2014/09/22 by Gomes, Diogo A., Velho, Roberto M., Wolfram, Marie-Therese
#Analysis of PDEs (math.AP) #FOS: Mathematics #Optimization and Control (math.OC)
paper · doi:10.48550/arxiv.1409.6220
In this paper, we consider two-state mean-field games and its dual formulation. We then discuss numerical methods for these problems. Finally, we present various numerical experiments, exhibiting different behaviours, including shock formation, lack of invertibility, and monotonicity loss.