First order Mean Field Games in the Heisenberg group: periodic and non periodic case

TL;DR

This paper investigates first order Mean Field Games in the Heisenberg group, establishing existence and representation of solutions in both periodic and non-periodic cases, with novel approaches for non-coercive Hamiltonians.

Contribution

It introduces new methods to prove existence and representation of solutions for MFGs in the Heisenberg group with non-coercive Hamiltonians, covering both periodic and non-periodic scenarios.

Findings

Existence of weak solutions to the MFG system in the Heisenberg group.

Representation of solutions via Lagrangian formulation.

Proved uniqueness for a second order Fokker-Planck equation.

Abstract

In this paper we study evolutive first order Mean Field Games in the Heisenberg group~$\He^1$; each agent can move only along "horizontal" trajectories which are given in terms of the vector fields generating~$\He^1$ and the kinetic part of the cost depends only on the horizontal velocity. The Hamiltonian is not coercive in the gradient term and the coefficients of the first order term in the continuity equation may have a quadratic growth at infinity.The main results of this paper are two: the former is to establish the existence of a weak solution to the Mean Field Game system while the latter is to represent this solution following the Lagrangian formulation of the Mean Field Games.We shall tackle both the Heisenberg-periodic and the non periodic case following two different approaches. To get these results, we prove some properties which have their own interest: uniqueness results for a second order Fokker-Planck equation and a probabilistic representation of the solution to the continuity equation.\end{abstract}