Browsing by Author "Gomes, Diogo A."

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    Obstacle mean-field game problem
    (Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2015) Gomes, Diogo A.; Patrizi, Stefania
    In this paper, we introduce and study a first-order mean-field game obstacle problem. We examine the case of local dependence on the measure under assumptions that include both the logarithmic case and power-like nonlinearities. Since the obstacle operator is not differentiable, the equations for first-order mean field game problems have to be discussed carefully. Hence, we begin by considering a penalized problem. We prove this problem admits a unique solution satisfying uniform bounds. These bounds serve to pass to the limit in the penalized problem and to characterize the limiting equations. Finally, we prove uniqueness of solutions.