论文信息 - A generalization of the Hopf-Cole transformation for stationary Mean Field Games systems

A generalization of the Hopf-Cole transformation for stationary Mean Field Games systems

In this note we propose a transformation which decouples stationary Mean Field Games systems with superlinear Hamiltonians of the form |p|^r, and turns the Hamilton-Jacobi-Bellman equation into a quasi-linear equation involving the r-Laplace operator. Such a transformation requires an assumption on solutions of the system, which is satisfied for example in space dimension one or if solutions are radial.

Marco Cirant

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