On the convergence of finite state mean-field games through Gamma-convergence

by R. Ferreira, D. Gomes
Refereed Journals Year: 2014

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.

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.

ISSN:

2014

Keywords

Finite state mean-field games Gamma-convergence calculus of variations