The Convergence Problem in Mean Field Games with Neumann Boundary Conditions
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Publication:6135326
DOI10.1137/22M1479075zbMATH Open1522.35513arXiv2203.07882OpenAlexW4385577211MaRDI QIDQ6135326FDOQ6135326
Authors: Michele Ricciardi 
Publication date: 24 August 2023
Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/2203.07882
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