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arXiv · 2111.11972

A semi-discrete approximation for first-order stationary mean field games

Renato Iturriaga·Kaizhi Wang
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Abstract

We provide an approximation scheme for first-order stationary mean field games with a separable Hamiltonian. First, we discretize Hamilton-Jacobi equations by discretizing in time, and then prove the existence of minimizing holonomic measures for mean field games. At last, we obtain two sequences of solutions $\{u_i\}$ of discrete Hamilton-Jacobi equations and minimizing holonomic measures $\{m_i\}$ for mean field games and show that $(u_i,m_i)$ converges to a solution of the stationary mean field games.

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Renato Iturriaga, Kaizhi Wang. 2021-11-23. A semi-discrete approximation for first-order stationary mean field games. https://arxiv.org/abs/2111.11972

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