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Article Dans Une Revue Networks and Heterogeneous Media Année : 2012

A semi-discrete in time approximation for a model 1st order-finite horizon mean field game problem

Résumé

In this article we consider a model first order mean field game problem, introduced by J.M. Lasry and P.L. Lions in [17]. Its solution (v;m) can be obtained as the limit of the solutions of the second order mean field game problems, when the noise parameter tends to zero (see [17]). We propose a semi-discrete infitime approximation of the system and, under natural assumptions, we prove that it is well posed and that it converges to (v;m) when the discretization parameter tends to zero.
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Dates et versions

hal-00659171 , version 1 (12-01-2012)

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Fabio Camilli, Francisco J. Silva. A semi-discrete in time approximation for a model 1st order-finite horizon mean field game problem. Networks and Heterogeneous Media, 2012, 7 (2), pp.263 - 277. ⟨10.3934/nhm.2012.7.263⟩. ⟨hal-00659171⟩
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