论文标题
非本地Bertrand和Cournot的平均野战游戏,具有一般非线性需求时间表
Nonlocal Bertrand and Cournot Mean Field Games with General Nonlinear Demand Schedule
论文作者
论文摘要
在本文中,我们证明了在市场竞争下研究可耗资资源生产的研究中,出现的平均现场游戏系统的经典解决方案。单个轨迹通过跳跃的受控扩散过程进行建模,该过程为PDE系统增加了非局部术语。关于哈密顿的假设足以涵盖有关贝特兰和杜尔诺特平均野外游戏文献中提出的大量例子。独特性也受到对哈密顿量结构的足够限制,实际上,这相当于货物的替代性的小上限。
In this article we prove the existence of classical solutions to a system of mean field games arising in the study of exhaustible resource production under market competition. Individual trajectories are modeled by a controlled diffusion process with jumps, which adds a nonlocal term to the PDE system. The assumptions on the Hamiltonian are sufficiently general to cover a large class of examples proposed in the literature on Bertrand and Cournot mean field games. Uniqueness also holds under a sufficient restriction on the structure of the Hamiltonian, which in practice amounts to a small upper bound on the substitutability of goods.