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- W2785285188 abstract "This paper is devoted to some qualitative descriptions and some numerical results for ergodic Mean Field Games systems which arise, e.g., in the homogenization with a small noise limit. We shall consider either power type potentials or logarithmic type ones. In both cases, we shall establish some qualitative properties of the effective Hamiltonian $bar H$ and of the effective drift $bar b$. In particular we shall provide two cases where the effective system keeps/looses the Mean Field Games structure, namely where $nabla_P bar H(P,alpha)$ coincides or not with $bar b(P, alpha)$. On the other hand, we shall provide some numerical tests validating the aforementioned qualitative properties of $bar H$ and $bar b$. In particular, we provide a numerical estimate of the discrepancy $nabla_P bar H(P,alpha)-bar b(P, alpha)$." @default.
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- W2785285188 date "2018-01-26" @default.
- W2785285188 modified "2023-09-27" @default.
- W2785285188 title "An Ergodic Problem for Mean Field Games: Qualitative Properties and Numerical Simulations" @default.
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