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Dynamic Games and Applications

04.10.2016

Two Numerical Approaches to Stationary Mean-Field Games

verfasst von: Noha Almulla, Rita Ferreira, Diogo Gomes

Erschienen in: Dynamic Games and Applications | Ausgabe 4/2017

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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.

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Metadaten
Titel
Two Numerical Approaches to Stationary Mean-Field Games
verfasst von
Noha Almulla
Rita Ferreira
Diogo Gomes
Publikationsdatum
04.10.2016
Verlag
Springer US
Erschienen in
Dynamic Games and Applications / Ausgabe 4/2017
Print ISSN: 2153-0785
Elektronische ISSN: 2153-0793
DOI
https://doi.org/10.1007/s13235-016-0203-5