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 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 order system whose effective operators are defined through a cell problem which is a 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