The Convergence Problem in Mean Field Games with Local Coupling

被引：21

作者：

Cardaliaguet, P. ^{[1
]}

机构：

[1] PSL Res Univ, Univ Paris Dauphine, CNRS, F-75016 Paris, France

来源：

APPLIED MATHEMATICS AND OPTIMIZATION | 2017年 / 76卷 / 01期

关键词：

Mean field games; Mean field limit; Differential games; PRINCIPLE;

D O I：

10.1007/s00245-017-9434-0

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The paper studies the convergence, as N tends to infinity, of a system of N coupled Hamilton-Jacobi equations, the Nash system, when the coupling between the players becomes increasingly singular. The limit equation turns out to be a mean field game system with a local coupling.

引用

页码：177 / 215

页数：39

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