Mean field games systems of first order
Mean field games systems of first order
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一阶平均场博弈系统
DOI：
10.1051/cocv/2014044
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发表时间：
2014
期刊：
影响因子：
--
通讯作者：
P. J. Graber
中科院分区：
文献类型：
--
作者：
P. Cardaliaguet;P. J. Graber
本文考虑了在确定性极限下具有局部耦合的平均场对策系统。在一般的结构条件下，证明了弱解的存在唯一性，并将其刻画为Hamilton-Jacobi方程和连续性方程的最优控制的最小解.我们还证明了该解决方案收敛于在长时间平均的解决方案相关联的遍历问题。
We consider a system of mean field games with local coupling in the deterministic limit. Under general structure conditions on the Hamiltonian and coupling, we prove existence and uniqueness of the weak solution, characterizing this solution as the minimizer of some optimal control of Hamilton-Jacobi and continuity equations. We also prove that this solution converges in the long time average to the solution of the associated ergodic problem.