Weakly coupled mean-field game systems

Diogo A. Gomes, Stefania Patrizi

Research output: Contribution to journalArticlepeer-review

7 Scopus citations


Here, we prove the existence of solutions to first-order mean-field games (MFGs) arising in optimal switching. First, we use the penalization method to construct approximate solutions. Then, we prove uniform estimates for the penalized problem. Finally, by a limiting procedure, we obtain solutions to the MFG problem. © 2016 Elsevier Ltd
Original languageEnglish (US)
Pages (from-to)110-138
Number of pages29
JournalNonlinear Analysis: Theory, Methods & Applications
StatePublished - Jul 14 2016


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