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- W4287815090 abstract "We study the asymptotic behavior of solutions to the constrained MFG system as the time horizon $T$ goes to infinity. For this purpose, we analyze first Hamilton-Jacobi equations with state constraints from the viewpoint of weak KAM theory, constructing a Mather measure for the associated variational problem. Using these results, we show that a solution to the constrained ergodic mean field games system exists and the ergodic constant is unique. Finally, we prove that any solution of the first-order constrained MFG problem on $[0,T]$ converges to the solution of the ergodic system as $T to +infty$." @default.
- W4287815090 created "2022-07-26" @default.
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- W4287815090 date "2020-04-14" @default.
- W4287815090 modified "2023-09-26" @default.
- W4287815090 title "Weak KAM approach to first-order Mean Field Games with state constraints" @default.
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