FROM MEAN FIELD GAMES TO NAVIER-STOKES EQUATIONS

Tao LUO; Qingshuo SONG

doi:10.3934/naco.2022020

FROM MEAN FIELD GAMES TO NAVIER-STOKES EQUATIONS

Tao LUO, Qingshuo SONG^*

^*Corresponding author for this work

Department of Mathematics

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

Abstract

This work establishes the equivalence between Mean Field Game and a class of PDE systems closely related to compressible Navier-Stokes e-quations. The solvability of the PDE system via the existence of the Nash Equilibrium of the Mean Field Game is provided under a set of conditions.

Original language	English
Pages (from-to)	486–499
Number of pages	14
Journal	Numerical Algebra, Control and Optimization
Volume	13
Issue number	3 & 4
Online published	Jul 2022
DOIs	https://doi.org/10.3934/naco.2022020
Publication status	Published - Sept 2023

Funding

Luo's research was supported by a grant from the Research Grants Council of the Hong Kong Special Administrative Region, China (Project No. 11305818)

Research Keywords

Mean Field Game
Navier-Stokes equation
Hamilton-Jacobi-Bellman equation
Feynman-Kac formula
PARTIAL REGULARITY

RGC Funding Information

RGC-funded

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10.3934/naco.2022020

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title = "FROM MEAN FIELD GAMES TO NAVIER-STOKES EQUATIONS",

abstract = "This work establishes the equivalence between Mean Field Game and a class of PDE systems closely related to compressible Navier-Stokes e-quations. The solvability of the PDE system via the existence of the Nash Equilibrium of the Mean Field Game is provided under a set of conditions.",

keywords = "Mean Field Game, Navier-Stokes equation, Hamilton-Jacobi-Bellman equation, Feynman-Kac formula, PARTIAL REGULARITY",

author = "Tao LUO and Qingshuo SONG",

year = "2023",

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doi = "10.3934/naco.2022020",

language = "English",

volume = "13",

pages = "486–499",

journal = "Numerical Algebra, Control and Optimization",

issn = "2155-3289",

publisher = "AIMS Press",

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AU - LUO, Tao

AU - SONG, Qingshuo

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KW - Navier-Stokes equation

KW - Hamilton-Jacobi-Bellman equation

KW - Feynman-Kac formula

KW - PARTIAL REGULARITY

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U2 - 10.3934/naco.2022020

DO - 10.3934/naco.2022020

M3 - RGC 21 - Publication in refereed journal

SN - 2155-3289

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SP - 486

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JO - Numerical Algebra, Control and Optimization

JF - Numerical Algebra, Control and Optimization

IS - 3 & 4

ER -

FROM MEAN FIELD GAMES TO NAVIER-STOKES EQUATIONS

Abstract

Funding

Research Keywords

RGC Funding Information

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GRF: Asymptotic Behavior of Solutions to Free Boundary Problems of Compressible Fluids in Large Time or Large Sound Speed

Cite this

FROM MEAN FIELD GAMES TO NAVIER-STOKES EQUATIONS

Abstract

Funding

Research Keywords

RGC Funding Information

Access Output

Other Access Options

Permanent Link

Other Files and Links

Fingerprint

Projects

GRF: Asymptotic Behavior of Solutions to Free Boundary Problems of Compressible Fluids in Large Time or Large Sound Speed

Cite this