Special Session 184: Mean-Field Games: From Partial Differential Equations to Numerical Methods
Uniqueness of solutions for MFG with large discount
Elisa Continelli
University of Padova Italy
Co-Author(s): Marco Cirant, Nicol\`{o} De Bernardi
Abstract:
We deal with a class of Mean Field Games systems with large discount. We show that solutions to these systems are unique provided that the discount factor is sufficiently large, identifying an asymptotic uniqueness regime that falls outside the usual ones involving monotonicity.