A convergence result for a local planning problem for mean field games and rigorous proof of a Freidlin-Ventchel-type Large Deviations Principle for the $1+1$ KPZ equation

Abstract

We prove the convergence of a viscous approximation to an one dimensional local mean field type planning problem with singular initial and terminal measures. Then we use this result to give a rigorous proof to a Freidlin-Ventchel-type Large Deviations Principle for the height of the $1+1$ KPZ equation.