On the long time convergence of potential MFG

dc.contributor.author	Masoero, Marco
dc.date.accessioned	2019-02-20T13:23:27Z
dc.date.available	2019-02-20T13:23:27Z
dc.date.issued	2018
dc.identifier.uri	https://basepub.dauphine.fr/handle/123456789/18465
dc.language.iso	en	en
dc.subject	mean field games	en
dc.subject	convergence	en
dc.subject.ddc	515	en
dc.title	On the long time convergence of potential MFG	en
dc.type	Document de travail / Working paper
dc.description.abstracten	We look at the long time behavior of potential Mean Field Games (briefly MFG) using some standard tools from weak KAM theory. We first show that the time-dependent minimization problem converges to an ergodic constant −λ, then we provide a class of examples where the value of the stationary MFG minimization problem is strictly greater than −λ. This will imply that the trajectories of the time-dependent MFG system do not converge to static equilibria.	en
dc.identifier.citationpages	32	en
dc.relation.ispartofseriestitle	Cahier de recherche CEREMADE, Université Paris-Dauphine	en
dc.identifier.urlsite	https://hal.archives-ouvertes.fr/hal-01850874	en
dc.subject.ddclabel	Analyse	en
dc.identifier.citationdate	2018-07
dc.description.ssrncandidate	non	en
dc.description.halcandidate	non	en
dc.description.readership	recherche	en
dc.description.audience	International	en
dc.date.updated	2019-02-20T13:22:03Z
hal.person.labIds	60