English

Homogenization of a mean field game system in the small noise limit

Analysis of PDEs 2024-03-12 v2

Abstract

This paper concerns the simultaneous effect of homogenization and of the small noise limit for a 2nd2^{\textrm {nd}} order mean field games (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 1st1^{\textrm {st}} order system whose effective operators are defined through a cell problem which is a 2nd2^{\textrm {nd}} order system of ergodic MFG type. We provide several properties of the effective operators and we show that in general the effective system looses the MFG structure.

Keywords

Cite

@article{arxiv.1602.08520,
  title  = {Homogenization of a mean field game system in the small noise limit},
  author = {Annalisa Cesaroni and Nicolas Dirr and Claudio Marchi},
  journal= {arXiv preprint arXiv:1602.08520},
  year   = {2024}
}

Comments

Corrected version, we eliminate a Proposition (7.5) which was false, without affecting the final result