Existence for stationary mean-field games with congestion and quadratic Hamiltonians

摘要

Here, we investigate the existence of solutions to a stationary mean-field game model introduced by J.-M. Lasry and P.-L. Lions. This model features a quadratic Hamiltonian and congestion effects. The fundamental difficulty of potential singular behavior is caused by congestion. Thanks to a new class of a priori bounds, combined with the continuation method, we prove the existence of smooth solutions in arbitrary dimensions.