论文标题
Langevin方程的二次平均野战游戏模型
A quadratic Mean Field Games model for the Langevin equation
论文作者
论文摘要
我们考虑了一种平均现场游戏模型，其中由受控的langevin方程式给出了代理的动态，而成本是二次的。 [9]中引入的变量的变化将平均野外游戏系统转换为两个耦合动力学Fokker-Planck方程的系统。我们证明了后一个系统的存在，因此获得了平均现场游戏系统的解决方案。
We consider a Mean Field Games model where the dynamics of the agents is given by a controlled Langevin equation and the cost is quadratic. A change of variables, introduced in [9], transforms the Mean Field Games system into a system of two coupled kinetic Fokker-Planck equations. We prove an existence result for the latter system, obtaining consequently existence of a solution for the Mean Field Games system.
