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arxiv: 1402.2467 · v1 · pith:DCW7MBXVnew · submitted 2014-02-11 · 🧮 math.OC

A model problem for Mean Field Games on networks

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keywords modelproblemfieldgamesmeanproblemsagentsappropriate
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In [14], Gueant, Lasry and Lions considered the model problem ``What time does meeting start?'' as a prototype for a general class of optimization problems with a continuum of players, called Mean Field Games problems. In this paper we consider a similar model, but with the dynamics of the agents defined on a network. We discuss appropriate transition conditions at the vertices which give a well posed problem and we present some numerical results.

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