A convergent semi-Lagrangian scheme for non-local first-order mean field games is constructed, together with a learning value algorithm and policy-iteration acceleration, supported by convergence proofs and numerical experiments.
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A semi-Lagrangian scheme for First-Order Mean Field Games based on monotone operators
A convergent semi-Lagrangian scheme for non-local first-order mean field games is constructed, together with a learning value algorithm and policy-iteration acceleration, supported by convergence proofs and numerical experiments.