A Monotone Operator Approach to Separable Mean-Field Games with Mixed Boundary Conditions

Abstract

We study a class of local, first-order, stationary mean-field games (MFGs) on bounded domains with nonstandard mixed boundary conditions: prescribed inflow on N and a relaxed Signorini-type exit condition on D (complementarity between exit flux and boundary value). For separable Hamiltonians, we overcome the lack of coercivity and the boundary complementarity constraints by introducing a monotone operator on a convex domain, augmented with an auxiliary nonnegative boundary variable h encoding exit flux. To address a constant-shift degeneracy in the value function u (the transport equation depends only on Du), we employ a quotient-space formulation that restores coercivity. Using the Browder--Minty theorem, we prove existence for a penalized operator Aε on a convex domain and pass to the limit as ε 0+. We obtain weak solutions (m,u,h) solving the associated variational inequality, with m ∈ Lβ+1(), u ∈ W1,γ(), and h in the dual trace space on D.

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