Extended Mean Field Games with Singular Controls

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3 Citations (Scopus)

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 languageEnglish
Pages (from-to)285-314
Number of pages30
JournalSIAM Journal on Control and Optimization
Volume61
Issue number1
DOIs
Publication statusPublished - 2 Oct 2022

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