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Ergodic behavior of control and mean field games problems depending on acceleration

Cardaliaguet, Pierre; Mendico, Cristian (2021), Ergodic behavior of control and mean field games problems depending on acceleration, Nonlinear Analysis, 203, p. 1-40. 10.1016/j.na.2020.112185

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Type
Article accepté pour publication ou publié
Date
2021
Journal name
Nonlinear Analysis
Volume
203
Publisher
Elsevier
Pages
1-40
Publication identifier
10.1016/j.na.2020.112185
Metadata
Show full item record
Author(s)
Cardaliaguet, Pierre
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Mendico, Cristian
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Abstract (EN)
The goal of this paper is to study the long time behavior of solutions of the first-order mean field game (MFG) systems with a control on the acceleration. The main issue for this is the lack of small time controllability of the problem, which prevents to define the associated ergodic mean field game problem in the standard way. To overcome this issue, we first study the long-time average of optimal control problems with control on the acceleration: we prove that the time average of the value function converges to an ergodic constant and represent this ergodic constant as a minimum of a Lagrangian over a suitable class of closed probability measure. This characterization leads us to define the ergodic MFG problem as a fixed-point problem on the set of closed probability measures. Then we also show that this MFG ergodic problem has at least one solution, that the associated ergodic constant is unique under the standard mono-tonicity assumption and that the time-average of the value function of the time-dependent MFG problem with control of acceleration converges to this ergodic constant.
Subjects / Keywords
Mean field games; Optimal control of acceleration; Long time behavior; Weak KAM theory

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