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Short time existence for a general backward-forward parabolic system arising from Mean-Field Games

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 Added by Paola Mannucci
 Publication date 2018
  fields
and research's language is English




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We study the local in time existence of a regular solution of a nonlinear parabolic backward-forward system arising from the theory of Mean-Field Games (briefly MFG). The proof is based on a contraction argument in a suitable space that takes account of the peculiar structure of the system, which involves also a coupling at the final horizon. We apply the result to obtain existence to very general MFG models, including also congestion problems.



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