Two numerical approaches to stationary mean-field games

2015/11/20 by Almulla, Noha, Ferreira, Rita, Gomes, Diogo · 2 citations
#FOS: Mathematics #Numerical Analysis (math.NA)

paper · doi:10.48550/arxiv.1511.06576

Abstract

Here, we consider numerical methods for stationary mean-field games (MFG) and investigate two classes of algorithms. The first one is a gradient-flow method based on the variational characterization of certain MFG. The second one uses monotonicity properties of MFG. We illustrate our methods with various examples, including one-dimensional periodic MFG, congestion problems, and higher-dimensional models.

Cited by

• Parallel-in-Time Preconditioning for Time-Dependent Variational Mean Field Games
• Solving Mean-Field Games with Monotonicity Methods in Banach Spaces

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