SIAM Journal on Mathematical Analysis


Existence of Weak Solutions to Stationary Mean-Field Games through Variational Inequalities

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Article Data

History

Submitted: 5 December 2016
Accepted: 16 April 2018
Published online: 04 December 2018

Publication Data

ISSN (print): 0036-1410
ISSN (online): 1095-7154
CODEN: sjmaah

Here, we consider stationary monotone mean-field games (MFGs) and study the existence of weak solutions induced by monotonicity. First, we introduce a regularized problem that preserves the monotonicity. Next, using variational inequality techniques, we prove the existence of solutions to the regularized problem. Then, using Minty's method, we establish the existence of weak solutions for the original MFG. Finally, we examine the properties of these weak solutions in several examples. Our methods provide a general framework to construct weak solutions to stationary MFGs with local, nonlocal, or congestion terms.

© 2018, Society for Industrial and Applied Mathematics

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