Name
Abstract | ||
|---|---|---|
This paper concerns the simultaneous effect of homogenization and of the small noise limit for a second order mean field game (MFG) system with local coupling and quadratic Hamiltonian. We show under some additional assumptions that the solutions of our system converge to a solution of an effective first order system whose effective operators are defined through a cell problem which is a second order system of ergodic MFG type. We provide several properties of the effective operators, and we show that in general the effective system loses the MFG structure. |
Year | DOI | Venue |
|---|---|---|
2016 | 10.1137/16M1063459 | SIAM JOURNAL ON MATHEMATICAL ANALYSIS |
Keywords | Field | DocType |
mean field games,periodic homogenization,small noise limit,ergodic problem,weak convergence | Mathematical optimization,Weak convergence,Coupling,Second-order logic,Hamiltonian (quantum mechanics),Mathematical analysis,Homogenization (chemistry),Ergodic theory,Quadratic equation,Operator (computer programming),Mathematics | Journal |
Volume | Issue | ISSN |
48 | 4 | 0036-1410 |
Citations | PageRank | References |
0 | 0.34 | 3 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Annalisa Cesaroni | 1 | 16 | 4.71 |
| Nicolas Dirr | 2 | 4 | 3.26 |
| claudio marchi | 3 | 4 | 1.54 |