Here, we study the existence and the convergence of solutions for the vanishing discount MFG problem with a quadratic Hamiltonian. We give conditions under which the discounted problem has a unique classical solution and prove convergence of the vanishing-discount limit to a unique solution up to constants. Then, we establish refined asymptotics for the limit. When those conditions do not hold, the limit problem may not have a unique solution and its solutions may not be smooth, as we illustrate in an elementary example. Finally, we investigate the stability of regular weak solutions and address the selection problem. Using ideas from Aubry-Mather theory, we establish a selection criterion for the limit.
Here, we address a uniqueness structure of viscosity solutions for ergodic problems of weakly coupled Hamilton-Jacobi systems. In particular, we study comparison principle with respect to generalized Mather measures as a generalization of [20], which addressed the case of a single equation. To get the main result, it is important to construct Mather measures effectively. We overcome this difficulty by nonlinear adjoint methods.
Here, we consider a regularized mean-field game model that features a low-order regularization. We prove the existence of solutions with positive density. To do so, we combine a priori estimates with the continuation method. In contrast with highorder regularizations, the low-order regularizations are easier to implement numerically. Moreover, our methods give a theoretical foundation for this approach.
Here, we study the existence and the convergence of solutions for the vanishing discount MFG problem with a quadratic Hamiltonian. We give conditions under which the discounted problem has a unique classical solution and prove convergence of the vanishing-discount limit to a unique solution up to constants. Then, we establish refined asymptotics for the limit. When those conditions do not hold, the limit problem may not have a unique solution and its solutions may not be smooth, as we illustrate in an elementary example. Finally, we investigate the stability of regular weak solutions and address the selection problem. Using ideas from Aubry-Mather theory, we establish a selection criterion for the limit.
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