English

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}
}

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36 pages