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arXiv · 2203.07882

The Convergence Problem in Mean Field Games with Neumann Boundary Conditions

Michele Ricciardi
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Abstract

In this article we study the convergence of the Nash Equilibria in a N-player differential game towards the optimal strategies in the Mean Field Games, when the dynamic of the generic player includes a reflection process which guarantees the invariance of the state space. The well-posedness of the Master Equation allows us to use its solution U in order to construct finite dimensional projections, which will converge, in some suitable spaces, to the solution of the Nash system.

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Michele Ricciardi. 2022-03-15. The Convergence Problem in Mean Field Games with Neumann Boundary Conditions. https://arxiv.org/abs/2203.07882

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