Mean field games systems of first order.
Authors
Publication date
- CARDALIAGUET Pierre
- GRABER Philip jameson
2015
Publication type
Journal Article
Summary
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.
Publisher
EDP Sciences
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