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In this paper we consider extended stationary mean field games, that is mean-field games which depend on the velocity field of the players. We prove various a-priori estimates which generalize the results for quasi-variational mean field games in [GPSM12]. In addition we use adjoint method techniques to obtain higher regularity bounds. Then we establish existence of smooth solutions under fairly general conditions by applying the continuity method. When applied to standard stationary mean-field games as in [LL06a], [GSM11] or [GPSM12] this paper yields various new estimates and regularity properties not available previously. We discuss additionally several examples where existence of classical solutions can be proved.

Here, we introduce a price-formation model where a large number of small players can store and trade electricity. Our model is a constrained mean-field game (MFG) where the price is a Lagrange multiplier for the supply vs. demand balance condition. We establish the existence of a unique solution using a fixed-point argument. In particular, we show that the price is well-defined and it is a Lipschitz function of time. Then, we study linear-quadratic models that can be solved explicitly and compare our model with real data.

In this paper we consider time-dependent mean-field games with subquadratic Hamiltonians and power-like local dependence on the measure. We establish existence of classical solutions under a certain set of conditions depending on both the growth of the Hamiltonian and the dimension. This is done by combining regularity estimates for the Hamilton-Jacobi equation based on the Gagliardo-Nirenberg interpolation inequality with polynomial estimates for the Fokker-Planck equation. This technique improves substantially the previous results on the regularity of timedependent mean-field games.D.

Abstract. This paper, building upon ideas of Mather, Moser, Fathi, E and others, applies PDE methods to understand the structure of certain Hamiltonian flows. The main point is that the "cell" or "corrector" PDE, introduced and solved in a weak sense by Lions, Papanicolaou and Varadhan in their study of periodic homogenization for Hamilton-Jacobi equations, formally induces a canonical change of variables, in terms of which the dynamics are trivial.We investigate to what extent this observation can be made rigorous in the case that the Hamiltonian is strictly convex in the momenta, given that the relevant PDE does not usually in fact admit a smooth solution.