EXTENDED MEAN FIELD GAMES WITH SINGULAR CONTROLS

被引：2

作者：

Fu, Guanxing ^{[1
]}

机构：

[1] Hong Kong Polytech Univ, Dept Appl Math, Hung Hom, Kowloon, Hong Kong, Peoples R China

来源：

SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 2023年 / 61卷 / 01期

关键词：

mean field game; singular control; relaxed control; Skorokhod M1 topology; N-PLAYER GAMES; FOLLOWER GAMES; EXISTENCE; SYSTEMS;

D O I：

10.1137/20M1384750

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper establishes the existence of equilibria result of a class of mean field games with singular controls. The interaction takes place through both states and controls. A relaxed solution approach is used. To circumvent the tightness issue, we prove the existence of equilibria by first considering the corresponding mean field games with continuous controls instead of singular controls and then taking approximation.

引用

页码：285 / 314

页数：30

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