The Convergence Problem in Mean Field Games with Neumann Boundary Conditions
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Publication:6135326
Brownian motion (60J65) Smoothness and regularity of solutions to PDEs (35B65) Existence problems for PDEs: global existence, local existence, non-existence (35A01) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02) PDEs in connection with optics and electromagnetic theory (35Q60) (n)-person games, (n>2) (91A06) Stochastic games, stochastic differential games (91A15) Feedback control (93B52) Mean field games (aspects of game theory) (91A16) PDEs in connection with mean field game theory (35Q89)
Abstract: In this article we study the convergence of the Nash Equilibria in a N-player differential game towards the optimal strategies in the Mean Field Games, when the dynamic of the generic player includes a reflection process which guarantees the invariance of the state space. The well-posedness of the Master Equation allows us to use its solution U in order to construct finite dimensional projections, which will converge, in some suitable spaces, to the solution of the Nash system.
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Cited in
(7)- The convergence problem in mean field games with local coupling
- The master equation in a bounded domain with Neumann conditions
- \(N\)-player games and mean-field games with absorption
- Convergence to the mean field game limit: a case study
- Convergence, fluctuations and large deviations for finite state mean field games via the master equation
- On the convergence of open loop Nash equilibria in mean field games with a local coupling
- Uniqueness of solutions in mean field games with several populations and Neumann conditions
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