Dimension reduction techniques in deterministic mean field games

DOI10.1080/03605302.2021.1998911MaRDI QIDQ5074360zbMATH OpenOpenAlexFDO

Authors J.-M. Lasry, P.-L. Lions, Benjamin Seeger

Publication date 9 May 2022

Published in Communications in Partial Differential Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2105.02718

zbMATH Keywords

dimension reductionmean field gamessmall noise expansion

Mathematics Subject Classification ID

Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)

Abstract: We present examples of equations arising in the theory of mean field games that can be reduced to a system in smaller dimensions. Such examples come up in certain applications, and they can be used as modeling tools to numerically approximate more complicated problems. General conditions that bring about reduction phenomena are presented in both the finite and infinite state-space cases. We also compare solutions of equations with noise with their reduced versions in a small-noise expansion.

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Cites work

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Cited in

(6)

• Global well-posedness of displacement monotone degenerate mean field games master equations
• Generic properties of first-order mean field games
• Hyperplane Separation Technique for Multidimensional Mean-Payoff Games
• On some mean field games and master equations through the lens of conservation laws
• Linear and nonlinear transport equations with coordinate-wise increasing velocity fields
• On monotonicity conditions for mean field games

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