Abstract
We consider a class of systems of time dependent partial differential equations which arise in mean field type models with congestion. The systems couple a backward viscous Hamilton–Jacobi equation and a forward Kolmogorov equation both posed in (0,T)×(RN/ZN). Because of congestion and by contrast with simpler cases, the latter system can never be seen as the optimality conditions of an optimal control problem driven by a partial differential equation. The Hamiltonian vanishes as the density tends to +∞ and may not even be defined in the regions where the density is zero. After giving a suitable definition of weak solutions, we prove the existence and uniqueness results of the latter under rather general assumptions. No restriction is made on the horizon T.
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