Remarks on selection problems for first-order discounted mean field games

Abstract

We study selection problems for the vanishing discount limit of first-order stationary mean field games with local coupling. The associated ergodic problem may admit several value functions for the same density and ergodic constant. We decompose the state space into the positive-density region, the essential zero-density interior, and a residual set, and show that possible non-uniqueness of selected value functions can occur only on the gap part of the residual set. If the gradients of selected value functions coincide on this gap residual set, then the selected value function is unique up to additive constants; under compactness and stability assumptions, this yields convergence of the whole normalized discounted family. We show that the gap residual set is null for one-dimensional problems and for a specific Hamiltonian in the multidimensional setting, and hence obtain convergence results in these cases.