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

Handle URI:
http://hdl.handle.net/10754/563769
Title:
On the convergence of finite state mean-field games through Γ-convergence
Authors:
Ferreira, Rita C.; Gomes, Diogo A. ( 0000-0002-3129-3956 )
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. © 2014 Elsevier Inc.
KAUST Department:
Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division; Applied Mathematics and Computational Science Program
Publisher:
Elsevier BV
Journal:
Journal of Mathematical Analysis and Applications
Issue Date:
Oct-2014
DOI:
10.1016/j.jmaa.2014.02.044
Type:
Article
ISSN:
0022247X
Sponsors:
R. Ferreira was supported partially by the Fundacao para a Ciencia e a Tecnologia (Portuguese Foundation for Science and Technology) through grants SFRH/BPD/81442/2011 and PEst-OE/MAT/UIO297/2011 (CMA).Comes was supported partially by CAMGSD-LARSys through FCT and by grants PTDC/MAT-CAL/0749/2012, UTACMU/MAT/0007/2009, PTDC/MAT/114397/2009, and UTAustin/MAT/0057/2008.
Appears in Collections:
Articles; Applied Mathematics and Computational Science Program; Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division

Full metadata record

DC FieldValue Language
dc.contributor.authorFerreira, Rita C.en
dc.contributor.authorGomes, Diogo A.en
dc.date.accessioned2015-08-03T12:09:31Zen
dc.date.available2015-08-03T12:09:31Zen
dc.date.issued2014-10en
dc.identifier.issn0022247Xen
dc.identifier.doi10.1016/j.jmaa.2014.02.044en
dc.identifier.urihttp://hdl.handle.net/10754/563769en
dc.description.abstractIn 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. © 2014 Elsevier Inc.en
dc.description.sponsorshipR. Ferreira was supported partially by the Fundacao para a Ciencia e a Tecnologia (Portuguese Foundation for Science and Technology) through grants SFRH/BPD/81442/2011 and PEst-OE/MAT/UIO297/2011 (CMA).Comes was supported partially by CAMGSD-LARSys through FCT and by grants PTDC/MAT-CAL/0749/2012, UTACMU/MAT/0007/2009, PTDC/MAT/114397/2009, and UTAustin/MAT/0057/2008.en
dc.publisherElsevier BVen
dc.subjectFinite state mean-field gamesen
dc.subjectΓ-convergenceen
dc.titleOn the convergence of finite state mean-field games through Γ-convergenceen
dc.typeArticleen
dc.contributor.departmentComputer, Electrical and Mathematical Sciences and Engineering (CEMSE) Divisionen
dc.contributor.departmentApplied Mathematics and Computational Science Programen
dc.identifier.journalJournal of Mathematical Analysis and Applicationsen
dc.contributor.institutionCenter for Mathematical Analysis, Geometry, and Dynamical Systems, Instituto Superior Técnico, 1049-001 Lisboa, Portugalen
dc.contributor.institutionCentro de Matemática e Aplicações of the F.C.T-U.N.L., Quinta da Torre, 2829-516 Caparica, Portugalen
kaust.authorGomes, Diogo A.en
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