Long Time Average of First Order Mean Field Games and Weak KAM Theory

被引:44
作者
Cardaliaguet, P. [1 ]
机构
[1] Univ Paris 09, CEREMADE, F-75775 Paris 16, France
基金
欧盟第七框架计划;
关键词
Mean field game; Long time average; Weak KAM theory; BEHAVIOR;
D O I
10.1007/s13235-013-0091-x
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We show that the long time average of solutions of first order mean field game systems in finite horizon is governed by an ergodic system of mean field game type. The well-posedness of the latter system and the uniqueness of the ergodic constant rely on weak KAM theory.
引用
收藏
页码:473 / 488
页数:16
相关论文
共 14 条
[1]  
Cardaliaguet P, SIAM J CONT IN PRESS
[2]   LONG TIME AVERAGE OF MEAN FIELD GAMES [J].
Cardaliaguet, Pierre ;
Lasry, Jean-Michel ;
Lions, Pierre-Louis ;
Porretta, Alessio .
NETWORKS AND HETEROGENEOUS MEDIA, 2012, 7 (02) :279-301
[3]   Weak conjugate KAM solutions and Peierls's barriers [J].
Fathi, A .
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1997, 325 (06) :649-652
[4]   A weak KAM theorem and Mather's theory of Lagrangian systems [J].
Fathi, A .
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1997, 324 (09) :1043-1046
[5]  
Fathi A, 2005, PREPRINT
[6]   Discrete time, finite state space mean field games [J].
Gomes, Diogo A. ;
Mohr, Joana ;
Souza, Rafael Rigao .
JOURNAL DE MATHEMATIQUES PURES ET APPLIQUEES, 2010, 93 (03) :308-328
[7]  
Huang MY, 2006, COMMUN INF SYST, V6, P221
[8]   Mean field games. I - The stationary case. [J].
Lasry, Jean-Michel ;
Lions, Pierre-Louis .
COMPTES RENDUS MATHEMATIQUE, 2006, 343 (09) :619-625
[9]   Mean field games [J].
Lasry, Jean-Michel ;
Lions, Pierre-Louis .
JAPANESE JOURNAL OF MATHEMATICS, 2007, 2 (01) :229-260
[10]   Mean field games. II - Finite horizon and optimal control. [J].
Lasry, Jean-Michel ;
Lions, Pierre-Louis .
COMPTES RENDUS MATHEMATIQUE, 2006, 343 (10) :679-684