Approximation and perturbations of stable solutions to a stationary mean field game system

Abstract

This work introduces a new general approach for the numerical analysis of stable equilibria to second order mean field games systems in cases where the uniqueness of solutions may fail. We focus on a stationary case with a purely quadratic Hamiltonian. We propose an abstract framework to study these solutions by reformulating the mean field game system as an abstract equation in a Banach space. In this context, stable equilibria turn out to be regular solutions to this equation, meaning that the linearized system is well-posed. We provide three applications of this property: we study the sensitivity analysis of stable solutions, establish error estimates for their finite element approximations, and prove the local converge of Newton's method in infinite dimensions.