Homogenization of the backward-forward mean-field games systems in periodic environments

10 Sep 2019 Lions Pierre-Louis Souganidis Panagiotis E.

We study the homogenization properties in the small viscosity limit and in periodic environments of the (viscous) backward-forward mean-field games system. We consider separated Hamiltonians and provide results for systems with (i) "smoothing" coupling and general initial and terminal data, and (ii) with "local coupling" but well-prepared data.The limit is a first-order forward-backward system... (read more)

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