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

DOI10.1007/S13235-019-00321-3zbMATH Open1443.91043arXiv1809.09057OpenAlexW2890024345WikidataQ127438300 ScholiaQ127438300MaRDI QIDQ778083FDOQ778083

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)

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.

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

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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)

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Cited In (12)

• Ergodic behavior of control and mean field games problems depending on acceleration
• A Discrete Weak KAM Method for First-Order Stationary Mean Field Games
• Long-time behavior of deterministic mean field games with nonmonotone interactions
• Long time average of mean field games
• Asymptotic analysis for Hamilton-Jacobi-Bellman equations on Euclidean space
• Existence of solutions to contact mean-field games of first order
• Sobolev regularity for first order mean field games
• Time periodic solutions of first order mean field games from the perspective of Mather theory
• The distance function in the presence of an obstacle
• Weak KAM approach to first-order mean field games with state constraints
• A singular perturbation problem for mean field games of acceleration: application to mean field games of control
• Stationary equilibria and their stability in a Kuramoto MFG with strong interaction

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