Abstract
This paper establishes the existence of equilibria result of a class of mean field gameswith singular controls. The interaction takes place through both states and controls. A relaxedsolution approach is used. To circumvent the tightness issue, we prove the existence of equilibriaby first considering the corresponding mean field games with continuous controls instead of singularcontrols and then taking approximation.
Original language | English |
---|---|
Pages (from-to) | 285-314 |
Number of pages | 30 |
Journal | SIAM Journal on Control and Optimization |
Volume | 61 |
Issue number | 1 |
DOIs | |
Publication status | Published - 2 Oct 2022 |