Abstract
We consider a Mean Field Games model where the dynamics of the agents is subdiffusive. According to the optimal control interpretation of the problem, we get a system involving fractional time-derivatives for the Hamilton-Jacobi-Bellman and the Fokker-Planck equations. We discuss separately the well-posedness for each of the two equations and then we prove existence and uniqueness of the solution to the Mean Field Games system.
Citation
Fabio Camilli. Raul De Maio. "A time-fractional mean field game." Adv. Differential Equations 24 (9/10) 531 - 554, September/October 2019. https://doi.org/10.57262/ade/1565661669
