The convergence problem in mean field games with a local coupling

Abstract

The paper studies the convergence, as $N$ tends to infinity, of a system of $N$ coupled Hamilton-Jacobi equations (the Nash system) when the coupling between the players becomes increasingly singular. The limit equation is a mean field game system with local coupling.

Cited by in corpus (3)

• Minimal-time mean field games
• Sharp semi-concavity in a non-autonomous control problem and $L^p$ estimates in an optimal-exit MFG
• The Dyson and Coulomb games