We study a two-population mean field game in which the coupling between the two populations becomes increasingly singular. In the case of a quadratic Hamiltonian, we show that the limit system corresponds a partition of the space into two components in which the players have to solve an optimal control problem with state constraints and mean field interactions.
A Segregation Problem in Multi-Population Mean Field Games
Tonon, Daniela
2017
Abstract
We study a two-population mean field game in which the coupling between the two populations becomes increasingly singular. In the case of a quadratic Hamiltonian, we show that the limit system corresponds a partition of the space into two components in which the players have to solve an optimal control problem with state constraints and mean field interactions.
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