Weak KAM theory for potential MFG

Abstract

We develop the counterpart of weak KAM theory for potential mean field games. This allows to describe the long time behavior of time-dependent potential mean field game systems. Our main result is the existence of a limit, as time tends to infinity, of the value function of an optimal control problem stated in the space of measures. In addition, we show a mean field limit for the ergodic constant associated with the corresponding Hamilton-Jacobi equation.