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
TypeArticle accepté pour publication ou publié
Journal nameNetworks and Heterogeneous Media
MetadataShow full item record
Abstract (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 / KeywordsMean Field Games; large time behavior; ergodic problem
Showing items related by title and author.