Show simple item record

Long Time Average of Mean Field Games with a Nonlocal Coupling

dc.contributor.authorPorretta, Alessio
dc.contributor.authorLions, Pierre-Louis
dc.contributor.authorLasry, Jean-Michel
dc.contributor.authorCardaliaguet, Pierre
dc.date.accessioned2013-12-13T15:34:03Z
dc.date.available2013-12-13T15:34:03Z
dc.date.issued2013
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/12290
dc.language.isoenen
dc.subjectparabolic equationsen
dc.subjectlong time behavioren
dc.subjectmean field gamesen
dc.subject.ddc519en
dc.titleLong Time Average of Mean Field Games with a Nonlocal Couplingen
dc.typeArticle accepté pour publication ou publié
dc.contributor.editoruniversityotherDipartimento di Matematica [Roma II] (DIPMAT) http://www.mat.uniroma2.it/ Universita degli studi di Roma Tor Vergata;Italie
dc.description.abstractenWe study the long time average, as the time horizon tends to infinity, of the solution of a mean field game system with a nonlocal coupling. We show an exponential convergence to the solution of the associated stationary ergodic mean field game. Proofs rely on semiconcavity estimates and smoothing properties of the linearized system.en
dc.relation.isversionofjnlnameSIAM Journal on Control and Optimization
dc.relation.isversionofjnlvol51en
dc.relation.isversionofjnlissue5en
dc.relation.isversionofjnldate2013
dc.relation.isversionofjnlpages3558–3591en
dc.relation.isversionofdoihttp://dx.doi.org/10.1137/120904184en
dc.relation.isversionofjnlpublisherSociety for Industrial and Applied Mathematicsen
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.relation.forthcomingnonen
dc.relation.forthcomingprintnonen


Files in this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record