On variational structures of mean-field game systems
Levon Nurbekyan
University of California, Los Angeles (UCLA)
Mathematics and Statistics
I will discuss variational structures of mean-field game (MFG) systems beyond the potential case. For problems with local couplings, I will derive an infinite-dimensional general-sum game formulation that generalizes existing variational formulations and provides new ones. For systems with nonlocal couplings, I will obtain variational formulations based on Fourier expansion techniques.