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dc.contributor.authorMasoero, Marco
dc.date.accessioned2019-02-20T13:23:27Z
dc.date.available2019-02-20T13:23:27Z
dc.date.issued2018
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/18465
dc.language.isoenen
dc.subjectmean field gamesen
dc.subjectconvergenceen
dc.subject.ddc515en
dc.titleOn the long time convergence of potential MFGen
dc.typeDocument de travail / Working paper
dc.description.abstractenWe 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.citationpages32en
dc.relation.ispartofseriestitleCahier de recherche CEREMADE, Université Paris-Dauphineen
dc.identifier.urlsitehttps://hal.archives-ouvertes.fr/hal-01850874en
dc.subject.ddclabelAnalyseen
dc.identifier.citationdate2018-07
dc.description.ssrncandidatenonen
dc.description.halcandidatenonen
dc.description.readershiprechercheen
dc.description.audienceInternationalen
dc.date.updated2019-02-20T13:22:03Z
hal.person.labIds60


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