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Mean field games systems of first order

dc.contributor.authorCardaliaguet, Pierre
dc.contributor.authorGraber, Philip Jameson
dc.date.accessioned2014-01-15T12:50:00Z
dc.date.available2014-01-15T12:50:00Z
dc.date.issued2015
dc.identifier.issn1292-8119
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/12439
dc.language.isoenen
dc.subjectnonlinear PDE
dc.subjectoptimal control
dc.subjecttransport theory
dc.subjectlong time average
dc.subjectHamilton-Jacobi equations
dc.subjectmean field games
dc.subject.ddc519en
dc.titleMean field games systems of first order
dc.typeArticle accepté pour publication ou publié
dc.contributor.editoruniversityotherCOMMANDS (INRIA Saclay - Ile de France) http://www.cmap.polytechnique.fr/commands/ INRIA – CNRS : UMR7641 – Polytechnique - X – ENSTA ParisTech;France
dc.contributor.editoruniversityotherUnité de mathématiques appliquées - Optimisation et commande (UMA/OC) http://uma.ensta-paristech.fr/oc ENSTA ParisTech;France
dc.description.abstractenWe consider a system of mean field games with local coupling in the deterministic limit. Under general structure conditions on the Hamiltonian and coupling, we prove existence and uniqueness of the weak solution, characterizing this solution as the minimizer of some optimal control of Hamilton-Jacobi and continuity equations. We also prove that this solution converges in the long time average to the solution of the associated ergodic problem.
dc.publisher.cityParisen
dc.relation.isversionofjnlnameESAIM. COCV
dc.relation.isversionofjnlvol21
dc.relation.isversionofjnlissue3
dc.relation.isversionofjnldate2015
dc.relation.isversionofjnlpages690-722
dc.relation.isversionofdoi10.1051/cocv/2014044
dc.identifier.urlsitehttps://arxiv.org/abs/1401.1789v1
dc.relation.isversionofjnlpublisherEDP sciences
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.description.submittednonen
dc.description.ssrncandidatenon
dc.description.halcandidateoui
dc.description.readershiprecherche
dc.description.audienceInternational
dc.relation.Isversionofjnlpeerreviewedoui
dc.date.updated2016-10-11T15:11:23Z


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