Two Numerical Approaches to Stationary Mean-Field Games

Noha Almulla, Rita Ferreira, Diogo Gomes*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

50 Scopus citations

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.

Original languageEnglish (US)
Pages (from-to)657-682
Number of pages26
JournalDynamic Games and Applications
Volume7
Issue number4
DOIs
StatePublished - Dec 1 2017

Bibliographical note

Publisher Copyright:
© 2016, Springer Science+Business Media New York.

Keywords

  • Mean-field games
  • Monotone schemes
  • Numerical methods

ASJC Scopus subject areas

  • Statistics and Probability
  • Economics and Econometrics
  • Computer Science Applications
  • Computer Graphics and Computer-Aided Design
  • Computational Theory and Mathematics
  • Computational Mathematics
  • Applied Mathematics

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