Viability analysis of the first-order mean field games

The paper is concerned with the dependence of the solution of the deterministic mean field game on the initial distribution of players. The main object of study is the mapping which assigns to the initial time and the initial distribution of players the set of expected rewards of the representative player corresponding to solutions of mean field game. This mapping can be regarded as a value multifunction. We obtain the sufficient condition for a multifunction to be a value multifunction. It states that if a multifunction is viable with respect to the dynamics generated by the original mean field game, then it is a value multifunction. Furthermore, the infinitesimal variant of this condition is derived.Comment: 35 page

Complementability of exponential systems

We prove that any incomplete system of complex exponentials $\{e^{i\lambda_n t}\}$ in $L^2(-\pi,\pi)$ is a subset of some complete and minimal system of exponentials. In addition, we prove analogous statement for systems of reproducing kernels in de Branges spaces.Comment: 6 page

Approximate solutions of continuous-time stochastic games

The paper is concerned with a zero-sum continuous-time stochastic differential game with a dynamics controlled by a Markov process and a terminal payoff. The value function of the original game is estimated using the value function of a model game. The dynamics of the model game differs from the original one. The general result applied to differential games yields the approximation of value function of differential game by the solution of countable system of ODEs.Comment: 23 page