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      Variational time-fractional Mean Field Games

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          Abstract

          We consider the variational structure of a time-fractional second order Mean Field Games (MFG) system with local coupling. The MFG system consists of time-fractional Fokker-Planck and Hamilton-Jacobi-Bellman equations. In such a situation the individual agent follows a non-Markovian dynamics given by a subdiffusion process. Hence, the results of this paper extend the theory of variational MFG to the subdiffusive situation, providing an Eulerian interpretation of time-fractional MFG systems.

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          The random walk's guide to anomalous diffusion: a fractional dynamics approach

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            Anomalous diffusion in disordered media: Statistical mechanisms, models and physical applications

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              Mean field games

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                Author and article information

                Journal
                13 December 2018
                1812.05431

                http://arxiv.org/licenses/nonexclusive-distrib/1.0/

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                math.AP

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