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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 publié
External document link
https://hal.archives-ouvertes.fr/hal-01384333
Date
2017
Journal name
Applied Mathematics & Optimization
Volume
76
Number
1
Pages
177-215
Publication identifier
10.1007/s00245-017-9434-0
Metadata
Show full item record
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

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