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• W1824203764 abstract "In this paper, we prove the existence of classical solutions for time-dependent mean-field games with a logarithmic nonlinearity and subquadratic Hamiltonians. Because the logarithm is unbounded from below, this nonlinearity poses substantial mathematical challenges that have not been addressed in the literature. Our result is proven by recurring to a delicate argument which combines Lipschitz regularity for the Hamilton--Jacobi equation with estimates for the nonlinearity in suitable Lebesgue spaces. Lipschitz estimates follow from an application of the nonlinear adjoint method. These are then combined with a priori bounds for solutions of the Fokker--Planck equation and a concavity argument for the nonlinearity." @default.
• W1824203764 created "2016-06-24" @default.
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• W1824203764 date "2015-01-01" @default.
• W1824203764 modified "2023-09-25" @default.
• W1824203764 title "Time-Dependent Mean-Field Games with Logarithmic Nonlinearities" @default.
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• W1824203764 doi "https://doi.org/10.1137/140984622" @default.
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