The convergence problem in mean field games with a local coupling
Optimization and Control
2017-10-12 v2
Abstract
The paper studies the convergence, as tends to infinity, of a system of coupled Hamilton-Jacobi equations (the Nash system) when the coupling between the players becomes increasingly singular. The limit equation is a mean field game system with local coupling.
Keywords
Cite
@article{arxiv.1610.06410,
title = {The convergence problem in mean field games with a local coupling},
author = {P Cardaliaguet},
journal= {arXiv preprint arXiv:1610.06410},
year = {2017}
}