期刊
NETWORKS AND HETEROGENEOUS MEDIA
卷 7, 期 2, 页码 279-301出版社
AMER INST MATHEMATICAL SCIENCES-AIMS
DOI: 10.3934/nhm.2012.7.279
关键词
Mean Field Games; large time behavior; ergodic problem
资金
- Agence Nationale de la Recherche [ANR JEUDY, ANR-10-BLAN 0112]
We consider a model of mean field games system defined on a time interval [0, T] and investigate its asymptotic behavior as the horizon T tends to infinity. We show that the system, rescaled in a suitable way, converges to a stationary ergodic mean field game. The convergence holds with exponential rate and relies on energy estimates and the Hamiltonian structure of the system.
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