Corpus ID: 237940331

Discrete Approximation Of Stationary Mean Field Games

  title={Discrete Approximation Of Stationary Mean Field Games},
  author={Tigran K. Bakaryan and Diogo A. Gomes and H'ector S'anchez Morgado},
Abstract. In this paper, we focus on stationary (ergodic) mean-field games (MFGs). These games arise in the study of the long-time behavior of finite-horizon MFGs. Motivated by a prior scheme for Hamilton–Jacobi equations introduced in Aubry–Mather’s theory, we introduce a discrete approximation to stationary MFGs. Relying on Kakutani’s fixed-point theorem, we prove the existence and uniqueness (up to additive constant) of solutions to the discrete problem. Moreover, we show that the solutions… Expand


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