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hal.structure.identifierDipartimento di Matematica [Roma II] [DIPMAT]
dc.contributor.authorCannarsa, Piermarco
hal.structure.identifier
dc.contributor.authorCheng, Wei
hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorMendico, Cristian
hal.structure.identifier
dc.contributor.authorWang, Kaizhi
dc.date.accessioned2020-12-09T15:32:35Z
dc.date.available2020-12-09T15:32:35Z
dc.date.issued2020
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/21223
dc.language.isoenen
dc.subjectWeak KAM theoryen
dc.subjectMean Field Gamesen
dc.subjectState constraintsen
dc.subjectSemiconcave functionsen
dc.subjectLong-time behavior of solutionsen
dc.subject.ddc515en
dc.titleWeak KAM approach to first-order Mean Field Games with state constraintsen
dc.typeDocument de travail / Working paper
dc.contributor.editoruniversityotherZhejiang University;China
dc.contributor.editoruniversityotherShanghai Jiao Tong University;China
dc.description.abstractenWe study the asymptotic behavior of solutions to the constrained MFG system as the time horizon T goes to infinity. For this purpose, we analyze first Hamilton-Jacobi equations with state constraints from the viewpoint of weak KAM theory, constructing a Mather measure for the associated variational problem. Using these results, we show that a solution to the constrained ergodic mean field games system exists and the ergodic constant is unique. Finally, we prove that any solution of the first-order constrained MFG problem on [0,T] converges to the solution of the ergodic system as T→+∞.en
dc.identifier.citationpages33en
dc.relation.ispartofseriestitleCahier de recherche CEREMADEen
dc.identifier.urlsitehttps://hal.archives-ouvertes.fr/hal-02886570en
dc.subject.ddclabelAnalyseen
dc.identifier.citationdate2020-07
dc.description.ssrncandidatenonen
dc.description.halcandidatenonen
dc.description.readershiprechercheen
dc.description.audienceInternationalen
dc.date.updated2020-10-08T09:43:57Z
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