Long time average of first order mean field games and weak KAM theory
Cardaliaguet, Pierre (2013), Long time average of first order mean field games and weak KAM theory, Dynamic Games and Applications, 3, 4, p. 473-488. http://dx.doi.org/10.1007/s13235-013-0091-x
TypeArticle accepté pour publication ou publié
External document linkhttp://hal.archives-ouvertes.fr/hal-00827956
Journal nameDynamic Games and Applications
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Abstract (EN)We show that the long time average of solutions of first order mean field game systems in finite horizon is governed by an ergodic system of mean field game type. The well-posedness of this later system and the uniqueness of the ergodic constant rely on weak KAM theory.
Subjects / Keywordsweak KAM theory; ergodic problem; large time behavior; mean field games
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