Mathematics ,Lagrangian equilibria ,FOS: Mathematics ,TheoryofComputation_GENERAL ,[MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC] ,constrained optimal control ,Mathematics - Optimization and Control ,Mean field games of controls - Abstract
The objective of this paper is to analyze the existence of equilibria for a class of deterministic mean field games of controls. The interaction between players is due to both a congestion term and a price function which depends on the distributions of the optimal strategies. Moreover, final state and mixed state-control constraints are considered, the dynamics being nonlinear and affine with respect to the control. The existence of equilibria is obtained by Kakutani's theorem, applied to a fixed point formulation of the problem. Finally, uniqueness results are shown under monotonicity assumptions.
- Published
- 2023
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