Long time average of mean field games with a nonlocal coupling
P Cardaliaguet, JM Lasry, PL Lions, A Porretta - SIAM Journal on Control and …, 2013 - SIAM
P Cardaliaguet, JM Lasry, PL Lions, A Porretta
SIAM Journal on Control and Optimization, 2013•SIAMWe study the long time average, as the time horizon tends to infinity, of the solution of a
mean field game system with a nonlocal coupling. We show an exponential convergence to
the solution of the associated stationary ergodic mean field game. Proofs rely on
semiconcavity estimates and smoothing properties of the linearized system.
mean field game system with a nonlocal coupling. We show an exponential convergence to
the solution of the associated stationary ergodic mean field game. Proofs rely on
semiconcavity estimates and smoothing properties of the linearized system.
We study the long time average, as the time horizon tends to infinity, of the solution of a mean field game system with a nonlocal coupling. We show an exponential convergence to the solution of the associated stationary ergodic mean field game. Proofs rely on semiconcavity estimates and smoothing properties of the linearized system.
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