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

Thibault Bonnemain and Denis Ullmo

Physica A: Statistical Mechanics and its Applications, 2019, vol. 523, issue C, 310-325

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 “à la Maslov (Maslov and Fedoriuk, 1981)”, making it possible to solve directly the time dependent problem in an especially transparent way.

Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:523:y:2019:i:c:p:310-325

DOI: 10.1016/j.physa.2019.01.143

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