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 | |