Classical solutions to local first-order extended mean field games

TL;DR

This paper establishes the existence of classical solutions for a broad class of local, first-order extended mean field games systems, including standard MFGs, congestion MFGs, and control problems, under monotonicity and coercivity conditions.

Contribution

It extends previous results by proving smooth solutions for coupled, superlinear Hamiltonian systems with oblique boundary conditions, under strict monotonicity and uniqueness assumptions.

Findings

Existence of smooth solutions under coercivity conditions

Transformation into elliptic PDE with oblique boundary conditions

Applicability to various MFG models including congestion and control

Abstract

We study the existence of classical solutions to a broad class of local, first order, forward-backward Extended Mean Field Games systems, that includes standard Mean Field Games, Mean Field Games with congestion, and mean field type control problems. We work with a strictly monotone cost that may be fully coupled with the Hamiltonian, which is assumed to have superlinear growth. Following previous work on the standard first order Mean Field Games system, we prove the existence of smooth solutions under a coercivity condition that ensures a positive density of players, assuming a strict form of the uniqueness condition for the system. Our work relies on transforming the problem into a partial differential equation with oblique boundary conditions, which is elliptic precisely under the uniqueness condition.