{"title":"Long-Time Behavior of Deterministic Mean Field Games with Nonmonotone Interactions","authors":"Martino Bardi, Hicham Kouhkouh","doi":"10.1137/23m1608100","DOIUrl":null,"url":null,"abstract":"SIAM Journal on Mathematical Analysis, Volume 56, Issue 4, Page 5079-5098, August 2024. <br/> Abstract. We consider deterministic mean field games (MFGs) in all Euclidean space with a cost functional continuous with respect to the distribution of the agents and attaining its minima in a compact set. We first show that the static MFG with such a cost has an equilibrium, and we build from it a solution of the ergodic MFG system of first order PDEs with the same cost. Next we address the long-time limit of the solutions to finite horizon MFGs with cost functional satisfying various additional assumptions, but not the classical Lasry–Lions monotonicity condition. Instead we assume that the cost has the same set of minima for all measures describing the population. We prove the convergence of the distribution of the agents and of the value function to a solution of the ergodic MFG system as the horizon of the game tends to infinity, extending to this class of MFGs some results of weak KAM theory.","PeriodicalId":51150,"journal":{"name":"SIAM Journal on Mathematical Analysis","volume":null,"pages":null},"PeriodicalIF":2.2000,"publicationDate":"2024-07-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"SIAM Journal on Mathematical Analysis","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1137/23m1608100","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
引用次数: 0
Abstract
SIAM Journal on Mathematical Analysis, Volume 56, Issue 4, Page 5079-5098, August 2024. Abstract. We consider deterministic mean field games (MFGs) in all Euclidean space with a cost functional continuous with respect to the distribution of the agents and attaining its minima in a compact set. We first show that the static MFG with such a cost has an equilibrium, and we build from it a solution of the ergodic MFG system of first order PDEs with the same cost. Next we address the long-time limit of the solutions to finite horizon MFGs with cost functional satisfying various additional assumptions, but not the classical Lasry–Lions monotonicity condition. Instead we assume that the cost has the same set of minima for all measures describing the population. We prove the convergence of the distribution of the agents and of the value function to a solution of the ergodic MFG system as the horizon of the game tends to infinity, extending to this class of MFGs some results of weak KAM theory.
期刊介绍：
SIAM Journal on Mathematical Analysis (SIMA) features research articles of the highest quality employing innovative analytical techniques to treat problems in the natural sciences. Every paper has content that is primarily analytical and that employs mathematical methods in such areas as partial differential equations, the calculus of variations, functional analysis, approximation theory, harmonic or wavelet analysis, or dynamical systems. Additionally, every paper relates to a model for natural phenomena in such areas as fluid mechanics, materials science, quantum mechanics, biology, mathematical physics, or to the computational analysis of such phenomena.
Submission of a manuscript to a SIAM journal is representation by the author that the manuscript has not been published or submitted simultaneously for publication elsewhere.
Typical papers for SIMA do not exceed 35 journal pages. Substantial deviations from this page limit require that the referees, editor, and editor-in-chief be convinced that the increased length is both required by the subject matter and justified by the quality of the paper.
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