Ergodic behavior of control and mean field games problems depending on acceleration
From MaRDI portal
Publication:1995023
Abstract: The goal of this paper is to study the long time behavior of solutions of the first-order mean field game (MFG) systems with a control on the acceleration. The main issue for this is the lack of small time controllability of the problem, which prevents to define the associated ergodic mean field game problem in the standard way. To overcome this issue, we first study the long-time average of optimal control problems with control on the acceleration: we prove that the time average of the value function converges to an ergodic constant and represent this ergodic constant as a minimum of a Lagrangian over a suitable class of closed probability measure. This characterization leads us to define the ergodic MFG problem as a fixed-point problem on the set of closed probability measures. Then we also show that this MFG ergodic problem has at least one solution, that the associated ergodic constant is unique under the standard mono-tonicity assumption and that the time-average of the value function of the time-dependent MFG problem with control of acceleration converges to this ergodic constant.
Recommendations
- Deterministic mean field games with control on the acceleration
- Deterministic mean field games with control on the acceleration and state constraints
- A singular perturbation problem for mean field games of acceleration: application to mean field games of control
- Mean field games and mean field type control theory
- On quasi-stationary Mean Field Games of Controls
- Mean-field limit for a class of stochastic ergodic control problems
- Mean field games of controls: finite difference approximations
- Mean field games of controls: on the convergence of Nash equilibria
- Mean field games of controls: propagation of monotonicities
- An ergodic problem for Mean Field Games: qualitative properties and numerical simulations
Cites work
- A uniform Tauberian theorem in optimal control
- A variational approach to the mean field planning problem
- Ergodic problem for the Hamilton-Jacobi-Bellman equation. II
- Ergodic Problems in Differential Games
- Ergodicity of Hamilton-Jacobi equations with a noncoercive nonconvex Hamiltonian in \(\mathbb R^2/\mathbb Z^2\)
- Ergodicity, stabilization, and singular perturbations for Bellman-Isaacs equations
- Gradient flows in metric spaces and in the space of probability measures
- Homogenization and enhancement for the \(G\)-equation
- scientific article; zbMATH DE number 1909499 (Why is no real title available?)
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized \varepsilon-Nash Equilibria
- Large-time asymptotics for one-dimensional Dirichlet problems for Hamilton-Jacobi equations with noncoercive Hamiltonians
- Long time average of first order mean field games and weak KAM theory
- Long time average of mean field games
- Long time average of mean field games with a nonlocal coupling
- Long time behavior of the master equation in mean field game theory
- Long-time behavior of first-order mean field games on Euclidean space
- Mean field games
- Mean field games and mean field type control theory
- Mean field games. I: The stationary case
- Mean field games. II: Finite horizon and optimal control
- Mild and weak solutions of mean field game problems for linear control systems
- On a Representation of the Limit Occupational Measures Set of a Control System with Applications to Singularly Perturbed Control Systems
- On ergodic stochastic control
- On representation formulas for long run averaging optimal control problem
- Periodic homogenization of the inviscid G-equation for incompressible flows
- Regularity theory for mean-field game systems
- Semiconcave functions, Hamilton-Jacobi equations, and optimal control
- Some homogenization results for non-coercive Hamilton-Jacobi equations
- The value function of singularly perturbed control systems
- Théorème KAM faible et théorie de Mather sur les systèmes lagrangiens
- Uniform Tauberian theorem in differential games
Cited in
(16)- Asymptotic analysis for Hamilton-Jacobi-Bellman equations on Euclidean space
- Deterministic mean field games with control on the acceleration
- A variational approach to first order kinetic mean field games with local couplings
- On solutions of mean field games with ergodic cost
- Ergodic control of McKean-Vlasov SDEs and associated Bellman equation
- A singular perturbation problem for mean field games of acceleration: application to mean field games of control
- Continuous‐time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations
- Long-time behavior of deterministic mean field games with nonmonotone interactions
- Time periodic solutions of first order mean field games from the perspective of Mather theory
- Approximation of deterministic mean field games with control-affine dynamics
- The exponential turnpike phenomenon for mean field game systems: weakly monotone drifts and small interactions
- Aurby-Mather theory for optimal control systems with nonholonomic constraints
- A note on existence and asymptotic behavior of Lagrangian equilibria for first-order optimal-exit mean field games
- Analysis of the vanishing discount limit for optimal control problems in continuous and discrete time
- Asymptotic properties of non-coercive Hamiltonians with drift
- Long-term average impulse control with mean field interactions
This page was built for publication: Ergodic behavior of control and mean field games problems depending on acceleration
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1995023)
