On the Turnpike Property for Mean Field Games

Alessio Porretta

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On the Turnpike Property for Mean Field Games

机译：在高速公路属性的意思是场游戏

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摘要

We consider the behavior of mean field games systems in the long horizon, under the assumption of monotonicity of the coupling term. Assuming that the Hamiltonian is globally Lipschitz and locally uniformly convex, we show that the time dependent solution is exponentially close to the ergodic stationary state in the long intermediate stages. This is evidence of the so-called exponential turnpike property for optimal control problems. Indeed, our proof follows a general approach which relies on the stabilization through the Riccati feedback of the associated linearized system.

机译：我们考虑的行为的意思是场游戏系统在长期的地平线,在假设单调性的耦合项。哈密顿的全局李普希茨局部一致凸,我们显示的时间指数接近相关的解决方案遍历静止状态的中间阶段。指数为最优控制高速公路属性问题。依靠稳定的方法通过相关的黎卡提微分反馈线性化系统。

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来源
《Minimax theory and its applications》 |2018年第2期|285-312|共28页
作者
Alessio Porretta;
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作者单位

Dipartimento di Matematica, Università di Roma Tor Vergata, Via della Ricerca Scientifica 1, 00133 Roma, Italy;

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原文格式 PDF
正文语种英语
中图分类
关键词
Hamiltonian; monotonicity; Toll roadsOptimal controlMean-field theorymean field strength;

机译：哈密顿收费roadsOptimal monotonicity;controlMean-field theorymean场强;

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On the Turnpike Property for Mean Field Games

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