Long-time behavior of first-order mean field games on Euclidean space

DOI10.1007/S13235-019-00321-3MaRDI QIDQ778083zbMATH OpenOpenAlexWikidataFDO

Authors Piermarco Cannarsa, Wei Cheng, Cristian Mendico, Kaizhi Wang

Publication date 30 June 2020

Published in Dynamic Games and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1809.09057

zbMATH Keywords

long-time behaviormean field gamesviscosity solutionsweak KAM theory

Mathematics Subject Classification ID

PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Mean field games (aspects of game theory) (91A16)

Abstract: The aim of this paper is to study the long time behavior of solutions to deterministic mean field games systems on Euclidean space. This problem was addressed on the torus ${mathbbT}^n$ in [P. Cardaliaguet, {it Long time average of first order mean field games and weak KAM theory}, Dyn. Games Appl. 3 (2013), 473-488], where solutions are shown to converge to the solution of a certain ergodic mean field games system on ${mathbbT}^n$. By adapting the approach in [A. Fathi, E. Maderna, {it Weak KAM theorem on non compact manifolds}, NoDEA Nonlinear Differential Equations Appl. 14 (2007), 1-27], we identify structural conditions on the Lagrangian, under which the corresponding ergodic system can be solved in $mathbb{R}^n$. Then we show that time dependent solutions converge to the solution of such a stationary system on all compact subsets of the whole space.

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Cited in

(17)

• Sobolev regularity for first order mean field games
• Long time average of mean field games
• Ergodic behavior of control and mean field games problems depending on acceleration
• The distance function in the presence of an obstacle
• Asymptotic analysis for Hamilton-Jacobi-Bellman equations on Euclidean space
• Existence of solutions to contact mean-field games of first order
• On the long time convergence of potential MFG
• Long time average of first order mean field games and weak KAM theory
• Weak KAM approach to first-order mean field games with state constraints
• Stationary equilibria and their stability in a Kuramoto MFG with strong interaction
• Regularity and Long Time Behavior of One-Dimensional First-Order Mean Field Games and the Planning Problem
• A Discrete Weak KAM Method for First-Order Stationary Mean Field Games
• A singular perturbation problem for mean field games of acceleration: application to mean field games of control
• 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
• Learning surrogate potential mean field games via Gaussian processes: a data-driven approach to ill-posed inverse problems
• Mean-field games for harvesting problems: uniqueness, long-time behaviour and weak KAM theory

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