Long time average of mean field games
نویسندگان
چکیده
منابع مشابه
Long time average of mean field games
Mean Field Games models, as developed by J.-M. Lasry and P.-L. Lions, describe, roughly speaking, situations with large number of identical agents taking into account in their strategies the mass of the other co-players. Such model gives rise to a coupled system of PDEs, namely a viscous Hamilton-Jacobi equation for the value function of the average player coupled with a Fokker-Planck equation ...
متن کاملLong Time Average of First Order Mean Field Games and Weak KAM Theory
We show that the long time average of solutions of first order mean field game systems in finite horizon is governed by an ergodic system of mean field game type. The well-posedness of this later system and the uniqueness of the ergodic constant rely on weak KAM theory.
متن کاملMean Field Games
We survey here some recent studies concerning what we call mean-field models by analogy with Statistical Mechanics and Physics. More precisely, we present three examples of our mean-field approach to modelling in Economics and Finance (or other related subjects. . . ). Roughly speaking, we are concerned with situations that involve a very large number of “rational players” with a limited inform...
متن کاملDiscrete mean field games
In this paper we study a mean field model for discrete time, finite number of states, dynamic games. These models arise in situations that involve a very large number of agents moving from state to state according to certain optimality criteria. The mean field approach for optimal control and differential games (continuous state and time) was introduced by Lasry and Lions [LL06a, LL06b, LL07]. ...
متن کاملOn differential games with long-time-average cost
The paper deals with the ergodicity of deterministic zero-sum differential games with longtime-average cost. Some new sufficient conditions are given, as well as a class of games that are not ergodic. In particular, we settle the issue of ergodicity for the simple games whose associated Isaacs equation is a convex-concave eikonal equation. Introduction We consider a nonlinear system in R contro...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Networks and Heterogeneous Media
سال: 2012
ISSN: 1556-1801
DOI: 10.3934/nhm.2012.7.279