Mean field games in the weak noise limit : A WKB approach to the Fokker-Planck equation
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.
- Publication:
-
Physica A Statistical Mechanics and its Applications
- Pub Date:
- June 2019
- DOI:
- 10.1016/j.physa.2019.01.143
- arXiv:
- arXiv:1804.03090
- Bibcode:
- 2019PhyA..523..310B
- Keywords:
-
- Physics - Physics and Society;
- Condensed Matter - Statistical Mechanics
- E-Print:
- doi:10.1016/j.physa.2019.01.143