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arXiv · 2109.12611

Discrete Approximation Of Stationary Mean Field Games

Tigran Bakaryan·Diogo Gomes·Héctor Sánchez Morgado
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Abstract

In this paper, we focus on stationary (ergodic) mean-field games (MFGs). These games arise in the study of the long-time behavior of finite-horizon MFGs. Motivated by a prior scheme for Hamilton-Jacobi equations introduced in Aubry-Mather's theory, we introduce a discrete approximation to stationary MFGs. Relying on Kakutani's fixed-point theorem, we prove the existence and uniqueness (up to additive constant) of solutions to the discrete problem. Moreover, we show that the solutions to the discrete problem converge, uniformly in the nonlocal case and weakly in the local case, to the classical solutions of the stationary problem.

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Tigran Bakaryan, Diogo Gomes, Héctor Sánchez Morgado. 2021-09-26. Discrete Approximation Of Stationary Mean Field Games. https://arxiv.org/abs/2109.12611

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