
Long time average of mean field games
Cardaliaguet, Pierre; Lasry, Jean-Michel; Lions, Pierre-Louis; Porretta, Alessio (2012), Long time average of mean field games, Networks and Heterogeneous Media, 7, 2, p. 279-301. http://dx.doi.org/10.3934/nhm.2012.7.279
View/ Open
Type
Article accepté pour publication ou publiéDate
2012Journal name
Networks and Heterogeneous MediaVolume
7Number
2Publisher
AIMS
Pages
279-301
Publication identifier
Metadata
Show full item recordAbstract (EN)
We consider a model of mean field games system defined on a time interval [[0,T]] and investigate its asymptotic behavior as the horizon [T] tends to infinity. We show that the system, rescaled in a suitable way, converges to a stationary ergodic mean field game. The convergence holds with exponential rate and relies on energy estimates and the Hamiltonian structure of the system.Subjects / Keywords
Mean Field Games; large time behavior; ergodic problemRelated items
Showing items related by title and author.
-
Porretta, Alessio; Lions, Pierre-Louis; Lasry, Jean-Michel; Cardaliaguet, Pierre (2013) Article accepté pour publication ou publié
-
Cardaliaguet, Pierre; Delarue, François; Lasry, Jean-Michel; Lions, Pierre-Louis (2019) Ouvrage
-
Lasry, Jean-Michel; Lions, Pierre-Louis; Guéant, Olivier (2008) Document de travail / Working paper
-
Bertucci, Charles; Lasry, Jean-Michel; Lions, Pierre-Louis (2023) Document de travail / Working paper
-
Cardaliaguet, Pierre; Porretta, Alessio (2019) Article accepté pour publication ou publié