1. Weak KAM Approach to First-Order Mean Field Games with State Constraints.
- Author
-
Cannarsa, Piermarco, Cheng, Wei, Mendico, Cristian, and Wang, Kaizhi
- Subjects
EQUATIONS of state ,HAMILTON-Jacobi equations ,TIME perspective ,GAMES - Abstract
We study the asymptotic behavior of solutions to the constrained MFG system as the time horizon T goes to infinity. For this purpose, we analyze first Hamilton–Jacobi equations with state constraints from the viewpoint of weak KAM theory, constructing a Mather measure for the associated variational problem. Using these results, we show that a solution to the constrained ergodic mean field games system exists and the ergodic constant is unique. Finally, we prove that any solution of the first-order constrained MFG problem on [0, T] converges to the solution of the ergodic system as T goes to infinity. [ABSTRACT FROM AUTHOR]
- Published
- 2023
- Full Text
- View/download PDF