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dc.contributor.authorMasoero, Marco
dc.date.accessioned2019-07-24T12:59:48Z
dc.date.available2019-07-24T12:59:48Z
dc.date.issued2019-06
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/19407
dc.language.isoenen
dc.subjectamilton-Jacobi equationen
dc.subjectWasserstein spaceen
dc.subjectMFGen
dc.subject.ddc515en
dc.titleConvergence of the solutions of the MFG discounted Hamilton-Jacobi equationen
dc.typeDocument de travail / Working paper
dc.description.abstractenWe consider the solution Vδ of the discounted Hamilton-Jacobi equation in the Wasserstein space arising from potential MFG and we prove its full convergence to a corrector function χ0. We follow the structure of the proof of the analogue result in the finite dimensional setting provided by Davini, Fathi, Iturriaga, Zavidovique in 2017. We characterize the limit χ0 through a particular set of smooth Mather measures. A major point that distinguishes the techniques deployed in the standard setting from the ones that we use here is the lack of mollification in the Wasserstain space.en
dc.publisher.nameCahier de recherche CEREMADE, Université Paris-Dauphineen
dc.publisher.cityParisen
dc.identifier.citationpages17en
dc.relation.ispartofseriestitleCahier de recherche CEREMADE, Université Paris-Dauphineen
dc.identifier.urlsitehttps://hal.archives-ouvertes.fr/hal-02148470en
dc.subject.ddclabelAnalyseen
dc.identifier.citationdate2019-06
dc.description.ssrncandidatenonen
dc.description.halcandidatenonen
dc.description.readershiprechercheen
dc.description.audienceInternationalen
dc.date.updated2019-07-24T12:58:24Z
hal.person.labIds60


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