Long-Time Behavior of First-Order Mean Field Games on Euclidean Space

被引:10
作者
Cannarsa, Piermarco [1 ]
Cheng, Wei [2 ]
Mendico, Cristian [1 ]
Wang, Kaizhi [3 ]
机构
[1] Univ Roma Tor Vergata, Dipartimento Matemat, Rome, Italy
[2] Nanjing Univ, Dept Math, Nanjing 210093, Peoples R China
[3] Shanghai Jiao Tong Univ, Sch Math Sci, Shanghai 200240, Peoples R China
基金
中国国家自然科学基金;
关键词
Mean field games; Weak KAM theory; Long-time behavior; Viscosity solutions; WEAK KAM THEOREM;
D O I
10.1007/s13235-019-00321-3
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
The aim of this paper is to study the long-time behavior of solutions to deterministic mean field games systems on Euclidean space. This problem was addressed on the torus Tnin Cardaliaguet (Dyn Games Appl 3:473-488, 2013), where solutions are shown to converge to the solution of a certain ergodic mean field games system on Tn By adapting the approach in Fathi and Maderna (Nonlinear Differ Equ Appl NoDEA 14:1-27, 2007), we identify structural conditions on the Lagrangian, under which the corresponding ergodic system can be solved in Rn Then, we show that time-dependent solutions converge to the solution of such a stationary system on all compact subsets of the whole space.
引用
收藏
页码:361 / 390
页数:30
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