Weak KAM theory for potential MFG.

Authors
Publication date
2020
Publication type
Journal Article
Summary We develop the counterpart of weak KAM theory for potential mean field games. This allows to describe the long time behavior of time-dependent potential mean field game systems. Our main result is the existence of a limit, as time tends to infinity, of the value function of an optimal control problem stated in the space of measures. In addition, we show a mean field limit for the ergodic constant associated with the corresponding Hamilton-Jacobi equation.
Publisher
Elsevier BV
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