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math.AP2012
A new method for large time behavior of degenerate viscous Hamilton--Jacobi equations with convex Hamiltonians
Filippo Cagnetti, Diogo Gomes, Hiroyoshi Mitake +1
We introduce a new machinery to study the large time behavior for general classes of Hamilton--Jacobi type equations, which include degenerate parabolic equations and weakly couple…
math.OC2012★ 137 cited
Continuous time finite state mean field games
Diogo A. Gomes, Joana Mohr, Rafael R. Souza
In this paper we consider symmetric games where a large number of players can be in any one of d states. We derive a limiting mean field model and characterize its main properties.…