- A semi-discrete in time approximation for a model first order-finite horizon mean field game problem F. Camilli(camillidmmm.uniroma1.it) F. J. Silva(fsilvamat.uniroma1.it) Abstract: In this article we consider a model first order mean field game problem, introduced by J.M. Lasry and P.L. Lions. Its solution $(v,m)$ can be obtained as the limit of the solutions of the second order mean field game problems, when the \textit{noise} parameter tends to zero. We propose a semi-discrete in time approximation of the system and, under natural assumptions, we prove that it is well posed and that it converges to $(v,m)$ when the discretization parameter tends to zero. Keywords: First order mean field game, semi-discrete in time approximation Category 1: Other Topics (Game Theory ) Citation: Download: [PDF]Entry Submitted: 10/14/2011Entry Accepted: 10/14/2011Entry Last Modified: 10/14/2011Modify/Update this entry Visitors Authors More about us Links Subscribe, Unsubscribe Digest Archive Search, Browse the Repository Submit Update Policies Coordinator's Board Classification Scheme Credits Give us feedback Optimization Journals, Sites, Societies Optimization Online is supported by the Mathematical Optmization Society.