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arXiv 1804.03090physics.soc-phcond-mat.stat-mech
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弱噪声极限下的平均场博弈:Fokker-Planck方程的WKB方法

Mean Field Games in the weak noise limit : A WKB approach to the Fokker-Planck equation

Thibault Bonnemain, Denis Ullmo

摘要:

受平均场博弈玩具模型“研讨会问题”研究的启发,我们考虑了特定漂移场的小噪声状态下的Fokker-Planck方程。这使我们有机会讨论WKB方法“a la Maslov”在扩散问题中的应用,从而可以以一种特别透明的方式直接解决时间依赖问题。

英文摘要:

Motivated by the study of a Mean Field Game toy model called the "seminar problem", we consider the Fokker-Planck equation in the small noise regime for a specific drift field. This gives us the opportunity to discuss the application to diffusion problem of the WKB approach "a la Maslov", making it possible to solve directly the time dependant problem in an especially transparent way.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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