A note on existence and asymptotic behavior of Lagrangian equilibria for first-order optimal-exit mean field games
Guilherme Mazanti

TL;DR
This paper investigates the existence and long-term behavior of Lagrangian equilibria in a first-order mean field game modeling crowd movement, considering agent interactions, congestion effects, and initial distribution impacts.
Contribution
It establishes the existence of Lagrangian equilibria and analyzes their asymptotic behavior and dependence on initial conditions in a crowd motion model.
Findings
Existence of Lagrangian equilibria proven.
Asymptotic behavior of agent distribution characterized.
Dependence of equilibria on initial distribution analyzed.
Abstract
In this paper, we consider a first-order mean field game model motivated by crowd motion in which agents evolve in a (not necessarily compact) metric space and wish to reach a given target set. Each agent aims to minimize the sum of their travel time and an exit cost which depends on their exit position on the target set. Agents interact through their dynamics, the maximal speed of an agent being assumed to be a function of their position and the distribution of other agents. This interaction may model, in particular, congestion phenomena. Under suitable assumptions on the model, we prove existence of Lagrangian equilibria, analyze the asymptotic behavior for large time of the distribution of agents, and study the dependence of equilibria and asymptotic limits on the initial distribution of the agents.
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Taxonomy
TopicsStochastic processes and financial applications · Economic theories and models · Stochastic processes and statistical mechanics
