The convergence problem in mean field games with a local coupling
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 publiéExternal document link
https://hal.archives-ouvertes.fr/hal-01384333Date
2017Journal name
Applied Mathematics & OptimizationVolume
76Number
1Pages
177-215
Publication identifier
Metadata
Show full item recordAbstract (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 gamesRelated items
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