Minimax Theory and its Applications 03 (2018), No. 2, 323--336
Copyright Heldermann Verlag 2018
A Note on Nonconvex Mean Field Games
Hung Vinh Tran
Dept. of Mathematics, University of Wisconsin Madison, Van Vleck Hall, 480 Lincoln Drive, Madison, WI 53706, U.S.A.
hung@math.wisc.edu
We introduce a nonconvex Mean Field Games system by studying a model with a large number of identical pairs of players who are all rational, and each pair plays an identical zero-sum differential game. We study existence and uniqueness of solutions for a simple system in this context.
Keywords: Mean field games, zero-sum differential games, nonconvex setting.
MSC: 35B10, 35B20, 35K40, 35D40, 35F21.
[ Fulltext-pdf (124 KB)] for subscribers only.