The Convergence Problem in Mean Field Games with Local Coupling
The Convergence Problem in Mean Field Games with Local Coupling
复制标题
局部耦合平均场博弈的收敛问题
DOI：
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发表时间：
2016
影响因子：
1.8
通讯作者：
P. Cardaliaguet
中科院分区：
文献类型：
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作者：
P. Cardaliaguet
本文研究了当参与者之间的耦合变得越来越奇异时，N个耦合的Hamilton-Jacobi方程组，即Nash系统，当N趋于无穷大时的收敛问题。极限方程是一个具有局部耦合的平均场博弈系统。
The paper studies the convergence, as N tends to infinity, of a system of N coupled Hamilton–Jacobi equations, the Nash system, when the coupling between the players becomes increasingly singular. The limit equation turns out to be a mean field game system with a local coupling.