Long time average of mean field games

Pierre Cardaliaguet; Jean-Michel Lasry; Pierre-Louis Lions; Alessio Porretta; Pierre Cardaliaguet; Jean-Michel Lasry; Pierre-Louis Lions; Alessio Porretta

doi:10.3934/nhm.2012.7.279

Networks and Heterogeneous Media

2012, Volume 7, Issue 2: 279-301. doi: 10.3934/nhm.2012.7.279

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Long time average of mean field games

1.
Ceremade, Université Paris-Dauphine, Place du Maréchal de Lattre de Tassigny, 75775 Paris cedex 16
2.
56 Rue d'Assas, 75006 Paris
3.
Dipartimento di Matematica, Università di Roma Tor Vergata, Via della Ricerca Scientica 1, 00133 Roma

Received: 01 November 2011 Revised: 01 March 2012
Primary: 35B40; Secondary: 35K55.

We consider a model of mean field games system defined on a time interval $[0,T]$ and investigate its asymptotic behavior as the horizon $T$ tends to infinity. We show that the system, rescaled in a suitable way, converges to a stationary ergodic mean field game. The convergence holds with exponential rate and relies on energy estimates and the Hamiltonian structure of the system.
- Mean Field Games,
- large time behavior,
- ergodic problem
Citation: Pierre Cardaliaguet, Jean-Michel Lasry, Pierre-Louis Lions, Alessio Porretta. Long time average of mean field games[J]. Networks and Heterogeneous Media, 2012, 7(2): 279-301. doi: 10.3934/nhm.2012.7.279

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Abstract

We consider a model of mean field games system defined on a time interval $[0,T]$ and investigate its asymptotic behavior as the horizon $T$ tends to infinity. We show that the system, rescaled in a suitable way, converges to a stationary ergodic mean field game. The convergence holds with exponential rate and relies on energy estimates and the Hamiltonian structure of the system.

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