Two Numerical Approaches to Stationary Mean-Field Games

Noha Almulla, Rita Ferreira, Diogo A. Gomes

Research output: Contribution to journalArticlepeer-review

31 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 - Oct 4 2016

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