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Equilibria and regularity in Mean Field Games with density penalization or constraints

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Authors : Santambrogio, Filippo (Author of the conference)
CIRM (Publisher )

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Abstract : In the talk, I will first present a typical Mean Field Game problem, as in the theory introduced by Lasry-Lions and Huang-Caines-Malhamé, concentrating on the case where the game has a variational structure (i.e., the equilibrium can be found by minimizing a global energy) and is purely deterministic (no diffusion, no stochastic control). From the game-theoretical point of view, we look for a Nash equilibrium for a non-atomic congestion game, involving a penalization on the density of the players at each point. I will explain why regularity questions are natural and useful for rigorously proving that minimizers are equilibria, making the connection with what has been done for the incompressible Euler equation in the Brenier's variational formalism. I will also introduce a variant where the penalization on the density is replaced by a constraint, which lets a price (which is a pressure, in the incompressible fluid language) appears on saturated regions. Then, I will sketch some regularity results which apply to these settings.
The content of the talk mainly comes from joint works with A. Mészáros, P. Cardaliaguet, and H. Lavenant.

Keywords : congestion games; pressure; optimal transport

MSC Codes :
49J45 - Problems involving semicontinuity and convergence
91A10 35Q91 - PDEs in connection with game theory, economics, social and behavioral sciences

Additional resources :
https://crowds2019.sciencesconf.org/data/pages/Crowds_book.pdf
https://www.cirm-math.fr/RepOrga/1927/Slides/Santambrogio.pdf

    Information on the Video

    Language : English
    Available date : 25/06/2019
    Conference Date : 05/06/2019
    Subseries : Research talks
    arXiv category : Analysis of PDEs ; Optimization and Control
    Mathematical Area(s) : Analysis and its Applications ; Control Theory & Optimization ; PDE
    Format : MP4 (.mp4) - HD
    Video Time : 00:37:39
    Targeted Audience : Researchers
    Download : https://videos.cirm-math.fr/2019-06-05_Santambrogio.mp4

Information on the Event

Event Title : Foules : modèles et commande / Crowds: Models and Control
Event Organizers : Giua, Alessandro ; Morancey, Morgan ; Piccoli, Benedetto ; Rossi, Francesco ; Wolfram, Marie-Thérèse
Dates : 03/06/2019 - 07/06/2019
Event Year : 2019
Event URL : https://conferences.cirm-math.fr/1927.html

Citation Data

DOI : 10.24350/CIRM.V.19534903
Cite this video as: Santambrogio, Filippo (2019). Equilibria and regularity in Mean Field Games with density penalization or constraints. CIRM. Audiovisual resource. doi:10.24350/CIRM.V.19534903
URI : http://dx.doi.org/10.24350/CIRM.V.19534903

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