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arXiv 1908.06485math.AP
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一类一阶平稳平均场对策的选择问题

The selection problem for some first-order stationary mean-field games

Diogo A. Gomes, Hiroyoshi Mitake, Kengo Terai

摘要:

在这里,我们研究了具有二次哈密顿量的消失折扣MFG问题解的存在性和收敛性。我们给出了折扣问题有唯一经典解的条件,并证明了在常数下消失折扣极限收敛到唯一解。然后,我们建立了改进的渐近极限。当这些条件不成立时,极限问题可能没有唯一的解,并且它的解可能不光滑,正如我们在一个初等例子中所示。最后,我们研究了正则弱解的稳定性和选择问题。利用Aubry-Mather理论的思想,我们建立了极限的选择准则。

英文摘要:

Here, we study the existence and the convergence of solutions for the vanishing discount MFG problem with a quadratic Hamiltonian. We give conditions under which the discounted problem has a unique classical solution and prove convergence of the vanishing-discount limit to a unique solution up to constants. Then, we establish refined asymptotics for the limit. When those conditions do not hold, the limit problem may not have a unique solution and its solutions may not be smooth, as we illustrate in an elementary example. Finally, we investigate the stability of regular weak solutions and address the selection problem. Using ideas from Aubry-Mather theory, we establish a selection criterion for the limit.

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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