A Modest Proposal for MFG with Density Constraints
Santambrogio, Filippo
arXiv, 1111.0652 / Harvested from arXiv
We consider a typical problem in Mean Field Games: the congestion case, where in the cost that agents optimize there is a penalization for passing through zones with high density of agents, in a deterministic framework. This equilibrium problem is known to be equivalent to the optimization of a global functional including an $L^p$ norm of the density. The question arises as to produce a similar model replacing the $L^p$ penalization with an $L^\infty$ constraint, but the simplest approaches do not give meaningful definitions. Taking into account recent works about crowd motion, where the density constraint $\rho\leq 1$ was treated in terms of projections of the velocity field onto the set of admissible velocity (with a constraint on the divergence) and a pressure field was introduced, we propose a definition and write a system of PDEs including the usual Hamilton-Jacobi equation coupled with the continuity equation. For this system, we analyze an example and propose some open problems.
Publié le : 2011-11-02
Classification:  Mathematics - Analysis of PDEs,  Mathematics - Optimization and Control
@article{1111.0652,
     author = {Santambrogio, Filippo},
     title = {A Modest Proposal for MFG with Density Constraints},
     journal = {arXiv},
     volume = {2011},
     number = {0},
     year = {2011},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1111.0652}
}
Santambrogio, Filippo. A Modest Proposal for MFG with Density Constraints. arXiv, Tome 2011 (2011) no. 0, . http://gdmltest.u-ga.fr/item/1111.0652/