Homogenization of a Mean Field Game System in the Small Noise Limit
Annalisa Cesaroni, Nicolas Dirr, Claudio Marchi · SIAM Journal on Mathematical Analysis · 2016
This paper concerns the simultaneous effect of homogenization and of the small noise limit for a second order mean field game (MFG) system with local coupling and quadratic Hamiltonian. We show under some additional assumptions that the solutions of our system converge to a solution of an effective first order system whose effective operators are defined through a cell problem which is a second order system of ergodic MFG type. We provide several properties of the effective operators, and we show that in general the effective system loses the MFG structure.