Mean field games in the weak noise limit : A WKB approach to the Fokker–Planck equation - Archive ouverte HAL Access content directly
Journal Articles Physica A: Statistical Mechanics and its Applications Year : 2019

Mean field games in the weak noise limit : A WKB approach to the Fokker–Planck equation

Abstract

Motivated by the study of a Mean Field Game toy model called the "seminar problem", we consider the Fokker-Planck equation in the small noise regime for a specific drift field. This gives us the opportunity to discuss the application to diffusion problem of the WKB approach "a la Maslov", making it possible to solve directly the time dependant problem in an especially transparent way.
Fichier principal
Vignette du fichier
S0378437119301499.pdf (1.57 Mo) Télécharger le fichier
Origin : Files produced by the author(s)

Dates and versions

hal-02102129 , version 1 (22-10-2021)

Licence

Attribution - NonCommercial

Identifiers

Cite

Thibault Bonnemain, Denis Ullmo. Mean field games in the weak noise limit : A WKB approach to the Fokker–Planck equation. Physica A: Statistical Mechanics and its Applications, 2019, 523, pp.310-325. ⟨10.1016/j.physa.2019.01.143⟩. ⟨hal-02102129⟩
38 View
106 Download

Altmetric

Share

Gmail Facebook X LinkedIn More