Rate of convergence for first-order singular perturbation problems: Hamilton-Jacobi-Isaacs equations and mean field games of acceleration
Fuente:
arXiv
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| Autores principales: | , |
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| Formato: | Preprint |
| Publicado: |
2024
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| _version_ | 1866916385360183296 |
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| author | Cannarsa, Piermarco Mendico, Cristian |
| author_facet | Cannarsa, Piermarco Mendico, Cristian |
| contents | This work focuses on the rate of convergence for singular perturbation problems for first-order Hamilton-Jacobi equations. As an application we derive the rate of convergence for singularly perturbed two-players zero-sum deterministic differential games (i.e., leading to Hamilton-Jacobi-Isaacs equations) and, subsequently, in case of singularly perturbed mean field games of acceleration. Namely, we show that in both the models the rate of convergence is $\varepsilon$. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2402_11521 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Rate of convergence for first-order singular perturbation problems: Hamilton-Jacobi-Isaacs equations and mean field games of acceleration Cannarsa, Piermarco Mendico, Cristian Analysis of PDEs Optimization and Control This work focuses on the rate of convergence for singular perturbation problems for first-order Hamilton-Jacobi equations. As an application we derive the rate of convergence for singularly perturbed two-players zero-sum deterministic differential games (i.e., leading to Hamilton-Jacobi-Isaacs equations) and, subsequently, in case of singularly perturbed mean field games of acceleration. Namely, we show that in both the models the rate of convergence is $\varepsilon$. |
| title | Rate of convergence for first-order singular perturbation problems: Hamilton-Jacobi-Isaacs equations and mean field games of acceleration |
| topic | Analysis of PDEs Optimization and Control |
| url | https://arxiv.org/abs/2402.11521 |