We consider stationary viscous mean-field games (MFG) systems in the case of local, decreasing and unbounded coupling. These systems arise in ergodic MFG theory and describe Nash equilibria of games with a large number of agents aiming at aggregation. We show how the dimension of the state space, the behavior of the coupling, and the Hamiltonian at infinity affect the existence and nonexistence of regular solutions. Our approach relies on the study of Sobolev regularity of the invariant measure and a blow-up procedure that is calibrated on the scaling properties of the system. In very special cases, we observe uniqueness of solutions. Finally, we apply our methods to obtain new existence results for MFG systems with competition, namely, when the coupling is local and increasing.
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Marco Cirant (2016) studied this question.