Homogenization of the backward-forward mean-field games systems in periodic environments
DOI10.4171/RLM/912zbMath1467.35036arXiv1909.01250MaRDI QIDQ2039119
Pierre-Louis Lions, Panagiotis E. Souganidis
Publication date: 2 July 2021
Published in: Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Serie IX. Rendiconti Lincei. Matematica e Applicazioni (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1909.01250
small noise limitperiodic homogenizationmean-field gamesergodic problemback-forward systemstwo-scale weak convergence
Asymptotic behavior of solutions to PDEs (35B40) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Second-order parabolic systems (35K40) Quasilinear parabolic equations (35K59) Mean field games (aspects of game theory) (91A16)
Related Items (1)
Cites Work
- Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis
- A long-term mathematical model for mining industries
- Mean field games. I: The stationary case
- Mean field games. II: Finite horizon and optimal control
- Mean field games
- Large investor trading impacts on volatility
- Long time average of mean field games
- An invariance principle in large population stochastic dynamic games
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Homogenization of degenerate second-order PDE in periodic and almost periodic environments and applications
- Extended mean-field games
- Probabilistic Analysis of Mean-Field Games
- Partial differential equation models in macroeconomics
- Mean Field Games and Applications
- Homogenization of a Mean Field Game System in the Small Noise Limit
- Homogenization and Two-Scale Convergence
- A General Convergence Result for a Functional Related to the Theory of Homogenization
- The Dynamics of Inequality
- Homogenization of Transport Equations: Weak Mean Field Approximation
- The NCE (Mean Field) Principle With Locality Dependent Cost Interactions
- Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria
- Probabilistic Theory of Mean Field Games with Applications I
- Probabilistic Theory of Mean Field Games with Applications II
- Nash Equilibria for Large-Population Linear Stochastic Systems of Weakly Coupled Agents
This page was built for publication: Homogenization of the backward-forward mean-field games systems in periodic environments
