The Convergence Problem in Mean Field Games with Neumann Boundary Conditions
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Existence problems for PDEs: global existence, local existence, non-existence (35A01) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02) Smoothness and regularity of solutions to PDEs (35B65) PDEs in connection with optics and electromagnetic theory (35Q60) PDEs in connection with mean field game theory (35Q89) Brownian motion (60J65) (n)-person games, (n>2) (91A06) Stochastic games, stochastic differential games (91A15) Mean field games (aspects of game theory) (91A16) Feedback control (93B52)
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
(11)- \(N\)-player games and mean-field games with absorption
- The convergence problem in mean field games with local coupling
- Convergence, fluctuations and large deviations for finite state mean field games via the master equation
- Convergence to the mean field game limit: a case study
- 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
- The master equation in a bounded domain with Neumann conditions
- Time dependent first-order mean field games with Neumann boundary conditions
- Degenerate mean field type control with linear and unbounded diffusion, and their associated equations
- Forward-forward mean field games in mathematical modeling with application to opinion formation and voting models
- A second-order mean field games model with controlled diffusion
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