On the convergence of finite state mean-field games through Gamma-convergence
Bibliography:
Bibliography
R. Ferreira and D. Gomes, On the convergence of finite state mean-field games through Gamma-convergence. J. Math. Anal. Appl. 418 (2014), no. 1, 211–230.
Authors:
R. Ferreira and D. Gomes
Keywords:
Finite state mean-field games, Gamma-convergence, calculus of variations
Abstract:
In this paper we study the long time convergence (trend to equilibrium problem) for finite state mean-field games using Gamma-convergence. Our
techniques are based upon the observation that an important class of mean-field games can be seen as the Euler-Lagrange equation of a suitable
functional. Therefore, by a scaling argument, one can convert the long time convergence problem into a Gamma-convergence problem. Our results
generalize previous results on long-time convergence for finite state problems.
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