A Lagrangian approach for aggregative mean field games of controls with mixed and final constraints

BONNANS, J. FRÉDÉRIC; GIANATTI, JUSTINA; LAURENT PFEIFFER

SIAM JOURNAL ON CONTROL AND OPTIMIZATION

SIAM PUBLICATIONS

Lugar: Philadelphia-USA; Año: 2023

0363-0129

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.