Analysis of mean field games via Fokker-Planck-Kolmogorov equations: existence of equilibria
Abstract
We study mean field games with unbounded coefficients. The existence of a solution is proved. We propose a new approach based on Fokker-Planck-Kolmogorov equations, the Ambrosio-Figalli-Trevisan superposition principle, the method of doubling variables and a~priory estimates with Lyapunov functions.
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