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

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. For the sake of simplicity, we focus on a simple stationary case. 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.

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