Two-scale homogenization of a stationary mean-field game
Analysis of PDEs
2019-05-07 v1
Abstract
In this paper, we characterize the asymptotic behavior of a first-order stationary mean-field game (MFG) with a logarithm coupling, a quadratic Hamiltonian, and a periodically oscillating potential. This study falls into the realm of the homogenization theory, and our main tool is the two-scale convergence. Using this convergence, we rigorously derive the two-scale homogenized and the homogenized MFG problems, which encode the so-called macroscopic or effective behavior of the original oscillating MFG. Moreover, we prove existence and uniqueness of the solution to these limit problems.
Keywords
Cite
@article{arxiv.1905.02046,
title = {Two-scale homogenization of a stationary mean-field game},
author = {Rita Ferreira and Diogo Gomes and Xianjin Yang},
journal= {arXiv preprint arXiv:1905.02046},
year = {2019}
}
Comments
36 pages