• français
    • English
  • English 
    • français
    • English
  • Login
JavaScript is disabled for your browser. Some features of this site may not work without it.
BIRD Home

Browse

This CollectionBy Issue DateAuthorsTitlesSubjectsJournals BIRDResearch centres & CollectionsBy Issue DateAuthorsTitlesSubjectsJournals

My Account

Login

Statistics

View Usage Statistics

Long time average of mean field games

Thumbnail
View/Open
TalkBCAM20111104AP.pdf (461.0Kb)
Date
2012
Notes
Le fichier joint est une présentation des thèmes contenus dans l'article.
Dewey
Probabilités et mathématiques appliquées
Sujet
Mean Field Games; large time behavior; ergodic problem
Journal issue
Networks and Heterogeneous Media
Volume
7
Number
2
Publication date
2012
Article pages
279-301
Publisher
AIMS
DOI
http://dx.doi.org/10.3934/nhm.2012.7.279
URI
https://basepub.dauphine.fr/handle/123456789/9871
Collections
  • CEREMADE : Publications
Metadata
Show full item record
Author
Cardaliaguet, Pierre
Lasry, Jean-Michel
Lions, Pierre-Louis
Porretta, Alessio
Type
Article accepté pour publication ou publié
Abstract (EN)
We consider a model of mean field games system defined on a time interval [[0,T]] and investigate its asymptotic behavior as the horizon [T] tends to infinity. We show that the system, rescaled in a suitable way, converges to a stationary ergodic mean field game. The convergence holds with exponential rate and relies on energy estimates and the Hamiltonian structure of the system.

  • Accueil Bibliothèque
  • Site de l'Université Paris-Dauphine
  • Contact
SCD Paris Dauphine - Place du Maréchal de Lattre de Tassigny 75775 Paris Cedex 16

 Content on this site is licensed under a Creative Commons 2.0 France (CC BY-NC-ND 2.0) license.