Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4615912 | Journal of Mathematical Analysis and Applications | 2014 | 20 Pages |
Abstract
In this study, we consider the long-term convergence (trend toward an equilibrium) of finite state mean-field games using Γ-convergence. Our techniques are based on the observation that an important class of mean-field games can be viewed as the Euler–Lagrange equation of a suitable functional. Therefore, using a scaling argument, one can convert a long-term convergence problem into a Γ-convergence problem. Our results generalize previous results related to long-term convergence for finite state problems.
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Physical Sciences and Engineering
Mathematics
Analysis
Authors
Rita Ferreira, Diogo A. Gomes,