Special Session 184: Mean-Field Games: From Partial Differential Equations to Numerical Methods

Non-asymptotic estimates for differential games with large discount
Giovanni Carlon
University of Padova
Italy
Co-Author(s):    Marco Cirant
Abstract:
In this talk, I will present recent estimates for solutions to systems of PDEs arising as optimality conditions in a class of differential games with large discount, obtained in collaboration with Marco Cirant. The estimates are pointwise and uniform with respect to both the number of players $N$ and the discount factor $\lambda$, and they do not rely on any monotonicity assumptions on the cost functions of the players. These results, in turn, allow us to investigate several interesting questions about the equilibria of such games, including the size of the gap between different notions of equilibrium and the limiting behavior as $N$ or $\lambda$ tend to infinity.