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A Segregation Problem in Multi-Population Mean Field Games

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Advances in Dynamic and Mean Field Games (ISDG 2016)

Part of the book series: Annals of the International Society of Dynamic Games ((AISDG,volume 15))

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Abstract

We study a two-population mean field game in which the coupling between the two populations becomes increasingly singular. In the case of a quadratic Hamiltonian, we show that the limit system corresponds a partition of the space into two components in which the players have to solve an optimal control problem with state constraints and mean field interactions.

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Acknowledgement

The first and last authors are partially supported by the ANR (Agence Nationale de la Recherche) project ANR-16-CE40-0015-01.

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Correspondence to Pierre Cardaliaguet .

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Cardaliaguet, P., Porretta, A., Tonon, D. (2017). A Segregation Problem in Multi-Population Mean Field Games. In: Apaloo, J., Viscolani, B. (eds) Advances in Dynamic and Mean Field Games. ISDG 2016. Annals of the International Society of Dynamic Games, vol 15. Birkhäuser, Cham. https://doi.org/10.1007/978-3-319-70619-1_3

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