The convergence problem in mean field games with a local coupling

Cardaliaguet, Pierre

Cardaliaguet, Pierre (2017), The convergence problem in mean field games with a local coupling, Applied Mathematics & Optimization, 76, 1, p. 177-215. 10.1007/s00245-017-9434-0

Type

Article accepté pour publication ou publié

External document link

https://hal.archives-ouvertes.fr/hal-01384333

Date

2017

Journal name

Applied Mathematics & Optimization

Volume

Number

Pages

177-215

Publication identifier

10.1007/s00245-017-9434-0

Metadata

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Author(s)

Cardaliaguet, Pierre
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]

Abstract (EN)

The paper studies the convergence, as $N$ tends to infinity, of a system of $N$ coupled Hamilton-Jacobi equations (the Nash system) when the coupling between the players becomes increasingly singular. The limit equation is a mean field game system with local coupling.

Subjects / Keywords

Mean field games; Mean field limit; Differential games