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Long time average of mean field games

le 17 octobre 2012

14H - Groupe de travail "Applications des Mathématiques"

ENS Rennes Bâtiment Sauvy, Salle 5 (rdc)

Séminaire de Alessio Porretta (Univ. Rome 2) au groupe de travail "Applications des mathématiques"

Lien vers la page Web de l'orateur Résumé : The theory of Mean Field Games was introduced and developed  by J.M. Lasry and P.L. Lions to describe, roughly,  games with large number of indistinguishable players taking into account in their strategies the mass of the other co-players. The  mean field limit gives rise to a coupled system of PDEs, namely a  viscous Hamilton-Jacobi equation for the value function of  the average player coupled with a  Kolmogorov equation for the density of the players.  In  a joint work with P. Cardaliaguet, J.M. Lasry and P.L. Lions we study  the  large time behavior  of  this system in case of periodic setting. I will discuss  the peculiarities of the forward-backward coupling and  some structural features of the system which play a key role in this study.

Recherche - Valorisation
Erwan Faou et Yannick Privat

Mise à jour le 10 octobre 2012