Dual two-state mean-field games

Diogo Gomes, Roberto Machado Velho, Marie-Therese Wolfram

Research output: Contribution to journalConference articlepeer-review

11 Scopus citations

Abstract

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.

Original languageEnglish (US)
Article number7039803
Pages (from-to)2703-2708
Number of pages6
JournalProceedings of the IEEE Conference on Decision and Control
Volume2015-February
Issue numberFebruary
DOIs
StatePublished - Jan 1 2014
Event2014 53rd IEEE Annual Conference on Decision and Control, CDC 2014 - Los Angeles, United States
Duration: Dec 15 2014Dec 17 2014

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

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