Analysis of mean field games via Fokker-Planck-Kolmogorov equations: existence of equilibria

Published 20 Aug 2025 in math.AP, math.OC, and math.PR | (2508.15029v1)

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 and a priory estimates with Lyapunov functions.

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