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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

Type
Article accepté pour publication ou publié
External document link
http://hal.archives-ouvertes.fr/hal-00827956
Date
2013
Journal name
Dynamic Games and Applications
Volume
3
Number
4
Publisher
Springer
Pages
473-488
Publication identifier
Metadata
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Author(s)
Cardaliaguet, Pierre
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 / Keywords
weak KAM theory; ergodic problem; large time behavior; mean field games